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Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

Computational Engineering, Finance, and Science · Computer Science 2015-08-24 Cosmin Safta , Richard L. -Y. Chen , Habib N. Najm , Ali Pinar , Jean-Paul Watson

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

Computation · Statistics 2021-02-26 Eric Chuu , Debdeep Pati , Anirban Bhattacharya

In the usual factorization theorems, which give predictions only for inclusive cross sections, there is considerable freedom in the choice of the scheme to define the parton distribution functions. These theorems do not directly apply to…

High Energy Physics - Phenomenology · Physics 2009-11-07 John C. Collins , Xiaomin Zu

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Computation · Statistics 2015-09-14 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

Computation · Statistics 2023-07-13 Fareed Sheriff

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

Parton distributions functions (PDFs), which are essential to the interpretation of data from high energy colliders, are measured by representing them as functional forms containing many parameters. Those parameters are determined by…

High Energy Physics - Phenomenology · Physics 2015-03-13 Jon Pumplin

Estimation of patient-specific model parameters is important for personalized modeling, although sparse and noisy clinical data can introduce significant uncertainty in the estimated parameter values. This importance source of uncertainty,…

Machine Learning · Statistics 2020-06-04 Jwala Dhamala , John L. Sapp , B. Milan Horácek , Linwei Wang

In this work, a new Monte-Carlo simulation of double parton scattering (DPS) at parton level is presented. The simulation is based on the QCD framework developed recently by M. Diehl, J. R. Gaunt and K. Sch\"{o}nwald. With this framework,…

High Energy Physics - Phenomenology · Physics 2019-11-18 Baptiste Cabouat , Jonathan R. Gaunt , Kiran Ostrolenk

We propose an application of a microcanonical ensemble with light-front kinematics to model the phase-space distribution of relativistic constituents of a bound state. These constituents denoted by partons are treated as classical spin-zero…

Nuclear Theory · Physics 2025-06-12 Shaoyang Jia , James P. Vary

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Global perturbative QCD analyses, based on large data sets from electron-proton and hadron collider experiments, provide tight constraints on the parton distribution function (PDF) in the proton. The extension of these analyses to nuclear…

High Energy Physics - Phenomenology · Physics 2011-07-29 Paloma Quiroga-Arias , Jose Guilherme Milhano , Urs Achim Wiedemann

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

We present a detailed mathematical study of the Monte Carlo replica method as applied in the global fitting literature from the high-energy physics theory community. For the first time, we provide a rigorous derivation of the parameter…

High Energy Physics - Phenomenology · Physics 2024-04-17 Mark N. Costantini , Maeve Madigan , Luca Mantani , James M. Moore

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

We present the new MSHT20 set of parton distribution functions (PDFs) of the proton, determined from global analyses of the available hard scattering data. The PDFs are made available at NNLO, NLO, and LO, and supersede the MMHT14 sets.…

High Energy Physics - Phenomenology · Physics 2022-08-22 S. Bailey , T. Cridge , L. A. Harland-Lang , A. D. Martin , R. S. Thorne

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…

Probability · Mathematics 2015-06-22 Jerrad Hampton , Alireza Doostan

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell
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