Related papers: Event generator tuning using Bayesian optimization
Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…
Various Monte Carlo programs, developed either by small groups or widely available, have been used to calculate the effects of decays of radioactive chains, from the original parent nucleus to the final stable isotopes. These chains include…
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…
A method for tuning parameters in Monte Carlo generators is described and applied to a specific case. The method works in the following way: each observable is generated several times using different values of the parameters to be tuned.…
Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix…
In Part I (arXiv:1911.00619) of this article, we proposed an importance sampling algorithm to compute rare-event probabilities in forward uncertainty quantification problems. The algorithm, which we termed the "Bayesian Inverse Monte Carlo…
Experiments in engineering are typically conducted in controlled environments where parameters can be set to any desired value. This assumes that the same applies in a real-world setting -- an assumption that is often incorrect as many…
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due to the sheer volume of activity. Combined with practical…
The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…
High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…
Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…
Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…
The compute efficiency of Monte-Carlo event generators for the Large Hadron Collider is expected to become a major bottleneck for simulations in the high-luminosity phase. Aiming at the development of a full-fledged generator for modern…
We develop a new method for stochastic optimization using the Bayesian statistics approach. More precisely, we optimize parameters of chess engines as those data are available to us, but the method should apply to all situations where we…
Tuning parameters in model predictive control (MPC) presents significant challenges, particularly when there is a notable discrepancy between the controller's predictions and the actual behavior of the closed-loop plant. This mismatch may…
Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…
Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…
Bayesian optimization is efficient even with a small amount of data and is used in engineering and in science, including biology and chemistry. In Bayesian optimization, a parameterized model with an uncertainty is fitted to explain the…
In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can significantly influence the behavior of the algorithm under consideration. Thus, proper parameter tuning should be carried…