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This chapter surveys the most standard Monte Carlo methods available for simulating from a posterior distribution associated with a mixture and conducts some experiments about the robustness of the Gibbs sampler in high dimensional Gaussian…

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Realtime analyses are necessary to identify the source of high energy neutrinos. As an observatory with a 4$\pi$ steradian field of view and near-100% duty cycle, the IceCube Neutrino Observatory is a unique facility for investigating…

High Energy Astrophysical Phenomena · Physics 2021-07-21 Alex Pizzuto , Abhishek Desai , Raamis Hussain

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

The natural parameterization of vacuum oscillations in three neutrino flavors is studied. Compact and exact relations of its three parameters with the ordinary three mixing angles and CP violating phase are obtained. Its usefulness is…

High Energy Physics - Phenomenology · Physics 2015-10-28 Andrea Palladino , Francesco Vissani

We present megas, a new software tool that improves the simulation of the Micromegas gas detectors. Our tool offers the possibility to configure multiple arrangements with one or more layers of MM detectors. A series of simple commands can…

Instrumentation and Detectors · Physics 2020-08-28 Dan A. Ciubotaru , Michele Renda

High-dimensional state trajectories of state-space models pose challenges for Bayesian inference. Particle Gibbs (PG) methods have been widely used to sample from the posterior of a state space model. Basically, particle Gibbs is a Particle…

Computation · Statistics 2020-08-18 Niharika Gauraha

The IceCube Neutrino Observatory is highly sensitive to neutrino bursts of $\mathcal{O}$(10) MeV energy that are would be generated by core collapse supernovae in our Galaxy. It will resolve temporal structures in supernova light curves…

High Energy Astrophysical Phenomena · Physics 2021-08-23 Alexander Fritz , David Kappesser

To enable an accurate determination of oscillation parameters, accelerator-based neutrino experiments require detailed simulations of nuclear interaction physics in the GeV regime. While substantial effort from both theory and experiment is…

High Energy Physics - Phenomenology · Physics 2026-03-11 Karla Tame-Narvaez , Steven Gardiner , Aleksandra Ćiprijanović , Giuseppe Cerati

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…

Methodology · Statistics 2014-07-31 Christopher K. Carter , Eduardo F. Mendes , Robert Kohn

We describe a Monte Carlo scheme which, in a single simulation, yields a measurement of the chemical potential of a crystalline solid. Within the isobaric ensemble, this immediately provides an estimate of the system free energy, with…

Statistical Mechanics · Physics 2015-06-11 Nigel B. Wilding , Peter Sollich

In the framework of detector development, Monte Carlo simulations play a key role in the evaluation of the expected performance and the full understanding of the behavior in beam conditions. In particular, a software which simulates the…

Instrumentation and Detectors · Physics 2019-08-21 Lia Lavezzi

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Computation · Statistics 2019-09-18 Giacomo Zanella , Gareth Roberts

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a…

Numerical Analysis · Mathematics 2015-07-03 Paul Constantine , David Gleich

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

The state space representation of active resident space objects can be posed in the form of a stochastic hybrid system. Satellite maneuvers may be accounted for according to control cost or heuristical considerations, yet it is possible to…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Guillermo Escribano , Manuel Sanjurjo-Rivo , Jan Siminski , Alejandro Pastor , Diego Escobar

This paper introduces a novel Monte Carlo (MC) method to simulate the evolution of the low-earth orbit environment, enhancing the MIT Orbital Capacity Analysis Tool (MOCAT). In recent decades, numerous space environment models have been…

Earth and Planetary Astrophysics · Physics 2024-10-15 Daniel Jang , Davide Gusmini , Peng Mun Siew , Andrea D'Ambrosio , Simone Servadio , Pablo Machuca , Richard Linares