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This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…
Super Rosenbluth experiments, elastic electron-proton scattering experiments that eschew traditional electron detection and opt instead for the detection of the recoiling proton, have several experimental advantages. One claimed advantage…
Methods to increase the light scattered from small particles can help improve the sensitivity of many sensing techniques. Here, we investigate the role multiple scattering plays in perturbing the scattered signal when a particle is added to…
Quantum scattering at zero energy is studied with stochastic methods. A path integral representation for the scattering cross section is developed. It is demonstrated that Monte Carlo simulation can be used to compare effective potentials…
Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…
We present a new optimised model of Brookes-Herring ionized impurity scattering for use in Monte Carlo simulations of semiconductors. When implemented, it greatly decreases the execution time needed for simulations (typically by a factor of…
We consider several factors concerning the design of observing strategies in Cosmic Microwave Background (CMB) anisotropy experiments. First we consider the number of independent points on the sky one should observe given a fixed observing…
The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
Statistical model checking delivers quantitative verification results with statistical guarantees by applying Monte Carlo simulation to formal models. It scales to model sizes and model types that are out of reach for exhaustive, analytical…
It is often necessary to make sampling-based statistical inference about many probability distributions in parallel. Given a finite computational resource, this article addresses how to optimally divide sampling effort between the samplers…
In massive multiple-input multiple-output (MIMO) systems, the knowledge of the users' channel covariance matrix is crucial for minimum mean square error (MMSE) channel estimation in the uplink as well as it plays an important role in…
Dynamical systems in engineering and physics are often subject to irregular excitations that are best modeled as random. Monte Carlo simulations are routinely performed on such random models to obtain statistics on their long-term response.…
Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…
The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. This paper proposes a spherical Monte Carlo method with both theoretical analysis and numerical simulation. First,…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
Monte-Carlo methods for zero energy quantum scattering are developed. Starting from path integral representations for scattering observables, we present results of numerical calculations for potential scattering and scattering off a…
The total cross section for Compton scattering off atomic electrons, $\gamma+e\rightarrow\gamma'+e'$, was measured using photons with energies between 6.5 and 11.1 GeV incident on a $^9$Be target as part of the PrimEx-eta experiment in Hall…