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One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…

Computation · Statistics 2018-03-29 Jiaxin Zhang , Michael D. Shields

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan

Finite detector resolution and limited acceptance require to apply unfolding methods in high energy physics experiments. Information on the detector resolution is usually given by a set of Monte Carlo events. Based on the experience with a…

High Energy Physics - Experiment · Physics 2007-05-23 Volker Blobel

We propose a method to mitigate heavy-tailed distributions in fermion Quantum Monte Carlo simulations originating from zeros of the fermion determinant. In this case the second moment of the observables might be not well defined, and we…

Strongly Correlated Electrons · Physics 2022-09-05 Maksim Ulybyshev , Fakher Assaad

New neutrino interactions beyond the Standard Model (BSM) have been of much interest in not only particle physics but also cosmology and astroparticle physics. We numerically investigate the time delay distribution of astrophysical…

High Energy Physics - Phenomenology · Physics 2023-02-24 Jose Alonso Carpio , Kohta Murase

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

The OPERA experiment is based on a hybrid technology combining electronic detectors and nuclear emulsions. OPERA collected muon-neutrino interactions during the 2008 and 2009 physics runs of the CNGS neutrino beam, produced at CERN with an…

High Energy Physics - Experiment · Physics 2012-08-27 OPERA Collaboration

Different options can be used in order to measure the shear from observations in the context of weak lensing. Here we introduce new methods where the isotropy assumption for the distribution of the source galaxies is implemented directly on…

Astrophysics · Physics 2008-02-03 Marco Lombardi , Giuseppe Bertin

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

A large calorimetric neutrino mass experiment using thermal detectors is expected to play a crucial role in the challenge for directly assessing the neutrino mass. We discuss and compare here two approaches to the estimation of the…

High Energy Physics - Phenomenology · Physics 2010-12-13 A. Nucciotti , E. Ferri , O. Cremonesi

We consider the detection of multivariate spatial clusters in the Bernoulli model with $N$ locations, where the design distribution has weakly dependent marginals. The locations are scanned with a rectangular window with sides parallel to…

Statistics Theory · Mathematics 2010-02-26 Guenther Walther

Statistical divergence is widely applied in multimedia processing, basically due to regularity and interpretable features displayed in data. However, in a broader range of data realm, these advantages may no longer be feasible, and…

Databases · Computer Science 2020-11-20 Ruoyu Wang , Xiaobo Hu , Daniel Sun , Guoqiang Li , Raymond Wong , Shiping Chen , Jianquan Liu

We propose a neural approach for estimating spatially varying light selection distributions to improve importance sampling in Monte Carlo rendering, particularly for complex scenes with many light sources. Our method uses a neural network…

Graphics · Computer Science 2025-05-20 Pedro Figueiredo , Qihao He , Steve Bako , Nima Khademi Kalantari

We study the problem of coincidence detection in time series data, where we aim to determine whether the appearance of simultaneous or near-simultaneous events in two time series is indicative of some shared underlying signal or…

Statistics Theory · Mathematics 2026-01-21 Ruiting Liang , Samuel Dyson , Rina Foygel Barber , Daniel E. Holz

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

We propose a new recursive procedure to estimate the microcanonical density of states in multicanonical Monte Carlo simulations which relies only on measurements of moments of the energy distribution, avoiding entirely the need for energy…

Statistical Mechanics · Physics 2007-05-23 J. Viana Lopes , Miguel D. Costa , J. M. B. Lopes dos Santos , R. Toral

We investigate the Monte Carlo approach to propagation of experimental uncertainties within the context of the established "MSTW 2008" global analysis of parton distribution functions (PDFs) of the proton at next-to-leading order in the…

High Energy Physics - Phenomenology · Physics 2012-08-13 G. Watt , R. S. Thorne

A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…

Data Analysis, Statistics and Probability · Physics 2011-05-26 Nikolai Gagunashvili
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