Related papers: Improved tuning methods for Monte Carlo generators
We developed a Monte Carlo event generator for production of nucleon configurations in complex nuclei consistently including effects of Nucleon-Nucleon (NN) correlations. Our approach is based on the Metropolis search for configurations…
We present a Monte-Carlo simulation algorithm for real-time policy improvement of an adaptive controller. In the Monte-Carlo simulation, the long-term expected reward of each possible action is statistically measured, using the initial…
Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…
With Run II of the LHC having started, the need for high precision theory predictions whose uncertainty matches that of the data to be taken necessitated a range of new developments in Monte-Carlo Event Generators. This talk will give an…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…
Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…
This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…
The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…
In high-energy physics, Monte Carlo event generators (MCEGs) are used to simulate the interactions of high energy particles. MCEG event records store the information on the simulated particles and their relationships, and thus reflects the…
Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…
In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
Monte Carlo models of DIS e-gamma scattering must describe hard emissions as well as the soft and collinear limits. Comparison with the observed experimental hadronic energy flow has shown that various models underestimate the high-p_T…
We present a novel integrator based on normalizing flows which can be used to improve the unweighting efficiency of Monte-Carlo event generators for collider physics simulations. In contrast to machine learning approaches based on surrogate…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…