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Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner

The Metropolis Monte Carlo (MC) method is used to extract reaction kinetics from a given equilibrium distribution of states of a complex system. The approach is illustrated by the folding/unfolding reaction for two proteins - a model…

Biological Physics · Physics 2022-03-23 Sergei F. Chekmarev

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

High-energy physics experiments rely heavily on precise measurements of energy and momentum, yet face significant challenges due to detector limitations, calibration errors, and the intrinsic nature of particle interactions. Traditional…

Data Analysis, Statistics and Probability · Physics 2024-06-05 Chu-Cheng Pan , Xiang Dong , Yu-Chang Sun , Ao-Yan Cheng , Ao-Bo Wang , Yu-Xuan Hu , Hao Cai

We propose a hierarchical Bayesian model and state-of-art Monte Carlo sampling method to solve the unfolding problem, i.e., to estimate the spectrum of an unknown neutron source from the data detected by an organic scintillator. Inferring…

Instrumentation and Detectors · Physics 2020-01-08 Haonan Zhu , Yoann Altmann , Angela Di Fulvioand Stephen McLaughlin , Sara Pozzi , Alfred Hero

Recently, a Monte Carlo method has been presented which allows for the form-free retrieval of size distributions from isotropic scattering patterns, complete with uncertainty estimates linked to the data quality. Here, we present an…

Data Analysis, Statistics and Probability · Physics 2013-03-13 Brian R. Pauw , Masato Ohnuma , Kenji Sakurai , Enno A. Klop

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2013-03-05 Indrek Mandre , Jaan Kalda

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

A method for correcting for detector smearing effects using machine learning techniques is presented. Compared to the standard approaches the method can use more than one reconstructed variable to infere the value of the unsmeared quantity…

Data Analysis, Statistics and Probability · Physics 2017-12-06 Alexander Glazov

Finding Minimum Energy Configurations (MECs) is essential in fields such as physics, chemistry, and materials science, as they represent the most stable states of the systems. In particular, identifying such MECs in multi-component alloys…

Materials Science · Physics 2025-01-27 Md Rajib Khan Musa , Yichen Qian , Jie Peng , David Cereceda

It is challenging to achieve high precision energy resolution for large liquid scintillator detectors. Energy non-uniformity is one of the main obstacles. To surmount it, a calibration-data driven method was developed previously to…

Instrumentation and Detectors · Physics 2021-04-02 Guihong Huang , Yifang Wang , Wuming Luo , Liangjian Wen , Zeyuan Yu , Weidong Li , Guofu Cao , Ziyan Deng , Tao Lin , Jiaheng Zou , Miao Yu

The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…

High Energy Physics - Experiment · Physics 2018-01-23 Fabian Klimpel

Multivariate analyses play an important role in high energy physics. Such analyses often involve performing an unbinned maximum likelihood fit of a probability density function (p.d.f.) to the data. This paper explores a variety of unbinned…

High Energy Physics - Experiment · Physics 2011-07-13 Mike Williams

Astroparticle experiments such as IceCube or MAGIC require a deconvolution of their measured data with respect to the response function of the detector to provide the distributions of interest, e.g. energy spectra. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2016-07-26 Sabrina Einecke , Katharina Proksch , Nicolai Bissantz , Fabian Clevermann , Wolfgang Rhode

In counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…

Data Analysis, Statistics and Probability · Physics 2014-11-20 Patrick J. Sutton

Direct searches for new particles at colliders have traditionally been factorized into model proposals by theorists and model testing by experimentalists. With the recent advent of machine learning methods that allow for the simultaneous…

High Energy Physics - Phenomenology · Physics 2021-11-10 Patrick Komiske , W. Patrick McCormack , Benjamin Nachman

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

Recent innovations from machine learning allow for data unfolding, without binning and including correlations across many dimensions. We describe a set of known, upgraded, and new methods for ML-based unfolding. The performance of these…

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…

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