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Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita

A key limitation of sampling algorithms for approximate inference is that it is difficult to quantify their approximation error. Widely used sampling schemes, such as sequential importance sampling with resampling and Metropolis-Hastings,…

Artificial Intelligence · Computer Science 2017-05-09 Marco F. Cusumano-Towner , Vikash K. Mansinghka

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

We recalculate the next-to-leading order Altarelli-Parisi kernel using a method which relates it to the splitting amplitudes describing the collinear factorization properties of scattering amplitudes. The method breaks up the calculation of…

High Energy Physics - Phenomenology · Physics 2014-11-17 David A. Kosower , Peter Uwer

The investigation of correlations in Monte Carlo power iteration has been long dominated by the question of generational correlations and their effects on the estimation of statistical uncertainties. More recently, there has been a growing…

Computational Physics · Physics 2023-09-08 T. Bonnet , H. Belanger , D. Mancusi , A. Zoia

A next step in development of the KrkNLO method of including complete NLO QCD corrections to hard processes in a LO parton-shower Monte Carlo (PSMC) is presented. It consists of generalisation of the method, previously used for the…

High Energy Physics - Phenomenology · Physics 2016-12-21 S. Jadach , W. Placzek , S. Sapeta , A. Siodmok , M. Skrzypek

A recent comparison of the evolution programs QCDNUM and APFEL showed a discrepancy in the time-like evolution of the singlet fragmentation function at NLO. It was found that the splitting functions of this evolution were wrongly assigned…

High Energy Physics - Phenomenology · Physics 2016-03-21 M. Botje

We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…

Statistical Mechanics · Physics 2019-04-10 Ze Lei , Werner Krauth , A. C. Maggs

The performance of sequential Monte Carlo (SMC) samplers heavily depends on the tuning of the Markov kernels used in the path proposal. For SMC samplers with unadjusted Markov kernels, standard tuning objectives, such as the…

Machine Learning · Statistics 2025-12-11 Kyurae Kim , Zuheng Xu , Jacob R. Gardner , Trevor Campbell

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

The small magnitude and long-range character of non-covalent interactions pose a significant challenge for computational quantum chemical and electronic-structure methods alike. State-of-the-art coupled cluster (CC) theory and…

Chemical Physics · Physics 2026-01-22 S. Lambie , P. López-Ríos , D. Kats , Ali Alavi

This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It…

Soft Condensed Matter · Physics 2022-08-31 Werner Krauth

I review three different non-perturbative approaches to the three dimensional Thirring model: the 1/N_f expansion, Schwinger-Dyson equations, and Monte Carlo simulation. Simulation results are presented to support the existence of a…

High Energy Physics - Lattice · Physics 2007-05-23 Simon Hands

Nuclear uncertainties in the production of $p$ nuclei in massive stars have been quantified in a Monte Carlo procedure. Bespoke temperature-dependent uncertainties were assigned to different types of reactions involving nuclei from Fe to…

High Energy Astrophysical Phenomena · Physics 2016-10-14 T. Rauscher , N. Nishimura , R. Hirschi , G. Cescutti , A. St. J. Murphy , A. Heger

We present the first complete next-to-next-to-leading order (NNLO) QCD predictions for differential distributions in the top-quark pair production process at the LHC. Our results are derived from a fully differential partonic Monte Carlo…

High Energy Physics - Phenomenology · Physics 2016-03-17 Michal Czakon , David Heymes , Alexander Mitov

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

We present the determination of a set of parton distributions of the nucleon, at next-to-leading order, from a global set of deep-inelastic scattering data: NNPDF1.0. The determination is based on a Monte Carlo approach, with neural…

High Energy Physics - Phenomenology · Physics 2010-05-12 Richard D. Ball , Luigi Del Debbio , Stefano Forte , Alberto Guffanti , Jose I. Latorre , Andrea Piccione , Juan Rojo , Maria Ubiali

A likelihood analysis of the observables in deeply virtual exclusive meson production off a proton target is presented. We consider the unpolarized process for which the largest amount of data with all the kinematic dependences are…

High Energy Physics - Phenomenology · Physics 2026-05-19 Saraswati Pandey , Douglas Q. Adams , Simonetta Liuti

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo
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