Related papers: Carlo.jl: A general framework for Monte Carlo simu…
We assess numerical stabilization methods employed in fermion many-body quantum Monte Carlo simulations. In particular, we empirically compare various matrix decomposition and inversion schemes to gain control over numerical instabilities…
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…
A multi-platform validation and analysis framework for public Monte Carlo simulation for high-energy particle collisions is discussed. The front-end of this framework uses the Python programming language, while the back-end is written in…
A binary format with lists of particle state information, for interchanging particles between various Monte Carlo simulation applications, is presented. Portable C code for file manipulation is made available to the scientific community,…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
We present an open source computational framework geared towards the efficient numerical investigation of open quantum systems written in the Julia programming language. Built exclusively in Julia and based on standard quantum optics…
Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…
StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool that can be useful for a wide range of applications that deal…
Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
We present a modular analysis program written in Python devoted to the estimation of autocorrelation times for Monte Carlo simulations by means of the $\Gamma$-method algorithm. We give a brief review of this method and describe the main…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
MomentClosure.jl is a Julia package providing automated derivation of the time-evolution equations of the moments of molecule numbers for virtually any chemical reaction network using a wide range of moment closure approximations. It…
Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…
A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…
Scorio.jl is a Julia package for evaluating and ranking systems from repeated responses to shared tasks. It provides a common tensor-based interface for direct score-based, pairwise, psychometric, voting, graph, and listwise methods, so the…
In this paper, we present Insertus.jl, the Julia package that can help the user generate a randomization sequence of a given length for a multi-arm trial with a pre-specified target allocation ratio and assess the operating characteristics…
The role of data libraries in Monte Carlo simulation is discussed. A number of data libraries currently in preparation are reviewed; their data are critically examined with respect to the state-of-the-art in the respective fields. Extensive…
I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using…