Related papers: Combining Stochastics and Analytics for a Fast Mon…
Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…
A fast leading-order Monte Carlo generator for the process $e^+e^-\to\mu^+\mu^-\gamma$ is described. In fact, using the $e^+e^-\to\mu^+\mu^-\gamma $ process as an example, we provide a pedagogical demonstration of how a Monte Carlo…
Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…
Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…
We developed a Monte Carlo event generator for production of nucleon configurations in complex nuclei consistently including effects of Nucleon-Nucleon (NN) correlations. Our approach is based on the Metropolis search for configurations…
Understanding the spatio-temporal evolution of radiolytic species created by high-energy electrons in water underpins key applications from radiotherapy and nuclear safety to environmental processing and electron microscopy. Here, using the…
The decay rate of a metastable vacuum is usually calculated using a semiclassical approximation to the Euclidean path integral. The extension to a complete Euclidean lattice Monte Carlo computation, however, is hampered by analytic…
The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
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…
Monte Carlo (MC) simulation is considered the gold standard method for radiotherapy dose calculation. However, achieving high precision requires a large number of simulation histories, which is time consuming. The use of computer graphics…
Ultracold neutrons (UCN) with kinetic energies up to 300 neV can be stored in material or magnetic confinements for hundreds of seconds. This makes them a very useful tool for probing fundamental symmetries of nature, by searching for…
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation sequence which at any time $k$ depends only on the state of an…
Theoretical predictions in high energy physics are routinely provided in the form of Monte Carlo generators. Comparisons of predictions from different programs and/or different initialization set-ups are often necessary. MC-TESTER can be…
We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…
Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…
In this paper, we study the construction of structural models for the description of substitutional defects in crystalline materials. Predicting and designing the atomic structures in such systems is highly challenging due to the…
Monte Carlo event generators are the central interface between theoretical calculations and experimental measurements in collider physics. Over several decades, a comprehensive and highly modular ecosystem of tools has developed around…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…