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We propose identification robust statistics for testing hypotheses on the risk premia in dynamic affine term structure models. We do so using the moment equation specification proposed for these models in Adrian et al. (2013). We extend the…
Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…
We introduce an efficient scheme for the molecular dynamics of electronic systems by means of quantum Monte Carlo. The evaluation of the (Born-Oppenheimer) forces acting on the ionic positions is achieved by two main ingredients: i) the…
We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…
The aim of this paper is to present and describe SimLab 1.1 (Simulation Laboratory for Uncertainty and Sensitivity Analysis) software designed for Monte Carlo analysis that is based on performing multiple model evaluations with…
Monte Carlo simulations are a unique tool to check the response of a detector and to monitor its performance. For a deep-sea neutrino telescope, the variability of the environmental conditions that can affect the behaviour of the data…
The quantum dynamics of a two state system coupled to a bosonic reservoir with sub-Ohmic spectral density is investigated for strong friction. Numerically exact path integral Monte Carlo methods reveal that in contrast to conventional…
Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…
Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…
The static critical behavior of the models of small magnetic particles of the real two sublattice antiferromagnet MnF2 is investigated by the Monte Carlo method taking into account the interaction of the second nearest neighbors. Systems…
Data-driven methods for personalizing treatment assignment have garnered much attention from clinicians and researchers. Dynamic treatment regimes formalize this through a sequence of decision rules that map individual patient…
Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…
In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…
Specialized Monte Carlo methods are nowadays routinely employed, in combination with thermodynamic integration (TI), to locate phase boundaries of classical many-particle systems. This is especially useful for the fluid-solid transition,…
Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…
Knowledge of a machine tool axis to axis location errors allows compensation and correcting actions to be taken to enhance its volumetric accuracy. Several procedures exist, involving either lengthy individual test for each geometric error…
The ever increasing complexity of real-time control systems results in significant deviations in the timing of sensing and actuation, which may lead to degraded performance or even instability. In this paper we present a method to analyze…
We extend a recently proposed real-space renormalization group scheme for dynamical triangulations to situations where the lattice is coupled to continuous scalar fields. Using Monte Carlo simulations in combination with a linear,…
In conventional molecular simulation, metastable structures often survive over considerable computational time, resulting in difficulties in simulating equilibrium states. In order to overcome this difficulty, here we propose a newly…
This paper deals with the nonlinear stochastic dynamics of an orchard tower sprayer subjected to random excitations due to soil irregularities. A consistent stochastic model of uncertainties is constructed to describe random loadings and to…