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We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that…

Computation · Statistics 2016-02-18 Luke Bornn , Natesh Pillai , Aaron Smith , Dawn Woodard

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the…

Computation · Statistics 2020-03-05 Jan Kudlicka , Lawrence M. Murray , Thomas B. Schön , Fredrik Lindsten

Streams of event weights in particle-level Monte Carlo event generators are a convenient and immensely CPU-efficient approach to express systematic uncertainties in phenomenology calculations, providing systematic variations on the nominal…

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

Event cameras offer high temporal resolution and power efficiency, making them well-suited for edge AI applications. However, their high event rates present challenges for data transmission and processing. Subsampling methods provide a…

Computer Vision and Pattern Recognition · Computer Science 2025-05-28 Hesam Araghi , Jan van Gemert , Nergis Tomen

The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…

Applications · Statistics 2018-08-27 Chris Gotwalt , Li Xu , Yili Hong , William Q. Meeker

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

The dynamics of magnetic reversal process plays an important role in the design of the magnetic recording devices in the long time scale limit. In addition to long time scale, microscopic effects such as the entropic effect become important…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe , X. Cheng , M. B. A. Jalil

Recent research has generated hope that inference scaling, such as resampling solutions until they pass verifiers like unit tests, could allow weaker models to match stronger ones. Beyond inference, this approach also enables training…

Machine Learning · Computer Science 2026-03-27 Benedikt Stroebl , Sayash Kapoor , Arvind Narayanan

We describe the offline computing system of the Belle experiment, consisting of a computing farm with one thousand IA-32 CPUs. Up to now, the Belle experiment has accumulated more than 120 fb$^{-1}$ of data, which is the world largest…

Instrumentation and Detectors · Physics 2007-05-23 I. Adachi , R. Itoh , N. Katayama , T. Tsukamoto , T. Hibino , M. Yokoyama , L. Hinz , F. Ronga

Accurate and efficient reconstruction techniques are essential in multiresolution analysis and image compression, particularly when the data are represented as cell averages. In this work, we present a non-separable progressive multivariate…

Numerical Analysis · Mathematics 2026-03-06 Inmaculada Garcés , Pep Mulet , Juan Ruiz-Álvarez , Chi-Wang Shu , Dionisio F. Yáñez

We investigate in this paper an alternative method to simulation based recursive importance sampling procedure to estimate the optimal change of measure for Monte Carlo simulations. We propose an algorithm which combines (vector and…

Probability · Mathematics 2011-09-20 Noufel Frikha , Abass Sagna

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

We introduce MCCE: Monte Carlo sampling of valid and realistic Counterfactual Explanations for tabular data, a novel counterfactual explanation method that generates on-manifold, actionable and valid counterfactuals by modeling the joint…

Machine Learning · Statistics 2024-01-26 Annabelle Redelmeier , Martin Jullum , Kjersti Aas , Anders Løland

Event generation with neural networks has seen significant progress recently. The big open question is still how such new methods will accelerate LHC simulations to the level required by upcoming LHC runs. We target a known bottleneck of…

High Energy Physics - Phenomenology · Physics 2021-04-28 Mathias Backes , Anja Butter , Tilman Plehn , Ramon Winterhalder

Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…

Disordered Systems and Neural Networks · Physics 2024-07-15 Federico Ghimenti , Ludovic Berthier , Frédéric van Wijland

We present a rigorous efficient event-chain Monte Carlo algorithm for long-range interacting particle systems. Using a cell-veto scheme within the factorized Metropolis algorithm, we compute each single-particle move with a fixed number of…

Statistical Mechanics · Physics 2016-09-28 Sebastian C. Kapfer , Werner Krauth

An important task in the simulation of hard spheres and other hard particles is structure prediction via equilibration. Event-driven molecular dynamics is efficient because its Newtonian dynamics equilibrates fluctuations with the speed of…

Soft Condensed Matter · Physics 2019-05-07 Marco Klement , Michael Engel

Monte Carlo calculations of fermionic systems with continuous auxiliary fields frequently suffer from a diverging variance. If a system has the infinite variance problem, one cannot estimate observables reliably even with an infinite number…

High Energy Physics - Lattice · Physics 2023-08-17 Andrei Alexandru , Paulo Bedaque , Andrea Carosso , Hyunwoo Oh