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We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Most measurements in particle and nuclear physics use matrix-based unfolding algorithms to correct for detector effects. In nearly all cases, the observable is defined analogously at the particle and detector level. We point out that while…

High Energy Physics - Experiment · Physics 2022-07-08 Miguel Arratia , Daniel Britzger , Owen Long , Benjamin Nachman

Accurate Monte Carlo (MC) modelling in high-energy physics is challenging, particularly in complex scenarios where simulations fail to reproduce observed data. In practice, experimental information is often limited to one-dimensional (1D)…

Machine Learning · Computer Science 2026-05-11 Matthias Schott , Lucie Flek

Sizable hyperpolarisation, i.e. an imbalance of the occupation numbers of nuclear spins in a sample deviating from thermal equilibrium, is needed in various fields of science. For example, hyperpolarised tracers are utilised in magnetic…

Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…

Methodology · Statistics 2016-10-12 Philippe Roy , René Laprise , Philippe Gachon

For oscillating time series, the prediction is often focused on the turning points. In order to predict the turning point magnitudes and times it is proposed to form the state space reconstruction only from the turning points and modify the…

Chaotic Dynamics · Physics 2009-11-13 D. Kugiumtzis

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…

Applications · Statistics 2019-05-31 Alessandro Casa , Giovanna Menardi

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

The application of state-of-the-art machine learning techniques to statistical physic problems has seen a surge of interest for their ability to discriminate phases of matter by extracting essential features in the many-body wavefunction or…

Strongly Correlated Electrons · Physics 2017-07-04 Peter Broecker , Fakher F. Assaad , Simon Trebst

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

Quantitative Methods · Quantitative Biology 2018-10-12 Fabian Fröhlich , Carolin Loos , Jan Hasenauer

A wide variety of real random composites can be studied by means of prototypes of multiphase microstructures with a controllable spatial inhomogeneity. To create them, we propose a versatile model of randomly overlapping super-spheres of a…

Materials Science · Physics 2017-09-26 D. Frączek , R. Piasecki , W. Olchawa , R. Wiśniowski

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

Computational Physics · Physics 2007-05-23 Charles F. F. Karney , Jason E. Ferrara

A central area of research in nonlinear science is the study of instabilities that drive the emergence of extreme events. Unfortunately, experimental techniques for measuring such phenomena often provide only partial characterization. For…

Computational Physics · Physics 2018-06-19 Mikko Närhi , Lauri Salmela , Juha Toivonen , Cyril Billet , John M. Dudley , Goëry Genty

We present a machine-learning method for predicting sharp transitions in a Hamiltonian phase diagram by extrapolating the properties of quantum systems. The method is based on Gaussian Process regression with a combination of kernels chosen…

Other Condensed Matter · Physics 2019-04-26 Rodrigo A. Vargas-Hernández , John Sous , Mona Berciu , Roman V. Krems

The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…

High Energy Astrophysical Phenomena · Physics 2020-12-24 T. Rauscher

Current physics models used to interpret experimental measurements of particle beams require either simplifying assumptions to be made in order to ensure analytical tractability, or black box optimization methods to perform model based…

Accelerator Physics · Physics 2022-11-17 Ryan Roussel , Auralee Edelen
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