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The Iterative Quasi-Monte Carlo (iQMC) method is a recently developed hybrid method for neutron transport simulations. iQMC replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

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

This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…

Numerical Analysis · Mathematics 2021-12-02 Zhijian He , Shifeng Huo , Tianhui Yang

An appropriate iterative scheme for the minimization of the energy, based on the variational Monte Carlo (VMC) technique, is introduced and compared with existing stochastic schemes. We test the various methods for the 1D Heisenberg ring…

Strongly Correlated Electrons · Physics 2009-11-11 Sandro Sorella

Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…

Statistics Theory · Mathematics 2012-11-26 Edward L. Ionides , Anindya Bhadra , Yves Atchadé , Aaron King

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

The Collins fragmentation function is extracted from HERMES data on azimuthal single spin asymmetries in semi-inclusive deeply inelastic scattering, and BELLE data on azimuthal asymmetries in electron positron annihilations. A Gaussian…

High Energy Physics - Phenomenology · Physics 2008-11-26 A. V. Efremov , K. Goeke , P. Schweitzer

An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the…

Mathematical Physics · Physics 2015-06-05 Jean-Pierre Magnot

We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…

Computation · Statistics 2023-03-08 Francesca R. Crucinio , Adam M. Johansen

Fragmentation functions for eta mesons are extracted at next-to-leading order accuracy of QCD in a global analysis of data taken in electron-positron annihilation and proton-proton scattering experiments. The obtained parametrization is in…

High Energy Physics - Phenomenology · Physics 2011-02-15 C. A. Aidala , F. Ellinghaus , R. Sassot , J. P. Seele , M. Stratmann

Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…

Biological Physics · Physics 2009-10-31 Nikolai Gouliaev , John F. Nagle

In this paper, we present an extraction of the contribution from the "{\it residual}" light charged hadrons to the inclusive unidentified light charged hadron fragmentation functions (FFs) at next-to-leading (NLO) and, for the first time,…

High Energy Physics - Phenomenology · Physics 2019-10-23 Alireza Mohamaditabar , F. Taghavi-Shahri , Hamzeh Khanpour , Maryam Soleymaninia

I review a few selected topics concerning heavy-quark fragmentation, taking particular care about bottom- and charm-quark production in $e^+e^-$ annihilation and the inclusion of non-perturbative corrections. In particular, I discuss recent…

High Energy Physics - Phenomenology · Physics 2022-10-06 Gennaro Corcella

In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…

Computation · Statistics 2025-02-06 Wei Yuan , Guanyang Wang

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…

Machine Learning · Computer Science 2013-01-18 Dale Schuurmans , Finnegan Southey

Warm dense matter (WDM) is an active field of research, with applications ranging from astrophysics to inertial confinement fusion. Ionization degree and continuum lowering are important quantities to understand how materials behave under…

Using methods of effective field theory, a systematic analysis of the fragmentation functions D_{a/H}(x,m_Q) of a hadron H containing a heavy quark Q is performed (with a=Q,Q_bar,q,q_bar,g). By integrating out pair production of virtual and…

High Energy Physics - Phenomenology · Physics 2007-06-15 Matthias Neubert

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas