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Based on the principles of importance sampling and resampling, sequential Monte Carlo (SMC) encompasses a large set of powerful techniques dealing with complex stochastic dynamic systems. Many of these systems possess strong memory, with…

Methodology · Statistics 2013-02-22 Ming Lin , Rong Chen , Jun S. Liu

There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…

Statistics Theory · Mathematics 2017-04-03 Subhadeep Mukhopadhyay

We implement a Monte Carlo sampling strategy to extract helicity parton densities and their uncertainties from a reference set of longitudinally polarized scattering data, chosen to be that used in the DSSV14 global analysis. Instead of…

High Energy Physics - Phenomenology · Physics 2019-12-25 Daniel de Florian , Gonzalo Agustin Lucero , Rodolfo Sassot , Marco Stratmann , Werner Vogelsang

A new parallelized simulation code is presented, which uses a Monte Carlo method to determine particle spectra in the KATRIN source. Reaction chains are generated from the decay of tritium within the source. The code includes all relevant…

Computational Physics · Physics 2025-03-14 Christian Sendlinger , Jonas Kellerer , Felix Spanier

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

The high scintillation luminosity of n-type GaAs at 10K is surprising because (1) with a refractive index of about 3.5, escape is inhibited by total internal reflection and (2) narrow-beam experiments at 90K report infrared absorption…

Instrumentation and Detectors · Physics 2022-06-01 Stephen Derenzo

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

The installation of forward proton detectors at the LHC will provide the possibility to observe central exclusive processes, opening a novel window on physics beyond the Standard Model. We review recent developments on the discovery…

High Energy Physics - Phenomenology · Physics 2015-10-20 Sylvain Fichet

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…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Superfluid ${}^4$He is an ideal candidate for the direct detection of light dark matter via nuclear recoils thanks to its low nuclear mass and the possibility to reach a low detection energy threshold by exploiting the generated…

Due to its accuracy and generality, Monte Carlo radiative transfer (MCRT) has emerged as the prevalent method for Ly$\alpha$ radiative transfer in arbitrary geometries. The standard MCRT encounters a significant efficiency barrier in the…

Cosmology and Nongalactic Astrophysics · Physics 2018-06-13 Aaron Smith , Benny T. -H. Tsang , Volker Bromm , Milos Milosavljevic

Due to its constrained support, the Dirichlet distribution is uniquely suited to many applications. The constraints that make it powerful, however, can also hinder practical implementations, particularly those utilizing Markov Chain Monte…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…

High Energy Physics - Lattice · Physics 2021-05-10 Sam Foreman , Xiao-Yong Jin , James C. Osborn

Newly recognized effects of refractive scattering in the ionized interstellar medium have broad implications for very long baseline interferometry (VLBI) at extreme angular resolutions. Building upon work by Blandford & Narayan (1985), we…

Instrumentation and Methods for Astrophysics · Physics 2016-08-17 Michael D. Johnson , Ramesh Narayan

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

We introduce a novel reflection-mode diffraction tomography technique that enables simultaneous recovery of forward and backward scattering information for high-resolution 3D refractive index reconstruction. Our technique works by imaging a…

Optics · Physics 2025-02-12 Tongyu Li , Jiabei Zhu , Yi Shen , Lei Tian

We present an aid for importance sampling in Monte Carlo integration, which is of the general-purpose type in the sense that it in principle deals with any quadratically integrable integrand on a unit hyper-cube of arbitrary dimension. In…

High Energy Physics - Phenomenology · Physics 2009-07-29 A. van Hameren

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra
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