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This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

Statistics Theory · Mathematics 2009-03-03 Alexandros Beskos , Omiros Papaspiliopoulos , Gareth Roberts

When the problem of boson sampling was first proposed, it was assumed that little or no photon collisions occur. However, modern experimental realizations rely on setups where collisions are quite common, i.e. the number of photons $M$…

Quantum Physics · Physics 2023-02-08 M. Umanskii , A. N. Rubtsov

Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

Computation · Statistics 2016-04-13 Chris J. Maddison

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

Avalanche photodiodes are widely used as practical detectors of single photons.1 Although conventional devices respond to one or more photons, they cannot resolve the number in the incident pulse or short time interval. However, such photon…

Quantum Physics · Physics 2008-07-03 B. E. Kardynal , Z. L. Yuan , A. J. Shields

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

Single-photon sources are used in numerous quantum technologies, from sensing and imaging to communication, making the accurate modeling of their emissions essential. In this work, we propose a statistical framework for describing…

In order to substantiate claims of quantum computational advantage, it is crucial to develop efficient methods for validating the experimental data. We propose a test of the correct functioning of a boson sampler with single-photon inputs…

Quantum Physics · Physics 2024-09-25 Benoit Seron , Leonardo Novo , Alex Arkhipov , Nicolas J. Cerf

We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…

Disordered Systems and Neural Networks · Physics 2015-06-25 L. N. Shchur , J. R. Heringa , H. W. J. Blöte

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

In this paper we present a general method for estimating rates of accidental coincidence between a pair of single photon detectors operated within their saturation regimes. By folding the effects of recovery time of both detectors and the…

Quantum Physics · Physics 2016-02-15 James A. Grieve , Rakhitha Chandrasekara , Zhongkan Tang , Cliff Cheng , Alexander Ling

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Planning high-energy collision experiments for the next few decades requires extensive Monte Carlo simulations in order to accomplish physics goals of these experiments. Such simulations are essential for understanding fundamental physics…

High Energy Physics - Experiment · Physics 2016-09-16 S. V. Chekanov

Using the Monte Carlo simulation method for bosonic reaction-diffusion systems introduced recently [S.-C. Park, Phys. Rev. E {\bf 72}, 036111 (2005)], one dimensional bosonic models are studied and compared to the corresponding Langevin…

Statistical Mechanics · Physics 2009-11-11 Su-Chan Park

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

We present a Monte Carlo simulation for the scattering of light in the case of an isotropic light source. The scattering phase functions are studied particularly in detail to understand how they can affect the multiple light scattering in…

Optics · Physics 2013-10-15 J. Colombi , K. Louedec

In addition to being interesting in itself, the photon-photon interactions will be an inevitable background for the future electron-positron colliders. Thus to be able to quantify the potential of future electron-positron colliders it is…

High Energy Physics - Phenomenology · Physics 2015-10-21 Ilkka Helenius
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