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Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…

Computation · Statistics 2022-07-05 Ziang Niu , Johanna Meier , François-Xavier Briol

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

Many optimization techniques have been invented to reduce the noise that is inherent in Monte Carlo radiative transfer simulations. As the typical detectors used in Monte Carlo simulations do not take into account all the information…

Astrophysics · Physics 2009-11-13 Maarten Baes

A parameterization of the nucleon-nucleon elastic scattering amplitude is needed for future experiments with nucleon and nuclear beams in the beam momentum range of 2 -- 50 GeV/c/nucleon. There are many parameterizations of the amplitude at…

High Energy Physics - Phenomenology · Physics 2016-12-21 V. Uzhinsky , A. Galoyan , Q. Hu , J. Ritman , H. Xu

The radiative corrections to elastic electron-proton scattering are analyzed in a hadronic model including the finite size of the nucleon. For initial electron energies above 8 GeV and large scattering angles, the proton vertex correction…

Nuclear Theory · Physics 2009-11-06 L. C. Maximon , J. A. Tjon

We present a calculation of the virtual Compton scattering amplitude for the pseudoscalar meson octet in the framework of chiral perturbation theory at ${\cal O}(p^4)$. We calculate the electromagnetic generalized polarizabilities and…

High Energy Physics - Phenomenology · Physics 2009-10-31 T. Fuchs , B. Pasquini , C. Unkmeir , S. Scherer

All-optical Compton sources combine laser wakefield accelerators and intense scattering pulses to generate ultrashort bursts of backscattered radiation. The scattering pulse plays the role of a short-period undulator in which relativistic…

Accelerator Physics · Physics 2023-05-25 Andreas Döpp , Igor Andriyash , Kim Ta Phuoc

Radiative corrections to the cross sections of photon electroproduction and the single spin asymmetries induced by the interference between the Bethe Heitler and deep virtual Compton scattering amplitudes are calculated within the leading…

High Energy Physics - Phenomenology · Physics 2018-07-25 Igor Akushevich , Alexander Ilyichev

We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…

Numerical Analysis · Mathematics 2023-07-19 Christophe Gomez , Olivier Pinaud

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

The Short-Time approximation is a method introduced to evaluate electroweak nuclear response for systems with $A\geq12$, extending the reach of first-principle many-body Quantum Monte Carlo calculations. Using realistic two- and three-body…

Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…

Methodology · Statistics 2016-10-12 Philippe Roy , René Laprise , Philippe Gachon

In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…

Optics · Physics 2015-07-07 Emiliano Terán-Bobadilla , Eugenio Méndez

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoretically that neither is likely to be informative except under…

Econometrics · Economics 2019-04-18 Arun Advani , Toru Kitagawa , Tymon Słoczyński

For high precision measurements of K decays, the presence of radiated photons cannot be neglected. The Monte Carlo simulations must include the radiative corrections in order to compute the correct event counting and efficiency…

High Energy Physics - Phenomenology · Physics 2009-01-07 C. Gatti

Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…

Machine Learning · Statistics 2022-10-06 Rémi Leluc , François Portier , Johan Segers , Aigerim Zhuman

3D Compton scattering imaging is an upcoming concept exploiting the scattering of photons induced by the electronic structure of the object under study. The so-called Compton scattering rules the collision of particles with electrons and…

Numerical Analysis · Mathematics 2020-07-02 Gael Rigaud

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most