Related papers: Reversibility Violation in the Hybrid Monte Carlo …
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…
We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…
We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify…
One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…
We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…
This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval…
The fidelity susceptibility is a general purpose probe of phase transitions. With its origin in quantum information and in the differential geometry perspective of quantum states, the fidelity susceptibility can indicate the presence of a…
Monte Carlo calculations of fermionic systems with continuous auxiliary fields frequently suffer from a diverging variance. If a system has the infinite variance problem, one cannot estimate observables reliably even with an infinite number…
By calculating the O(\alpha_s) corrections to inclusive heavy-to-light sum rules we find model independent upper and lower bounds on form factors for B to pi and B to rho. We use the bounds to rule out model predictions. Some models violate…
We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to…
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov…
In the present paper we examine the effects of noise on Monte Carlo algorithms, a problem raised previously by Kennedy and Kuti (Phys. Rev. Lett. {\bf 54}, 2473 (1985)). We show that the effects of introducing unbiased noise into the…
We have performed a detailed Monte Carlo exploration of the parameter space for a warped Higgsless model of electroweak symmetry breaking in 5 dimensions. This model is based on the $SU(2)_L\times SU(2)_R\times U(1)_{B-L}$ gauge group in an…
Fitting geometric models onto outlier contaminated data is provably intractable. Many computer vision systems rely on random sampling heuristics to solve robust fitting, which do not provide optimality guarantees and error bounds. It is…
We explore the possibilities for scaling violation in gauge theories that have string duals. Like in perturbative QCD, short-distance behaviour yields logarithms that violate the scaling.
A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…
Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…
We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. Our algorithm, simplified from that of L. Lin et al. hep-lat/9905033, avoids the computation of almost…
The known a posteriori error analysis of hybrid high-order methods (HHO) treats the stabilization contribution as part of the error and as part of the error estimator for an efficient and reliable error control. This paper circumvents the…