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Related papers: Stay Positive: Neural Refinement of Sample Weights

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We propose the Positive Resampler to solve the problem associated with event samples from state-of-the-art predictions for scattering processes at hadron colliders typically involving a sizeable number of events contributing with negative…

High Energy Physics - Phenomenology · Physics 2020-12-16 Jeppe R. Andersen , Christian Gutschow , Andreas Maier , Stefan Prestel

We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe

As the deep neural networks are being applied to complex tasks, the size of the networks and architecture increases and their topology becomes more complicated too. At the same time, training becomes slow and at some instances inefficient.…

Machine Learning · Computer Science 2021-02-22 Massimiliano Esposito , Nader Ganaba

In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…

High Energy Physics - Experiment · Physics 2022-11-15 Valentina Guglielmi

The generation of unit-weight events for complex scattering processes presents a severe challenge to modern Monte Carlo event generators. Even when using sophisticated phase-space sampling techniques adapted to the underlying transition…

High Energy Physics - Phenomenology · Physics 2022-05-18 Katharina Danziger , Timo Janßen , Steffen Schumann , Frank Siegert

We discuss the improvement in the accuracy of a Monte Carlo integration that can be obtained by optimization of the `a-priori weights' of the various channels. These channels may be either the strata in a stratified-sampling approach, or…

High Energy Physics - Phenomenology · Physics 2009-10-28 R. Kleiss , R. Pittau

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…

Computation · Statistics 2018-03-29 Jiaxin Zhang , Michael D. Shields

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Monte Carlo simulation is an important tool for modeling highly nonlinear systems (like particle colliders and cellular membranes), and random, floating-point numbers are their fuel. These random samples are frequently generated via the…

Computation · Statistics 2018-02-16 Keith Pedersen

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

The Monte Carlo method is often used to simulate systems which can be modeled by random walks. In order to calculate observables, in many implementations the "walkers" carry a statistical weight which is generally assumed to be positive.…

Statistical Mechanics · Physics 2022-08-05 Hunter Belanger , Davide Mancusi , Andrea Zoia

Resampling is a standard step in particle filters and more generally sequential Monte Carlo methods. We present an algorithm, called chopthin, for resampling weighted particles. In contrast to standard resampling methods the algorithm does…

Computation · Statistics 2016-08-24 Axel Gandy , F. Din-Houn Lau

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

Dropout as regularization has been used extensively to prevent overfitting for training neural networks. During training, units and their connections are randomly dropped, which could be considered as sampling many different submodels from…

Machine Learning · Computer Science 2022-04-28 Zhaoyuan Yang , Arpit Jain

We demonstrate that cell resampling can eliminate the bulk of negative event weights in large event samples of high multiplicity processes without discernible loss of accuracy in the predicted observables. The application of cell resampling…

High Energy Physics - Phenomenology · Physics 2023-09-26 Jeppe R. Andersen , Andreas Maier , Daniel Maître

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos