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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

We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…

We describe an algorithm for improving subsequent parton shower emissions by full SU(3) color correlations in the framework of a dipole-type shower. As a proof of concept, we present results from the first implementation of such an…

High Energy Physics - Phenomenology · Physics 2015-06-03 Simon Platzer , Malin Sjodahl

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Data Structures and Algorithms · Computer Science 2025-10-20 L. A. Garcia-Cortes , C. Cabrillo

Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…

Computer Vision and Pattern Recognition · Computer Science 2020-07-21 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Jarno Nikkanen , Moncef Gabbouj

We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…

Functional Analysis · Mathematics 2017-01-20 K. R. Kazmi , Mohd Furkan

Determinations of structure functions and parton distribution functions have been recently obtained using Monte Carlo methods and neural networks as universal, unbiased interpolants for the unknown functional dependence. In this work the…

High Energy Physics - Phenomenology · Physics 2009-11-18 Luigi Del Debbio , Alberto Guffanti , Andrea Piccione

Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…

Instrumentation and Methods for Astrophysics · Physics 2021-01-27 A. Krieger , S. Wolf

Monte Carlo estimation in plays a crucial role in stochastic reaction networks. However, reducing the statistical uncertainty of the corresponding estimators requires sampling a large number of trajectories. We propose control variates…

Methodology · Statistics 2021-10-19 Michael Backenköhler , Luca Bortolussi , Verena Wolf

In this paper, we evaluate the performance of various parallel optimization methods for Kernel Support Vector Machines on multicore CPUs and GPUs. In particular, we provide the first comparison of algorithms with explicit and implicit…

Machine Learning · Computer Science 2014-04-04 Stephen Tyree , Jacob R. Gardner , Kilian Q. Weinberger , Kunal Agrawal , John Tran

We propose a new subtraction scheme for next-to-leading order QCD calculations. Our scheme is based on the momentum mapping and on the splitting functions derived in the context of an improved parton shower formulation. Compared to standard…

High Energy Physics - Phenomenology · Physics 2015-05-20 Cheng-Han Chung , Michael Krämer , Tania Robens

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

We introduce a new Monte Carlo template-based reconstruction method for air shower arrays, with a focus on shower core and energy reconstruction of $\gamma$-ray induced air showers. The algorithm fits an observed lateral amplitude…

Instrumentation and Methods for Astrophysics · Physics 2019-01-09 Vikas Joshi , Jim Hinton , Harm Schoorlemmer , Rubén López-Coto , Robert Parsons

Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Statistics Theory · Mathematics 2012-11-26 Edward L. Ionides , Anindya Bhadra , Yves Atchadé , Aaron King

Double parton scattering (DPS) processes in which there is a perturbative $1\to2$ splitting in both protons overlap with loop corrections to single parton scattering (SPS). Any fundamental theoretical treatment of DPS needs to address this…

High Energy Physics - Phenomenology · Physics 2020-10-06 Baptiste Cabouat , Jonathan R. Gaunt

We have implemented two recently proposed dipole shower algorithms that have next-to-leading-logarithmic accuracy at leading colour in the Herwig event generator. We study their properties and compare them to Herwig's existing dipole and…

High Energy Physics - Phenomenology · Physics 2026-05-05 Jack Holguin , Simon Plätzer , Michael H. Seymour , Siddharth Sule

The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…

Computational Physics · Physics 2013-03-19 Ulrich Welling , Guido Germano

We discuss a path toward the generalisation of the nested soft-collinear subtraction scheme to arbitrary $2\rightarrow n$ processes. The scheme is designed to provide an efficient and process-independent procedure to extract and regulate…

High Energy Physics - Phenomenology · Physics 2023-08-24 Chiara Signorile-Signorile , Davide Maria Tagliabue

The event generator based on the higher-twist energy loss formalism -- Modular All Twist Transverse-scattering Elastic-drag and Radiation (MATTER) -- is further developed and coupled to a hydrodynamic model for studying jet modification in…

Nuclear Theory · Physics 2020-02-07 Shanshan Cao , Abhijit Majumder