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Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be highly variable when the importance ratios have a heavy right tail. This routinely…

Computation · Statistics 2024-04-12 Aki Vehtari , Daniel Simpson , Andrew Gelman , Yuling Yao , Jonah Gabry

We summarize recent results and ongoing activities in mathematical algorithms and computer science methods related to proton computed tomography (pCT) and intensity-modulated particle therapy (IMPT) treatment planning. Proton therapy…

Medical Physics · Physics 2021-08-24 Yair Censor , Keith E. Schubert , Reinhard W. Schulte

The next great leap toward improving treatment of cancer with radiation will require the combined use of online adaptive and magnetic resonance guided radiation therapy techniques with automatic X-ray beam orientation selection.…

Medical Physics · Physics 2019-08-14 Ryan Neph , Yangsibo Huang , Youming Yang , Ke Sheng

The gamma-index test has been commonly adopted to quantify the degree of agreement between a reference dose distribution and an evaluation dose distribution. Monte Carlo (MC) simulation has been widely used for the radiotherapy dose…

Medical Physics · Physics 2015-06-11 Yan Jiang Graves , Xun Jia , Steve B. Jiang

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Uncertainty quantification is a critical missing component in radio interferometric imaging that will only become increasingly important as the big-data era of radio interferometry emerges. Statistical sampling approaches to perform…

Instrumentation and Methods for Astrophysics · Physics 2018-09-12 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the…

Machine Learning · Computer Science 2025-09-24 Jef Jonkers , Jarne Verhaeghe , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

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

In particle physics, it is needed to evaluate the possibility that excesses of events in mass spectra are due to statistical fluctuations as quantified by the standards of local and global significances. Without prior knowledge of a…

High Energy Physics - Experiment · Physics 2025-01-22 Liangliang Chen , Yufei Chen , Gerry Bauer , Leonard G. Spiegel , Zhen Hu , Kai Yi

In particle physics, Monte Carlo (MC) event generators are needed to compare theory to the measured data. Many MC samples have to be generated to account for theoretical systematic uncertainties, at a significant computational cost.…

High Energy Physics - Experiment · Physics 2023-12-04 Valentina Guglielmi

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…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

Software packages usually report the results of statistical tests using p-values. Users often interpret these by comparing them to standard thresholds, e.g. 0.1%, 1% and 5%, which is sometimes reinforced by a star rating (***, **, *). We…

Methodology · Statistics 2019-11-05 Axel Gandy , Georg Hahn , Dong Ding

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

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

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of…

Databases · Computer Science 2025-11-27 Zarin Tahia Hossain , Mostafa Milani

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

Knowing the uncertainty associated with the output of a deep neural network is of paramount importance in making trustworthy decisions, particularly in high-stakes fields like medical diagnosis and autonomous systems. Monte Carlo Dropout…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Hamzeh Asgharnezhad , Afshar Shamsi , Roohallah Alizadehsani , Arash Mohammadi , Hamid Alinejad-Rokny
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