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Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

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…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

High Energy Physics - Experiment · Physics 2026-01-15 Christopher Palmer , Braden Kronheim

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies,…

Graphics · Computer Science 2019-08-07 Jerry Jinfeng Guo , Elmar Eisemann

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

Histogram-based template fits are the main technique used for estimating parameters of high energy physics Monte Carlo generators. Parametrized neural network reweighting can be used to extend this fitting procedure to many dimensions and…

High Energy Physics - Phenomenology · Physics 2021-04-08 Anders Andreassen , Shih-Chieh Hsu , Benjamin Nachman , Natchanon Suaysom , Adi Suresh

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental…

High Energy Physics - Phenomenology · Physics 2015-06-19 James S. Gainer , Joseph Lykken , Konstantin T. Matchev , Stephen Mrenna , Myeonghun Park

We introduce neural particle smoothing, a sequential Monte Carlo method for sampling annotations of an input string from a given probability model. In contrast to conventional particle filtering algorithms, we train a proposal distribution…

Computation and Language · Computer Science 2018-05-01 Chu-Cheng Lin , Jason Eisner

Negatively weighted events, which appear in the Monte Carlo (MC) simulation of particle collisions, significantly increases the computational resource requirements of current and future collider experiments. This paper introduces and…

High Energy Physics - Phenomenology · Physics 2025-02-13 Prasanth Shyamsundar

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…

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

We propose the use of Monte Carlo histogram reweighting to extrapolate predictions of machine learning methods. In our approach, we treat the output from a convolutional neural network as an observable in a statistical system, enabling its…

Statistical Mechanics · Physics 2020-11-25 Dimitrios Bachtis , Gert Aarts , Biagio Lucini

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

Computation · Statistics 2023-09-19 Xiongming Dai , Gerald Baumgartner

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

We modify the reweighting factor of the projector used in diffusion Monte Carlo to reduce the time-step error of the total energy. Further, we present a reweighting scheme that has the desirable feature that it is exactly size-consistent,…

Chemical Physics · Physics 2024-03-18 Tyler A. Anderson , Manolo C. Per , C. J. Umrigar

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software…

Data Analysis, Statistics and Probability · Physics 2016-12-21 A. Rogozhnikov
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