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An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

Parameter estimation in HEP experiments often involves Monte-Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization…

Data Analysis, Statistics and Probability · Physics 2018-06-12 Thorsten Glüsenkamp

During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro…

Medical Physics · Physics 2009-11-13 L. A. Perles , A. de Almeida

In the note we consider an iterative generalisation of the rejection sampling method. In high energy physics, this sampling is frequently used for event generation, i.e. preparation of phase space points distributed according to a matrix…

High Energy Physics - Phenomenology · Physics 2008-07-18 A. Sherstnev

We construct asymptotic arguments for the relative efficiency of rejection-free Monte Carlo (MC) methods compared to the standard MC method. We find that the efficiency is proportional to $\exp{({const} \beta)}$ in the Ising, $\sqrt{\beta}$…

Statistical Mechanics · Physics 2009-11-11 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

Random Phase Approximation (RPA) is the theory most commonly used to describe the excitations of many-body systems. In this article, the secular equations of the theory are obtained by using three different approaches: the equation of…

Nuclear Theory · Physics 2023-03-14 Giampaolo Co'

The Particle-In-Cell (PIC) method has been developed by Oscar Buneman, Charles Birdsall, Roger W. Hockney, and John Dawson in the 1950s and, with the advances of computing power, has been further developed for several fields such as…

High Energy Astrophysical Phenomena · Physics 2021-07-20 Kenichi Nishikawa , Ioana Dutan , Christoph Koehn , Yosuke Mizuno

Principal component analysis (PCA) is one of the most popular dimension reduction methods. The usual PCA is known to be sensitive to the presence of outliers, and thus many robust PCA methods have been developed. Among them, the Tyler's…

Methodology · Statistics 2023-01-11 Hung Hung , Su-Yun Huang , Shinto Eguchi

We develop the theoretical basis for the connection of the variety of anisotropic distributions with the statistical correlations among particles velocity components. By examining the most common anisotropic distribution, we derive the…

Statistical Mechanics · Physics 2021-03-17 George Livadiotis , George Nicolaou , Frederic Allegrini

We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and…

Machine Learning · Statistics 2021-09-29 Alessio Benavoli , Jason Wyse , Arthur White

The capacitance of mesoscopic samples depends on their geometry and physical properties, described in terms of characteristic times scales. The resulting ac admittance shows sample to sample fluctuations. Their distribution is studied here…

Condensed Matter · Physics 2009-10-28 Victor A. Gopar , Pier A. Mello , Markus Buttiker

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

This paper presents the misestimation of temperature when observations from a kappa distributed plasma are analyzed as a Maxwellian. One common method to calculate the space plasma parameters is by fitting the observed distributions using…

Space Physics · Physics 2016-10-07 Georgios Nicolaou , George Livadiotis

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…

Statistical Mechanics · Physics 2007-05-23 B. Militzer , E. L. Pollock , D. M. Ceperley

In many problems involving particle accelerators and relativistic plasmas, the accurate modeling of relativistic particle motion is essential for accurate physical predictions. Here, we extend a charge-conserving finite element time-domain…

Computational Physics · Physics 2018-01-09 D. Y. Na , H. Moon , Y. A. Omelchenko , F. L. Teixeira

We propose a coupled rejection-sampling method for sampling from couplings of arbitrary distributions. The method relies on accepting or rejecting coupled samples coming from dominating marginals. Contrary to existing acceptance-rejection…

Methodology · Statistics 2022-03-11 Adrien Corenflos , Simo Särkkä

We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable…

Methodology · Statistics 2014-10-23 Li Ma
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