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A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

The use of the Monte Carlo technique in a reliable and inexpensive way without the need for a standard radioactive source in determining the detector efficiency is becoming widespread every passing day. It is important to model the detector…

Instrumentation and Detectors · Physics 2023-01-18 Esra Uyar , Zeynep Aybüke Günekbay

Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of…

Data Analysis, Statistics and Probability · Physics 2008-11-28 N. D. Gagunashvili

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei

Testing has become an indispensable activity of software development, yet writing good and relevant tests remains a quite challenging task. One well-known problem is that it often is impossible or unrealistic to test for every outcome, as…

Programming Languages · Computer Science 2017-08-18 Dimitri Racordon , Didier Buchs

In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…

Computation · Statistics 2017-05-15 Karl Breitung

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoretically that neither is likely to be informative except under…

Econometrics · Economics 2019-04-18 Arun Advani , Toru Kitagawa , Tymon Słoczyński

Advanced embedded algorithms are growing in complexity and they are an essential contributor to the growth of autonomy in many areas. However, the promise held by these algorithms cannot be kept without proper attention to the considerably…

Computation and Language · Computer Science 2020-05-27 Raphaël Cohen , Eric Féron , Pierre-Loïc Garoche

Software artifacts are ubiquitous in our lives being an essential part of home appliances, cars, cel phones, and even in more critical activities like aeronautics and health sciences. In this context software failures may produce enormous…

Software Engineering · Computer Science 2022-06-16 Carlos Gustavo Lopez Pombo , Agustín Eloy Martinez Suñé

A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…

High Energy Physics - Lattice · Physics 2009-10-30 Jan C. Plefka , Stuart Samuel

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

Graphics · Computer Science 2023-07-31 Alexander Keller , Carsten Wächter , Nikolaus Binder

We propose to validate experimentally a theory of software certification that proceeds from assessment of confidence in fault-freeness (due to standards) to conservative prediction of failure-free operation.

Software Engineering · Computer Science 2014-04-29 John Rushby , Bev Littlewood , Lorenzo Strigini

Organizations that develop software have recognized that software process models are particularly useful for maintaining a high standard of quality. In the last decade, simulations of software processes were used in several settings and…

Software Engineering · Computer Science 2014-02-24 Holger Neu , Thomas Hanne , Jürgen Münch , Stefan Nickel , Andreas Wirsen

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

Field experiments are often difficult and expensive to make. To bypass these issues, industrial companies have developed computational codes. These codes intend to be representative of the physical system, but come with a certain amount of…

Computation · Statistics 2019-03-26 Mathieu Carmassi , Pierre Barbillon , Merlin Keller , Eric Parent , Matthieu Chiodetti

--- Portuguese version As falhas de software est\~ao com frequ\^encia associadas a acidentes com graves consequ\^encias econ\'omicas e/ou humanas, pelo que se torna imperioso investir na valida\c{c}\~ao do software, nomeadamente daquele que…

Software Engineering · Computer Science 2018-07-24 Patrícia Monteiro , João Lourenço , António Ravara

Debugging is considered as a rigorous but important feature of software engineering process. Since more than a decade, the software engineering research community is exploring different techniques for removal of faults from programs but it…

Software Engineering · Computer Science 2018-03-13 Safeeullah Soomro , Mohammad Riyaz Belgaum , Zainab Alansari , Mahdi H. Miraz

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

A multi-platform validation and analysis framework for public Monte Carlo simulation for high-energy particle collisions is discussed. The front-end of this framework uses the Python programming language, while the back-end is written in…

Computational Physics · Physics 2017-10-25 S. V. Chekanov , I. Pogrebnyak , D. Wilbern

Utilizing third party software components in the development of new systems became somewhat unfavourable approach among many organizations nowadays. This reluctance is primarily built due to the lack of support to verify the quality…

Software Engineering · Computer Science 2012-10-16 Basem Y. Alkazemi