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A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

The advent of enhanced technologies in radio interferometry and the perspective of the SKA telescope bring new challenges in image reconstruction. One of these challenges is the spatio-spectral reconstruction of large (Terabytes) data cubes…

Instrumentation and Methods for Astrophysics · Physics 2016-03-07 Jérémy Deguignet , André Ferrari , David Mary , Chiara Ferrari

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

The prediction of nanoparticles (NPs) distribution is crucial for the diagnosis and treatment of tumors. Recent studies indicate that the heterogeneity of tumor microenvironment (TME) highly affects the distribution of NPs across tumors.…

Computer Vision and Pattern Recognition · Computer Science 2025-03-13 Junjie Zhou , Shouju Wang , Yuxia Tang , Qi Zhu , Daoqiang Zhang , Wei Shao

Data-driven methods for personalizing treatment assignment have garnered much attention from clinicians and researchers. Dynamic treatment regimes formalize this through a sequence of decision rules that map individual patient…

Methodology · Statistics 2022-02-22 Eric J. Rose , Erica E. M. Moodie , Susan Shortreed

Multi-modal fusion has shown initial promising results for object detection of autonomous driving perception. However, many existing fusion schemes do not consider the quality of each fusion input and may suffer from adverse conditions on…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 Yang Lou , Qun Song , Qian Xu , Rui Tan , Jianping Wang

Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of spatial (or temporal) grids with increasing resolution.…

Computation · Statistics 2017-04-26 Hillary Fairbanks , Alireza Doostan , Christian Ketelsen , Gianluca Iaccarino

ICME approaches provide decision support for materials design by establishing quantitative process-structure-property relations. Confidence in the decision support, however, must be achieved by establishing uncertainty bounds in ICME model…

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

A key design constraint when implementing Monte Carlo and variational inference algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities of proposal distributions and variational families. This takes…

Machine Learning · Computer Science 2022-11-22 Alexander K. Lew , Marco Cusumano-Towner , Vikash K. Mansinghka

The inaccuracy of neural network models on inputs that do not stem from the training data distribution is both problematic and at times unrecognized. Model uncertainty estimation can address this issue, where uncertainty estimates are often…

Machine Learning · Computer Science 2020-02-14 Siddhartha Jain , Ge Liu , Jonas Mueller , David Gifford

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

Context: There is considerable diversity in the range and design of computational experiments to assess classifiers for software defect prediction. This is particularly so, regarding the choice of classifier performance metrics.…

Software Engineering · Computer Science 2020-03-04 Jingxiu Yao , Martin Shepperd

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

In this work, we present a linear uncertainty (LU) propagation treatment of measurement and model uncertainties in multiline thru-reflect-line (TRL) calibration. The proposed method is in accordance with the ISO Guide to the Expression of…

Signal Processing · Electrical Eng. & Systems 2022-07-01 Ziad Hatab , Michael Gadringer , Wolfgang Bösch

Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…

Mathematical Software · Computer Science 2021-08-02 Linus Seelinger , Anne Reinarz , Leonhard Rannabauer , Michael Bader , Peter Bastian , Robert Scheichl

Deployed language models must decide not only what to answer but also when not to answer. We present UniCR, a unified framework that turns heterogeneous uncertainty evidence including sequence likelihoods, self-consistency dispersion,…

Computation and Language · Computer Science 2025-12-30 Markus Oehri , Giulia Conti , Kaviraj Pather , Alexandre Rossi , Laia Serra , Adrian Parody , Rogvi Johannesen , Aviaja Petersen , Arben Krasniqi

This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate…

Data Analysis, Statistics and Probability · Physics 2008-04-01 Marco Capasso , Lucia Alessi , Matteo Barigozzi , Giorgio Fagiolo