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Machine learning (ML) in high-energy physics (HEP) has moved in the LHC era from an internal detail of experiment software, to an unavoidable public component of many physics data analyses. Scientific reproducibility thus requires that it…

High Energy Physics - Phenomenology · Physics 2026-05-28 Andy Buckley , Louie Corpe , Martin Habedank , Tomasz Procter

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

Computational Physics · Physics 2009-11-11 Massimo Boninsegni

The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…

High Energy Physics - Experiment · Physics 2018-01-23 Fabian Klimpel

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

mVMC (many-variable Variational Monte Carlo) is an open-source software based on the variational Monte Carlo method applicable for a wide range of Hamiltonians for interacting fermion systems. In mVMC, we introduce more than ten thousands…

We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…

Computation · Statistics 2022-07-18 Fernando Casas , Jesús María Sanz-Serna , Luke Shaw

The lepton propagator PROPOSAL is a Monte-Carlo Simulation library written in C++, propagating high energy muons and other charged particles through large distances of media. In this article, a restructuring of the code is described, which…

High Energy Physics - Phenomenology · Physics 2019-09-12 Mario Dunsch , Jan Soedingrekso , Alexander Sandrock , Maximilian Meier , Thorben Menne , Wolfgang Rhode

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

We present the {\tt KKMCee 5.00.2} Monte Carlo event generator for lepton and quark pair production for the high energy electron-positron annihilation process. It is still the most sophisticated event generator for such processes. Its…

High Energy Physics - Phenomenology · Physics 2023-02-03 S. Jadach , B. F. L. Ward , Z. Was , S. A. Yost , A. Siodmok

Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models. The advent of probabilistic programming languages (PPLs) frees users from writing inference algorithms and lets users focus on modeling.…

Machine Learning · Computer Science 2023-06-05 Jinlin Lai , Javier Burroni , Hui Guan , Daniel Sheldon

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

The general-purpose self-adapting Monte Carlo (MC) event generator/simulator mFOAM (standing for mini-FOAM) is a new compact version of the FOAM program, with a slightly limited functionality with respect to its parent version. On the other…

Computational Physics · Physics 2008-11-26 S. Jadach , P. Sawicki

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

Artificial Intelligence · Computer Science 2016-05-17 Yura N Perov , Tuan Anh Le , Frank Wood

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

We propose a new file format named "H5MD" for storing molecular simulation data, such as trajectories of particle positions and velocities, along with thermodynamic observables that are monitored during the course of the simulation. H5MD…

Computational Physics · Physics 2014-05-23 Pierre de Buyl , Peter H. Colberg , Felix Höfling

We develop a variational encrypted model predictive control (VEMPC) protocol whose online execution relies only on encrypted polynomial operations. The proposed approach reformulates the MPC problem into a sampling-based estimator, in which…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Jihoon Suh , Yeongjun Jang , Junsoo Kim , Takashi Tanaka

Pulsar timing arrays (PTAs) detect low-frequency gravitational waves (GWs) by looking for correlated deviations in pulse arrival times. Current Bayesian searches use Markov Chain Monte Carlo (MCMC) methods, which struggle to sample the…

Instrumentation and Methods for Astrophysics · Physics 2023-03-08 Gabriel E. Freedman , Aaron D. Johnson , Rutger van Haasteren , Sarah J. Vigeland

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang