Related papers: Reducing negative weights in Monte Carlo event gen…
We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…
We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce…
A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the…
A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…
We propose and analyze a method for computing failure probabilities of systems modeled as numerical deterministic models (e.g., PDEs) with uncertain input data. A failure occurs when a functional of the solution to the model is below (or…
We reconsider the associated $Z$ boson and charm or beauty jet production at the LHC with paying special attention to the formation dynamics of heavy jets. Two different approaches are studied: first one, where heavy quarks are produced in…
In the Large Language Model(LLM) reasoning scenario, people often estimate state value via Monte Carlo sampling. Though Monte Carlo estimation is an elegant method with less inductive bias, noise and errors are inevitably introduced due to…
While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…
We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…
In this contribution the new event generation framework Sherpa will be presented. It aims at the full simulation of events at current and future high-energy experiments, in particular the LHC. Some results related to the production of jets…
Soft-drop grooming of hadron-collision final states has the potential to significantly reduce the impact of non-perturbative corrections, and in particular the underlying-event contribution. This eventually will enable a more direct…
We present a study on using Markov Chain Monte Carlo (MCMC) techniques to explore the high-dimensional and multi-modal phase space of scattering events at high-energy particle colliders. To this end, we combine the BAT.jl package that…
In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…
Many problems in financial engineering involve the estimation of unknown conditional expectations across a time interval. Often Least Squares Monte Carlo techniques are used for the estimation. One method that can be combined with Least…
The most precise top quark mass measurements use kinematic reconstruction methods, determining the top mass parameter of a Monte Carlo event generator, $m_t^{\rm MC}$. Due to hadronization and parton shower dynamics, relating $m_t^{\rm MC}$…
Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…
The analysis of results from HEP experiments often involves the estimates of the composition of the binned data samples, based on Monte Carlo simulations of various sources. Due to a finite statistic of MC samples they have statistical…
This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error…
We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…
We review the physics basis, main features and use of general-purpose Monte Carlo event generators for the simulation of proton-proton collisions at the Large Hadron Collider. Topics included are: the generation of hard-scattering matrix…