Related papers: A global significance evaluation method using simu…
A large fraction of papers in the climate literature includes erroneous uses of significance tests. A Bayesian analysis is presented to highlight the meaning of significance tests and why typical misuse occurs. It is concluded that a…
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…
We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
Relevance is an underlying concept in the field of Information Science and Retrieval. It is a cognitive notion consisting of several different criteria or dimensions. Theoretical models of relevance allude to interdependence between these…
Quantum sensing encompasses highly promising techniques with diverse applications including noise-reduced imaging, super-resolution microscopy as well as imaging and spectroscopy in challenging spectral ranges. These detection schemes use…
A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…
Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…
We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…
It is demonstrated using Monte Carlo simulation that in different nucleus$-$nucleus collision samples, the increase of the fluctuation of event factorial moments with decreasing phase space scale, called erraticity, is still dominated by…
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…
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…
The scaling behaviour of the persistence probability in the critical dynamics is investigated with both the heat-bath and the Metropolis algorithm for the two-dimensional Ising model and Potts model. Special attention is drawn to the…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…
In high Energy Physics, it is common to look for a localized deviation in data with respect to a given reference. For this task, the well known BumpHunter algorithm allows for a model-independent deviation search with the advantage of…
Weighted histogram in Monte-Carlo simulations is often used for the estimation of a probability density function. It is obtained as a result of random experiment with random events that have weights. In this paper the bin contents of…
Determining the type of the neutrino mass ordering (normal versus inverted) is one of the most important open questions in neutrino physics. In this paper we clarify the statistical interpretation of sensitivity calculations for this…
We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a wide range of other sampling methods one might devise. We…
We suggest scattering experiments which implement the concept of ``protective measurements'' allowing the measurement of the complete wave function even when only one quantum system (rather than an ensemble) is available. Such scattering…