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This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Machine Learning · Computer Science 2018-10-23 Ke Li , Jitendra Malik

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Strongly Correlated Electrons · Physics 2009-10-31 Christopher L. Martin

We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

Optimization and Control · Mathematics 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian

The plasma edge flow, situated at the intricate boundary between plasma and neutral particles, plays a pivotal role in the design of nuclear fusion devices such as divertors and pumps. Traditional numerical simulation methods, such as the…

Computational Physics · Physics 2024-11-14 Yifan Wen , Yanbing Zhang , Lei Wu

We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez

We demonstrate a novel setup for hybrid particle-in-cell simulations designed to isolate the physics of the shock precursor over long time periods for significantly lower computational cost than previous methods. This is achieved using a…

High Energy Astrophysical Phenomena · Physics 2025-07-22 Emily R. Simon , Damiano Caprioli , Colby C. Haggerty , Brian Reville

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

Fluid flow simulation is a highly active area with applications in a wide range of engineering problems and interactive systems. Meshless methods like the Moving Particle Semi-implicit (MPS) are a great alternative to deal efficiently with…

Event reconstruction is a central step in many particle physics experiments, turning detector observables into parameter estimates; for example estimating the energy of an interaction given the sensor readout of a detector. A corresponding…

High Energy Physics - Experiment · Physics 2023-01-11 Philipp Eller , Aaron Fienberg , Jan Weldert , Garrett Wendel , Sebastian Böser , D. F. Cowen

Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal…

Robotics · Computer Science 2026-05-12 Connor Holmes , Sven Lilge , Zi Cong Guo , Frank Dellaert , Timothy D. Barfoot

This paper considers the problem of multi-sample nonparametric comparison of counting processes with panel count data, which arise naturally when recurrent events are considered. Such data frequently occur in medical follow-up studies and…

Statistics Theory · Mathematics 2009-04-21 N. Balakrishnan , Xingqiu Zhao

The Feynman path integral formalism has inspired the development of memory-efficient and parallelizable classical algorithms for simulating quantum computers. We adapt this approach for the calculation of probability amplitudes of…

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

We propose a variational scheme to represent composite quantum systems using multiple parameterized functions of varying accuracies on both classical and quantum hardware. The approach follows the variational principle over the entire…

Quantum Physics · Physics 2024-06-21 Stefano Barison , Filippo Vicentini , Giuseppe Carleo

The simulation of high-energy physics collision events is a key element for data analysis at present and future particle accelerators. The comparison of simulation predictions to data allows looking for rare deviations that can be due to…

High Energy Physics - Experiment · Physics 2024-07-16 Francesco Vaselli , Filippo Cattafesta , Patrick Asenov , Andrea Rizzi

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Methodology · Statistics 2024-08-14 Vladimir Vovk , Ruodu Wang

This study introduces a hybrid fluid simulation approach that integrates generative diffusion models with physics-based simulations, aiming at reducing the computational costs of flow simulations while still honoring all the physical…

We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…

Optimization and Control · Mathematics 2026-04-07 Alan Williams , Alp Sunol
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