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We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

The rapid development of autonomous driving, abnormal behavior detection, and behavior recognition makes an increasing demand for multi-person pose estimation-based applications, especially on mobile platforms. However, to achieve high…

Computer Vision and Pattern Recognition · Computer Science 2021-06-30 Xuan Shen , Geng Yuan , Wei Niu , Xiaolong Ma , Jiexiong Guan , Zhengang Li , Bin Ren , Yanzhi Wang

Statistical inference of multiple parameters often involves a preliminary parameter selection stage. The selection stage has an impact on subsequent estimation, for example by introducing a selection bias. The post-selection maximum…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Nadav Harel , Tirza Routtenberg

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo…

Methodology · Statistics 2022-12-02 Julien Demange-Chryst , François Bachoc , Jérôme Morio

In two-phase multiwave sampling, inexpensive measurements are collected on a large sample and expensive, more informative measurements are adaptively obtained on subsets of units across multiple waves. Adaptively collecting the expensive…

Methodology · Statistics 2026-03-18 Dan M. Kluger , Stephen Bates

The order of convergence of the Monte Carlo method is 1/2 which means that we need quadruple samples to decrease the error in half in the numerical simulation. Multilevel Monte Carlo methods reach the same order of error by spending less…

Numerical Analysis · Mathematics 2015-02-27 Myoungnyoun Kim , Imbo Sim

Agent-based simulation with a synthetic population can help us compare different treatment conditions while keeping everything else constant within the same population (i.e., as digital twins). Such population-scale simulations require…

Methodology · Statistics 2024-03-26 Abdulrahman A. Ahmed , M. Amin Rahimian , Mark S. Roberts

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

Video-based human pose estimation models aim to address scenarios that cannot be effectively solved by static image models such as motion blur, out-of-focus and occlusion. Most existing approaches consist of two stages: detecting human…

Computer Vision and Pattern Recognition · Computer Science 2025-09-03 Zhihong Wei

A rapid change of channels in high-speed mobile communications will lead to difficulties in channel estimation and tracking but can also provide Doppler diversity. In this paper, the performance of a multiple-input multiple-output system…

Information Theory · Computer Science 2020-02-19 Xiaoyun Hou , Jie Ling , Dongming Wang

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo

Microsimulation models (MSMs) are used to predict population-level effects of health care policies by simulating individual-level outcomes. Simulated outcomes are governed by unknown parameters that are chosen so that the model accurately…

Methodology · Statistics 2018-08-14 Carolyn Rutter , Jonathan Ozik , Maria DeYoreo , Nicholson Collier

This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Asaf Abas , Tamir Bendory , Nir Sharon

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…

Methodology · Statistics 2025-10-08 Amalan Mahendran , Helen Thompson , James M. McGree

Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…

Methodology · Statistics 2024-02-01 Sally Paganin , Perry de Valpine

Population count (popcount) is a crucial operation for many low-complexity machine learning (ML) algorithms, including Tsetlin Machine (TM)-a promising new ML method, particularly well-suited for solving classification tasks. The inference…

Machine Learning · Computer Science 2025-05-06 Shengyu Duan , Marcos L. L. Sartori , Rishad Shafik , Alex Yakovlev , Emre Ozer

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

Outcome probability estimation via classical methods is an important task for validating quantum computing devices. Outcome probabilities of any quantum circuit can be estimated using Monte Carlo sampling, where the amount of negativity…

Quantum Physics · Physics 2022-10-14 Nikolaos Koukoulekidis , Hyukjoon Kwon , Hyejung H. Jee , David Jennings , M. S. Kim