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Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

Monte-Carlo (MC) methods, based on random updates and the trial-and-error principle, are well suited to retrieve particle size distributions from small-angle scattering patterns of dilute solutions of scatterers. The size sensitivity of…

Data Analysis, Statistics and Probability · Physics 2013-03-19 Brian Richard Pauw , Jan-Skov Pedersen , Samuel Tardif , Masaki Takata , Bo Brummersted Iversen

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and…

Computational Physics · Physics 2018-01-08 Markus Wallerberger , Emanuel Gull

In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…

Applications · Statistics 2013-06-26 Ilya Gertsbakh , Eyal Neuman , Radislav Vaisman

Measuring time means counting the occurrence of periodic phenomena. Over the past centuries a major effort was put to make stable and precise oscillators to be used as clock regulators. Here we consider a different class of clocks based on…

Quantum Physics · Physics 2022-07-20 Dario Cilluffo

The primary focus of Monte Carlo simulation is to identify and quantify risk related to uncertainty and variability in spreadsheet model inputs. The stress of Monte Carlo simulation often reveals logical errors in the underlying spreadsheet…

Software Engineering · Computer Science 2010-01-26 Hilary L. Emmett , Lawrence I. Goldman

We propose an analytical solution to the on-off problem within the framework of Bayesian statistics. Both the statistical significance for the discovery of new phenomena and credible intervals on model parameters are presented in a…

Instrumentation and Methods for Astrophysics · Physics 2016-04-20 Dalibor Nosek , Jana Nosková

A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…

Statistical Mechanics · Physics 2015-06-15 P. Tyagi , A. Pagnani , F. Antenucci , M. Ibáñez Berganza , L. Leuzzi

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

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

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of…

Chaotic Dynamics · Physics 2017-07-12 Shamik Gupta , Jorge C. Leitao , Eduardo G. Altmann

A Monte Carlo simulation on the basis of quantum trajectory approach is carried out for the measurement dynamics of a single electron spin resonance. The measured electron, which is confined in either a quantum dot or a defect trap, is…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Jinshuang Jin , Jianhong Guo , Junyan Luo , Xin-Qi Li , YiJing Yan

While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…

Materials Science · Physics 2007-05-23 I. Abou Hamad , P. A. Rikvold , G. Brown

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

Dramatically increasing data volumes are forcing astronomers to adopt automated methods for the identification and classification of astronomical objects. Although deep-learning models are often well-suited to this task, obtaining a measure…

Instrumentation and Methods for Astrophysics · Physics 2026-03-23 Alex Walls , James Barry , Devina Mohan , Anna M. M. Scaife

The strength and vertical distribution of atmospheric turbulence is a key factor determining the performance of optical and infrared telescopes, with and without adaptive optics. Yet, this remains challenging to measure. We describe a new…

Instrumentation and Methods for Astrophysics · Physics 2019-10-11 Paul Hickson , Bin Ma , Zhaohui Shang , Suijian Xue

Radiation source detection has seen various applications in the past decade, ranging from the detection of dirty bombs in public places to scanning critical nuclear facilities for leakage or flaws, and in the autonomous inspection of…

Robotics · Computer Science 2018-01-10 Dhruv Shah , Sebastian Scherer

Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…

Numerical Analysis · Mathematics 2017-01-20 Ivan Dimov , Rayna Georgieva
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