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Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…

High Energy Physics - Theory · Physics 2009-11-10 J. J. M. Verbaarschot

Learning rich and compact representations is an open topic in many fields such as object recognition or image retrieval. Deep neural networks have made a major breakthrough during the last few years for these tasks but their representations…

Computer Vision and Pattern Recognition · Computer Science 2019-06-06 Pierre Jacob , David Picard , Aymeric Histace , Edouard Klein

Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…

Methodology · Statistics 2015-02-27 Shirin Golchi , David A. Campbell

We extend the Worldline Monte Carlo approach to computationally simulating the Feynman path integral of non-relativistic multi-particle quantum-mechanical systems. We show how to generate an arbitrary number of worldlines distributed…

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…

High Energy Physics - Phenomenology · Physics 2023-09-29 Samuel Bright-Thonney , Philip Harris , Patrick McCormack , Simon Rothman

Matrix Factorization has emerged as a widely adopted framework for modeling data exhibiting low-rank structures. To address challenges in manifold learning, this paper presents a subspace-constrained quadratic matrix factorization model.…

Machine Learning · Computer Science 2024-11-08 Zheng Zhai , Xiaohui Li

Quantum field theories (QFTs) at finite densities of matter generically involve complex actions. Standard Monte-Carlo simulations based upon importance sampling, which have been producing quantitative first principle results in particle…

High Energy Physics - Lattice · Physics 2016-08-24 Christof Gattringer , Kurt Langfeld

The freedom associated with the definition of parton distribution functions is analyzed and formulae governing the dependence of parton distribution functions and hard scattering cross-sections on unphysical quantities associated with the…

High Energy Physics - Phenomenology · Physics 2011-12-20 Karel Kolar

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

At nonzero quark chemical potential dynamical lattice simulations of QCD are hindered by the sign problem caused by the complex fermion determinant. The severity of the sign problem can be assessed by the average phase of the fermion…

High Energy Physics - Lattice · Physics 2011-05-27 Jacques Bloch , Tilo Wettig

The possibility of an improvement of current NLO Monte Carlo event generators by means of choosing a suitable factorization scheme is studied. The optimal factorization scheme for combining initial state parton showers and NLO hard…

High Energy Physics - Phenomenology · Physics 2012-12-12 Karel Kolar

We consider filtering for a continuous-time, or asynchronous, stochastic system where the full distribution over states is too large to be stored or calculated. We assume that the rate matrix of the system can be compactly represented and…

Systems and Control · Computer Science 2012-02-20 E. Busra Celikkaya , Christian R. Shelton , William Lam

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

Quantum Physics · Physics 2025-08-06 Ivan Ahumada , James P. Edwards

We use a random matrix model to study chiral symmetry breaking in QCD at finite chemical potential $\mu$. We solve the model and compute the eigenvalue density of the Dirac matrix on a complex plane. A naive ``replica trick'' fails for…

High Energy Physics - Lattice · Physics 2009-10-28 M. A. Stephanov

We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…

Numerical Analysis · Mathematics 2019-09-17 Grey Ballard , James Demmel , Ioana Dumitriu , Alexander Rusciano

We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successfully applied and recursively merges them to recover the full…

Methodology · Statistics 2022-11-28 Francesca R. Crucinio , Adam M. Johansen

Matrix factorization is a well-studied task in machine learning for compactly representing large, noisy data. In our approach, instead of using the traditional concept of matrix rank, we define a new notion of link-rank based on a…

Machine Learning · Statistics 2018-05-02 Pouya Pezeshkpour , Carlos Guestrin , Sameer Singh
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