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High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…

Optimization and Control · Mathematics 2025-06-17 Bastien Batardière , Julien Chiquet , Joon Kwon , Julien Stoehr

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 consider the Voronoi tessellation based on a homogeneous Poisson point process in $\mathbf{R}^{d}$. For a geometric characteristic of the cells (e.g. the inradius, the circumradius, the volume), we investigate the point process of the…

Probability · Mathematics 2016-07-15 Nicolas Chenavier , Christian Robert

We investigate the Monte Carlo approach to propagation of experimental uncertainties within the context of the established "MSTW 2008" global analysis of parton distribution functions (PDFs) of the proton at next-to-leading order in the…

High Energy Physics - Phenomenology · Physics 2012-08-13 G. Watt , R. S. Thorne

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…

Condensed Matter · Physics 2018-05-01 S. De Palo , S. Conti , S. Moroni

We present a new Monte Carlo algorithm for studying site or bond percolation on any lattice. The algorithm allows us to calculate quantities such as the cluster size distribution or spanning probability over the entire range of site or bond…

Statistical Mechanics · Physics 2009-10-31 M. E. J. Newman , R. M. Ziff

Parameter estimation in HEP experiments often involves Monte-Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization…

Data Analysis, Statistics and Probability · Physics 2018-06-12 Thorsten Glüsenkamp

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

An iterative algorithm based on Monte Carlo method is used to model thin film growth of AB type molecule and crystallization. Primarly, PVD technique is investigated since it is one of the most preferred on thin film growth processes. The…

Materials Science · Physics 2012-10-17 İzzet Paruğ Duru , Şahin Aktaş

We study the asymptotic behavior of solid partitions using transition matrix Monte Carlo simulations. If $p_3(n)$ denotes the number of solid partitions of an integer $n$, we show that $\lim_{n\rightarrow\infty} n^{-3/4} \log p_3(n)\sim…

Statistical Mechanics · Physics 2021-06-07 Nicolas Destainville , Suresh Govindarajan

The detection and quantification of narrow emission lines in X-ray spectra is a challenging statistical task. The Poisson nature of the photon counts leads to local random fluctuations in the observed spectrum that often results in excess…

Astrophysics · Physics 2009-11-13 Taeyoung Park , David A. van Dyk , Aneta Siemiginowska

We present a rigorous efficient event-chain Monte Carlo algorithm for long-range interacting particle systems. Using a cell-veto scheme within the factorized Metropolis algorithm, we compute each single-particle move with a fixed number of…

Statistical Mechanics · Physics 2016-09-28 Sebastian C. Kapfer , Werner Krauth

In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…

Methodology · Statistics 2024-11-12 Ajay Jasra , Mohamed Maama , Raul Tempone

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

We develop a variational Monte Carlo (VMC) method for electron-phonon coupled systems. The VMC method has been extensively used for investigating strongly correlated electrons over the last decades. However, its applications to…

Strongly Correlated Electrons · Physics 2014-06-02 Takahiro Ohgoe , Masatoshi Imada

$n$ independent random points drawn from a density $f$ in $R^d$ define a random Voronoi partition. We study the measure of a typical cell of the partition. We prove that the asymptotic distribution of the probability measure of the cell…

Statistics Theory · Mathematics 2015-12-15 Luc Devroye , László Györfi , Gábor Lugosi , Harro Walk

The off-resonant hyperpolarizability is calculated using the dipole-free sum-over-stats expression from a randomly chosen set of energies and transition dipole moments that are forced to be consistent with the sum rules. The process is…

Optics · Physics 2009-11-13 Mark C. Kuzyk , Mark G. Kuzyk