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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

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

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

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

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

Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are…

High Energy Physics - Phenomenology · Physics 2023-08-11 Siyu Chen , Alfredo Glioti , Giuliano Panico , Andrea Wulzer

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

An increase in theoretical precision of Monte Carlo event generators is typically accompanied by an increased need for computational resources. One major obstacle are negative weighted events, which appear in Monte Carlo simulations with…

High Energy Physics - Phenomenology · Physics 2021-10-29 Katharina Danziger , Stefan Höche , Frank Siegert

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

Probability · Mathematics 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

The high precision and conformity of intensity-modulated particle therapy (IMPT) comes at the cost of susceptibility to treatment uncertainties in particle range and patient set-up. Dose uncertainty quantification and mitigation, which is…

Medical Physics · Physics 2021-11-17 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

The analysis of results from HEP experiments often involves the estimates of the composition of the binned data samples, based on Monte Carlo simulations of various sources. Due to a finite statistic of MC samples they have statistical…

Data Analysis, Statistics and Probability · Physics 2017-11-22 Petr Mandrik

We propose a novel method for the elimination of negative Monte Carlo event weights. The method is process-agnostic, independent of any analysis, and preserves all physical observables. We demonstrate the overall performance and systematic…

High Energy Physics - Phenomenology · Physics 2022-06-01 Jeppe R. Andersen , Andreas Maier

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

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

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

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle
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