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Related papers: A Monte Carlo Simulation Approach for Quantitative…

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We investigate in this paper an alternative method to simulation based recursive importance sampling procedure to estimate the optimal change of measure for Monte Carlo simulations. We propose an algorithm which combines (vector and…

Probability · Mathematics 2011-09-20 Noufel Frikha , Abass Sagna

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

High Energy Physics - Lattice · Physics 2009-10-22 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…

Numerical Analysis · Mathematics 2014-11-06 Lan Jiang , Fred J. Hickernell

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

Monte Carlo simulations of neutronic systems are computationally intensive and demand significant memory resources for high-fidelity modeling. Compressed sensing enables accurate reconstruction of signals from significantly fewer samples…

Computational Physics · Physics 2026-02-10 Ethan Lame , Camille Palmer , Todd Palmer , Ilham Variansyah

The preferential sampling of locations chosen to observe a spatio-temporal process has been identified as a major problem across multiple fields. Predictions of the process can be severely biased when standard statistical methodologies are…

Methodology · Statistics 2020-03-05 Joe Watson

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

Natural user interfaces are on the rise. Manufacturers for Augmented, Virtual, and Mixed Reality head mounted displays are increasingly integrating new sensors into their consumer grade products, allowing gesture recognition without…

Human-Computer Interaction · Computer Science 2022-07-05 Alexander Schäfer , Gerd Reis , Didier Stricker

Touch-based devices, despite their mainstream availability, do not support a unified and efficient command selection mechanism, available on every platform and application. We advocate that hotkeys, conventionally used as a shortcut…

Human-Computer Interaction · Computer Science 2020-10-12 Katherine Fennedy , Sylvain Malacria , Hyowon Lee , Simon Perrault

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the…

Machine Learning · Statistics 2017-08-01 Francois-Xavier Briol , Chris J. Oates , Jon Cockayne , Wilson Ye Chen , Mark Girolami

Gradual typing has gained popularity as a design choice for integrating static and dynamic typing within a single language. Several practical languages have adopted gradual typing to offer programmers the flexibility to annotate their…

Programming Languages · Computer Science 2026-03-09 Senxi Li , Feng Dai , Tetsuro Yamazaki , Shigeru Chiba

Assistive technologies have been developed to enhance blind users' typing performance, focusing on speed, accuracy, and effort reduction. One such technology is word prediction software, designed to minimize keystrokes required for text…

Human-Computer Interaction · Computer Science 2024-12-02 Mrim M. Alnfiai , Muhammad Ashad Kabir

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

Quantum Physics · Physics 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

Efficient text entry remains a primary bottleneck preventing Virtual Reality (VR) from evolving into a viable productivity platform. To address this, we conducted an empirical comparison of six physical input systems across three…

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer