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Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…

Probability · Mathematics 2019-02-28 Djalil Chafaï , Grégoire Ferré

Reconstruction of one-dimensional kinematic distributions from calculations based on high-dimensional Monte-Carlo integration is a standard problem in high-energy physics. Traditionally, this is done by collecting randomly-generated events…

High Energy Physics - Phenomenology · Physics 2026-05-20 Kirill Melnikov , Ivan Novikov , Ivan Pedron

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

Accurate predictions for both signal and background events at the LHC are of paramount importance in order to confirm even the smallest deviations from Standard Model predictions. Next-to-leading order Monte Carlo event generators are an…

High Energy Physics - Phenomenology · Physics 2010-11-30 Carole Weydert

In this article, we describe a {\tt R} package for sampling from an empirical likelihood-based posterior using a Hamiltonian Monte Carlo method. Empirical likelihood-based methodologies have been used in Bayesian modeling of many problems…

Other Statistics · Statistics 2022-09-07 Dang Trung Kien , Neo Han Wei , Sanjay Chaudhuri

The efficient exploitation of worldwide distributed storage and computing resources available in the grids require a robust, transparent and fast deployment of experiment specific software. The approach followed by the CMS experiment at…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-15 K. Rabbertz , M. Thomas , S. Ashby , M. Corvo , S. Argirò , N. Darmenov , R. Darwish , D. Evans , B. Holzman , N. Ratnikova , S. Muzaffar , A. Nowack , T. Wildish , B. Kim , J. Weng , V. Büge

In this chapter we provide a thorough overview of the use of energy-based models (EBMs) in the context of inverse imaging problems. EBMs are probability distributions modeled via Gibbs densities $p(x) \propto \exp{-E(x)}$ with an…

Image and Video Processing · Electrical Eng. & Systems 2025-09-17 Andreas Habring , Martin Holler , Thomas Pock , Martin Zach

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

Computation · Statistics 2018-04-20 Ziqi Wang , Marco Broccardo , Junho Song

Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

Practitioners wishing to experience the efficiency gains from using low discrepancy sequences need correct, robust, well-written software. This article, based on our MCQMC 2020 tutorial, describes some of the better quasi-Monte Carlo (QMC)…

Mathematical Software · Computer Science 2021-10-15 Sou-Cheng T. Choi , Fred J. Hickernell , R. Jagadeeswaran , Michael J. McCourt , Aleksei G. Sorokin

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

Recently, Huggins et. al. [Nature, 603, 416-420 (2022)] devised a general projective Quantum Monte Carlo method suitable for implementation on quantum computers. This hybrid approach, however, relies on a subroutine -the computation of the…

Quantum Physics · Physics 2022-05-20 Guglielmo Mazzola , Giuseppe Carleo

An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…

Computational Physics · Physics 2023-12-05 Zi-Yi Pan , Ni Yang , Ming Tang , Peixun Shen , Xiao-Xiao Cai

A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…

Computational Physics · Physics 2026-01-01 V. A. Ulitko , Yu. D. Panov , A. S. Moskvin

Credal networks are a popular class of imprecise probabilistic graphical models obtained as a Bayesian network generalization based on, so-called credal, sets of probability mass functions. A Java library called CREMA has been recently…

Artificial Intelligence · Computer Science 2021-05-11 Rafael Cabañas , Alessandro Antonucci

RunMC is an object-oriented framework aimed to generate and to analyse high-energy collisions of elementary particles using Monte Carlo simulations. This package, being based on C++ adopted by CERN as the main programming language for the…

High Energy Physics - Phenomenology · Physics 2015-06-25 S. Chekanov

We introduce a new high dimensional algorithm for efficiency corrected, maximally Monte Carlo event generator independent fiducial measurements at the LHC and beyond. The approach is driven probabilistically using a Deep Neural Network on…

Data Analysis, Statistics and Probability · Physics 2018-09-18 Mikael Mieskolainen

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

Modern implementations of Hamiltonian Monte Carlo and related MCMC algorithms support sampling of probability functions that embed numerical root-finding algorithms, thereby allowing fitting of statistical models involving analytically…

Computation · Statistics 2025-06-19 Teddy Groves , Nicholas Luke Cowie , Lars Keld Nielsen

This work presents an analysis of event-by-event multiplicity fluctuations as a sensitive tool for diagnosing the state of matter produced in relativistic heavy-ion collisions. Using a modified version of the HIJING Monte Carlo generator,…

High Energy Physics - Phenomenology · Physics 2026-03-12 Y. A. Rusak , L. F. Babichev