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Particle-based ensemble semi-classical Monte Carlo (MC) methods employ quantum corrections (QCs) to address quantum confinement and degenerate carrier populations to model tomorrow's ultra-scaled MOSFETs. Here we present new approaches to…

Mesoscale and Nanoscale Physics · Physics 2016-04-04 Dax M. Crum , Amithraj Valsaraj , John K. David , Leonard F. Register , Sanjay K. Banerjee

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

The decade-old technique of combining NLO-corrected hard process with LO-level parton shower Monte Carlo is now mature and used in practice of the QCD calculations in the LHC data analysis. The next step, its extension to an NNLO-corrected…

High Energy Physics - Phenomenology · Physics 2015-06-17 S. Jadach , A. Kusina , W. Placzek , M. Skrzypek

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm, and show that this variant can be considered as a sequential Monte Carlo sampler with a modified mutation kernel. We prove that the new sampler…

Computation · Statistics 2009-11-11 G. W. Peters , Y. Fan , S. A. Sisson

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

We describe the implementation of top production and decay processes in the parton-level Monte Carlo program MCFM. By treating the top quark as being on-shell, we can factorize the amplitudes for top-pair production, s-channel single-top…

High Energy Physics - Phenomenology · Physics 2012-04-09 John M. Campbell , R. Keith Ellis

We systematically test the performance of several Monte Carlo update schemes for the $(2+1)$d XY phase transition of quantum rotor model. By comparing the local Metropolis (LM), LM plus over-relaxation (OR), Wolff-cluster (WC), hybrid Monte…

Strongly Correlated Electrons · Physics 2022-04-12 Weilun Jiang , Gaopei Pan , Yuzhi Liu , Zi Yang Meng

We outline the steps needed in order to incorporate the evolution of single and binary stars into a particular Monte Carlo code for the dynamical evolution of a star cluster. We calibrate the results against N-body simulations, and present…

Astrophysics · Physics 2008-01-25 Mirek Giersz , Douglas C. Heggie , Jarrod R. Hurley

We present the implementation of several color-singlet final-state processes at Next-to-Next-to Leading Order (NNLO) accuracy in QCD to the publicly available parton-level Monte Carlo program MCFM. Specifically we discuss the processes…

High Energy Physics - Phenomenology · Physics 2017-02-01 Radja Boughezal , John M. Campbell , R. Keith Ellis , Christfried Focke , Walter Giele , Xiaohui Liu , Frank Petriello , Ciaran Williams

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Machine Learning · Statistics 2015-08-11 Haim Avron , Vikas Sindhwani , Jiyan Yang , Michael Mahoney

A systematic extension of the Monte Carlo (MC) algorithm, that solves the DGLAP equation, into the so-called the one-loop CCFM evolution is presented. Modifications are related to a z-dependent coupling constant; transverse momentum…

High Energy Physics - Phenomenology · Physics 2014-11-18 K. Golec-Biernat , S. Jadach , W. Placzek , P. Stephens , M. Skrzypek

There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels $\{P_n\}$ where the kernel $P_n$ is allowed to have an invariant distribution $\pi_n$ not…

Computation · Statistics 2010-10-18 Yves F. Atchadé

We report on re-calculation of the next-to-leading order DGLAP evolution kernels performed in a scheme suited for Monte Carlo simulations of parton cascades (parton showers).

High Energy Physics - Phenomenology · Physics 2016-08-17 A. Kusina , O. Gituliar , S. Jadach , M. Skrzypek

Non-negative matrix factorization (NMF) has proved effective in many clustering and classification tasks. The classic ways to measure the errors between the original and the reconstructed matrix are $l_2$ distance or Kullback-Leibler (KL)…

Computer Vision and Pattern Recognition · Computer Science 2014-05-12 Le Li , Jianjun Yang , Kaili Zhao , Yang Xu , Honggang Zhang , Zhuoyi Fan

We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its…

Statistical Mechanics · Physics 2019-10-17 Manon Michel , Xiaojun Tan , Youjin Deng

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

An atomic-scale model for silicate solutions is introduced for investigation of the nucleation process during zeolite synthesis in the absence of a structure directing agent. Monte Carlo schemes are developed to determine the equilibrium…

Statistical Mechanics · Physics 2009-11-07 Minghong G. Wu , Michael W. Deem

Computing the variance of a conditional expectation has often been of importance in uncertainty quantification. Sun et al. has introduced an unbiased nested Monte Carlo estimator, which they call $1\frac{1}{2}$-level simulation since the…

Computation · Statistics 2019-12-09 Takashi Goda

A revision of Stod\'o{\l}kiewicz's Monte Carlo code is used to simulate evolution of large star clusters. The survey on the evolution of multi-mass N-body systems influenced by the tidal field of a parent galaxy and by stellar evolution is…

Astrophysics · Physics 2007-05-23 Mirek Giersz