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In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
We present a Monte-Carlo event generator for simulating chargino pair-production at the International Linear Collider (ILC) at next-to-leading order in the electroweak couplings. By properly resumming photons in the soft and collinear…
The Monte Carlo generator MERADGEN 1.0 for the simulation of radiative events in parity conserving doubly-polarized Moller scattering has been developed. Analytical integration wherever it is possible provides rather fast and accurate…
I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…
Modern measurements in flavour physics rely on accurate simulations of signal and background processes, provided by a wide range of general-purpose and specialised Monte-Carlo event generators. Due to the inclusion of a larger amount of…
To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…
The status of the multi-purpose event generator HELAC is briefly presented. The aim of this tool is the full simulation of events within the Standard Model at current and future high energy experiments, in particular the LHC. Some results…
We present a Monte-Carlo event generator for simulating chargino pair production at the ILC at next-to-leading order in the electroweak couplings. We consider two approaches of including photon radiation. A strict fixed-order approach…
LABSMC Monte Carlo event generator is used to simulate Bhabha scattering at high energies. Different sources of radiative corrections are considered. The resulting precision is discussed.
The status of two Monte Carlo generators, HELAC-PHEGAS, a program for multi-jet processes and VBFNLO, a parton level program for vector boson fusion processes at NLO QCD, is briefly presented. The aim of these tools is the simulation of…
A Monte Carlo Renormalization Group algorithm is used on the Ising model to derive critical exponents and the critical temperature. The algorithm is based on a minimum relative entropy iteration developed previously to derive potentials…
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the…
In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated…
We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…
A Monte Carlo generator of the final state of hadrons emitted from an ultrarelativistic nuclear collision is introduced. An important feature of the generator is a possible fragmentation of the fireball and emission of the hadrons from…