Related papers: Convergence properties of weighted particle island…
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maximum likelihood (QMLE) and its properties are by now well…
Monte Carlo simulations of an atomistic solid-on-solid model are used to study the effect of lattice misfit on the distribution of two-dimensional islands sizes as a function of coverage $\Theta$ in the submonolayer aggregation regime of…
Using computer simulations and scaling ideas, we study one-dimensional models of diffusion, aggregation and detachment of particles from islands in the post-deposition regime, i. e. without flux. The diffusion of isolated particles takes…
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…
In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of verifiable conditions, ergodic averages calculated…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…
We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…
We explain how the axioms of Conformal Field Theory are used to make predictions about critical exponents of continuous phase transitions in three dimensions, via a procedure called the conformal bootstrap. The method assumes conformal…
Islands are combinatorial objects that can be intuitively defined on a board consisting of a finite number of cells. Based on the neighbor relation of the cells, it is a fundamental property that two islands are either containing or…
In ordinary gravitational theories, any local bulk operator in an entanglement wedge is accompanied by a long-range gravitational dressing that extends to the asymptotic part of the wedge. Islands are the only known examples of entanglement…
We introduce a novel many body method which combines two powerful many body techniques, viz., quantum Monte Carlo and coupled cluster theory. Coupled cluster wave functions are introduced as importance functions in a Monte Carlo method…
We develop a theory of nucleation on top of two-dimensional islands bordered by steps with an additional energy barrier $\Delta E_S$ for descending atoms. The theory is based on the concept of the residence time of an adatom on the…
In recent years, a better understanding of the Monte Carlo method has provided us with many new techniques in different areas of statistical physics. Of particular interest are so called cluster methods, which exploit the considerable…
In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…
Increased access to computing resources has led to the development of algorithms that can run efficiently on multi-core processing units or in distributed computing environments. In the context of Bayesian inference, many parallel computing…
This contribution is devoted to the comparison of various resampling approaches that have been proposed in the literature on particle filtering. It is first shown using simple arguments that the so-called residual and stratified methods do…
In this paper, a new multi-hop weighted clustering procedure is proposed for homogeneous Mobile Ad hoc networks. The algorithm generates double star embedded non-overlapping cluster structures, where each cluster is managed by a leader node…
We investigate the appearance of islands when a closed universe with gravity is entangled with a non-gravitating quantum system. We use braneworlds in three-dimensional multiboundary wormhole geometries as a model to explore what happens…
We point out that the bootstrap program in quantum mechanics proposed by Han et al reduces to a bootstrap study of a microcanonical ensemble of the same Hamiltonian in the $\hbar \to 0$ limit. In the limit, the quantum mechanical…
Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…