Related papers: The Sudakov Veto Algorithm Reloaded
We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…
In this note we outline the Monte Carlo project {\tt KrkMC}. The goal of this project is to construct a QCD Parton Shower accurate to NLO level in both coefficient function and splitting function (shower) parts. We discuss in detail one of…
We present an algorithm for deriving partonic flavour labels to be applied to truth particle jets in Monte Carlo event simulations. The inputs to this approach are final pre-hadronization partons, to remove dependence on unphysical details…
A new acceleration algorithm to address the problem of multiple time scales in variational Monte Carlo simulations is presented. After a first attempted move has been rejected, the delayed rejection algorithm attempts a second move with a…
Sequential Monte Carlo algorithms, or particle filters, are widely used for approximating intractable integrals, particularly those arising in Bayesian inference and state-space models. We introduce a new variance reduction technique, the…
The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…
In this thesis, we present automated, process-independent methods for the calculation of QED real radiative corrections. We review the construction of a parton shower based on Catani-Seymour dipole subtraction, and thus detail the…
We present an algorithm for improving subsequent parton shower emissions by full SU(3) colour correlations in the framework of a dipole-type shower. As a proof of concept, we present results from the first implementation of such an…
We derive an improved prescription for the merging of matrix elements with parton showers, extending the CKKW approach. A flavour-dependent phase space separation criterion is proposed. We show that this new method preserves the logarithmic…
The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…
Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…
In social choice there often arises a conflict between the majority principle (the search for a candidate that is as good as possible for as many voters as possible), and the protection of minority rights (choosing a candidate that is not…
I show that with simple extensions of the shower algorithms in Monte Carlo programs, one can implement NLO corrections to the hardest emission that overcome the problems of negative weighted events found in previous implementations. Simple…
We revisit the recent breakthrough result of Gkatzelis et al. on (single-winner) metric voting, which showed that the optimal distortion of 3 can be achieved by a mechanism called Plurality Matching. The rule picks an arbitrary candidate…
Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…
Away from the strictly soft and collinear limit of QCD radiation the choice of evolution scale in a parton shower algorithm is ambiguous and several options have been implemented in existing Monte Carlo event generators for proton-proton…
The use of QCD calculations that include the resummation of soft-collinear logarithms via parton-shower algorithms is currently not possible in PDF fits due to the high computational cost of evaluating observables for each variation of the…
We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…
We provide a general method to construct local infrared subtraction counterterms for unresolved radiative contributions to differential cross sections, to any order in perturbation theory. We start from the factorised structure of virtual…
Monte Carlo event generators for hard hadronic collisions depend on the evolution of parton showers backwards from a high-scale subprocess to the hadronization scale. The evolution is treated as a branching process with a sequence of…