Related papers: Extracting resonance parameters from lattice data
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…
We describe a regression-based method, generally referred to as the Least Squares Monte Carlo (LSMC) method, to speed up exposure calculations of a portfolio. We assume that the portfolio contains several exotic derivatives that are priced…
We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…
In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…
A Monte Carlo method to optimize cuts on variables is presented and evaluated. The method gives a much higher signal to noise ratio than does a manual choice of cuts.
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
We present a lattice QCD investigation of the $\rho$ resonance using nine $N_f = 2 + 1$ Wilson-Clover ensembles with three lattice spacings and various pion masses ranging from $135$ to $320$ MeV. For each ensemble, a large number of finite…
We show how to generalize the Lattice Switch Monte Carlo method to calculate the phase diagram of a binary system. A global coordinate transformation is combined with a modification of particle diameters, enabling the multi-component system…
Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…
In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…
The radio detection method for cosmic rays relies on coherent emission from electrons and positrons which is beamed in a narrow cone along the shower axis. Currently the only mod- els to reproduce this emission with sufficient accuracy are…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…
We point out that a newly introduced recursive algorithm for lattice polymers has a much wider range of applicability. In particular, we apply it to the simulation of off-lattice polymers with Lennard-Jones potentials between non-bonded…
We investigate the Monte Carlo approach to propagation of experimental uncertainties within the context of the established "MSTW 2008" global analysis of parton distribution functions (PDFs) of the proton at next-to-leading order in the…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…
The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…
We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…