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The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

Methodology · Statistics 2015-06-05 Tomáš Mrkvička , Mari Myllymäki , Ute Hahn

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Computation · Statistics 2019-06-03 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

A Monte-Carlo algorithm for discrete statistical models that combines the full power of the Belief Propagation algorithm with the advantages of a detailed-balanced heat bath approach is presented. A sub-tree inside the factor graph is first…

Statistical Mechanics · Physics 2014-07-02 Aurélien Decelle , Florent Krzakala

In this work, a method is proposed for combining differential and integral benchmark experimental data within a Bayesian framework for nuclear data adjustments and multi-level uncertainty propagation using the Total Monte Carlo method.…

Nuclear Theory · Physics 2019-05-29 E. Alhassan , D. Rochman , H. Sjöstrand , A. Vasiliev , A. J. Koning , H. Ferroukhi

The status of the Monte Carlo programs for the simulation of the $\tau$ lepton production in high energy accelerator experiments and decay is reviewed. In particular, the status of the following packages is discussed: (i) TAUOLA for…

High Energy Physics - Phenomenology · Physics 2009-10-31 Z. Was

Predictive simulations and experimental design involving extreme aero-chemo-thermo-mechanical regimes require high-fidelity material representation across diverse physical states. However, data for metals, polymers, and propellants,…

Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…

Computation · Statistics 2026-01-21 Erik-Jan van Kesteren

In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…

Methodology · Statistics 2021-02-23 Shengyi He , Guangxin Jiang , Henry Lam , Michael C. Fu

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…

Statistical Mechanics · Physics 2015-05-28 Ronald Dickman , A. G. Cunha-Netto

Monte Carlo techniques play a central role in statistical mechanics approaches for connecting macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo…

Materials Science · Physics 2023-09-22 Brian Puchala , John C. Thomas , Anton Van der Ven

Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…

Computer Vision and Pattern Recognition · Computer Science 2020-07-21 Firas Laakom , Jenni Raitoharju , Alexandros Iosifidis , Jarno Nikkanen , Moncef Gabbouj

We present an open source Python 3 library aimed at practitioners of molecular simulation, especially Monte Carlo simulation. The aims of the library are to facilitate the generation of simulation data for a wide range of problems; and to…

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We derive exact, universal, closed-form quantum Monte Carlo estimators for finite-temperature energy susceptibility and fidelity susceptibility, applicable to essentially arbitrary Hamiltonians. Combined with recent advancements in Monte…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Lev Barash , Itay Hen

Cyber-physical systems (CPS) are increasingly becoming driven by data, using multiple types of sensors to capture huge amounts of data. Extraction and characterization of useful information from big streams of data is a challenging problem.…

Computers and Society · Computer Science 2021-06-22 Nicolas Basset , Thao Dang , Felix Gigler , Cristinel Mateis , Dejan Nickovic

The optimization of large experiments in fundamental science, such as detectors for subnuclear physics at particle colliders, shares with the optimization of complex systems for industrial or societal applications the common issue of…

Instrumentation and Detectors · Physics 2026-03-30 Tommaso Dorigo , Pietro Vischia , Shahzaib Abbas , Tosin Adewumi , Lama Alkhaled , Lorenzo Arsini , Muhammad Awais , Maxim Borisyak , András Bóta , Florian Bury , Sascha Caron , James Carzon , Long Chen , Prakash C. Chhipa , Paul Christakopoulos , Jacopo De Piccoli , Andrea De Vita , Zlatan Dimitrov , Michele Doro , Luigi Favaro , Francesco Ferranti , Santiago Folgueras , Rihab Gargouri , Nicolas R. Gauger , Andrea Giammanco , Christian Glaser , Tobias Golling , João A. Gonçalves , Hui Han , Hamza Hanif , Lukas Heinrich , Yan Chai Hum , Florent Imbert , Andreas Ipp , Michael Kagan , Noor Kainat Syeda , Rukshak Kapoor , Aparup Khatua , Eduard J. Kerkhoven , Jan Kieseler , Tobias Kortus , Ashish Kumar Singh , Marius S. Köppel , Daniel Lanchares , Ann Lee , Pelayo Leguina , Christos Leonidopoulos , Giuseppe Levi , Boying Li , Chang Liu , Marcus Liwicki , Karl Lowenmark , Enrico Lupi , Carlo Mancini-Terracciano , Dominik Maršík , Leonidas Matsakas , Hamam Mokayed , Federico Nardi , Amirhossein Nayebiastaneh , Xuan T. Nguyen , Aitor Orio , Jingjing Pan , Jigar Patel , Carmelo Pellegrino , María Pereira Martínez , Karolos Potamianos , Shah Rukh Qasim , Martin Ravn , Luis Recabarren Vergara , Humberto Reyes-González , Hipolito A. Riveros Guevara , Ippocratis D. Saltas , Rajkumar Saini , Fredrik Sandin , Alexander Schilling , Kylian Schmidt , Nicola Serra , Saqib Shahzad , Foteini Simistira Liwicki , Giles C. Strong , Kristian Tchiorniy , Mia Tosi , Andrey Ustyuzhanin , Xabier Cid Vidal , Kinga A. Wozniak , Mengqing Wu , Zahraa Zaher

MOCABA is a combination of Monte Carlo sampling and Bayesian updating algorithms for the prediction of integral functions of nuclear data, such as reactor power distributions or neutron multiplication factors. Similarly to the established…

Nuclear Theory · Physics 2015-01-08 Axel Hoefer , Oliver Buss , Maik Hennebach , Michael Schmid , Dieter Porsch

Many practical techniques for probabilistic inference require a sequence of distributions that interpolate between a tractable distribution and an intractable distribution of interest. Usually, the sequences used are simple, e.g., based on…

Artificial Intelligence · Computer Science 2015-09-11 Andreas Stuhlmüller , Robert X. D. Hawkins , N. Siddharth , Noah D. Goodman

We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…

Strongly Correlated Electrons · Physics 2018-11-13 Yuan Liu , Minsik Cho , Brenda Rubenstein
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