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Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity.…

Computation · Statistics 2022-10-19 Felipe Igea , Alice Cicirello

Sequential Monte Carlo (SMC) methods have recently shown successful results for conditional sampling of generative diffusion models. In this paper we propose a new diffusion posterior SMC sampler achieving improved statistical efficiencies,…

Machine Learning · Statistics 2025-08-25 Zheng Zhao

We show how random subspace methods can be adapted to estimating local projections with many controls. Random subspace methods have their roots in the machine learning literature and are implemented by averaging over regressions estimated…

Econometrics · Economics 2024-06-04 Viet Hoang Dinh , Didier Nibbering , Benjamin Wong

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…

Applications · Statistics 2009-07-29 Marie-Pierre Etienne , Eric Parent , Benoit Hugues , Bernier Jacques

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

A new method of background subtraction is presented which uses the concept of a signal estimator to construct a confidence level which is always conservative and which is never better than e^-s. The new method yields stronger exclusions…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. Jin , P. McNamara

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…

Social and Information Networks · Computer Science 2023-05-09 J. O. Gonzalez-Hernandez , Jonathan Marino , Ted Rogers , Brandon Velasco

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

We extend correlated sampling from classical auxiliary-field quantum Monte Carlo to the quantum-classical (QC-AFQMC) framework, enabling accurate nuclear force computations crucial for geometry optimization and reaction dynamics. Stochastic…

We propose the first-ever complete, model-agnostic search strategy based on the optimal anomaly score, for new physics on the tails of distributions. Signal sensitivity is achieved via a classifier trained on auxiliary features in a…

High Energy Physics - Phenomenology · Physics 2024-04-12 Gregor Kasieczka , John Andrew Raine , David Shih , Aman Upadhyay

Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…

Quantum Physics · Physics 2022-04-27 Mogens Dalgaard , Carrie A. Weidner , Felix Motzoi

To properly estimate signal significance while accounting for both statistical and systematic uncertainties, we conducted a study to analyze the impact of typical systematic uncertainties, such as background shape, signal shape, and the…

Data Analysis, Statistics and Probability · Physics 2023-12-19 Yi Ding , Weiming Song , Kai Zhu

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

A mathematical model of the process of carbon capture in a packed column by adsorption is developed and analysed. First a detailed study is made of the governing equations. Due to the complexity of the internal geometry it is standard…

Other Condensed Matter · Physics 2020-09-15 T. G. Myers , F. Font , M. G. Hennessy

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan

Prior works have shown that in-context learning is brittle to presentation factors such as the order, number, and choice of selected examples. However, ablation-based guidance on selecting the number of examples may ignore the interplay…

Computation and Language · Computer Science 2025-03-31 Stephanie Schoch , Yangfeng Ji
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