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This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…

Numerical Analysis · Mathematics 2017-10-31 Frances Y. Kuo , Dirk Nuyens

A NNLO analysis of certain logarithmic expansions, developed for precision studies of the evolution of the QCD parton distributions (pdf) at the Large Hadron Collider, is presented. We elaborate on their relations to all the solutions of…

High Energy Physics - Phenomenology · Physics 2010-03-25 Alessandro Cafarella , Claudio Coriano' , Marco Guzzi

Numerical solution of DGLAP $Q^2$ evolution equations is studied for polarized parton distributions by using a ``brute-force" method. NLO contributions to splitting functions are recently calculated,and they are included in our analysis.…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Hirai , S. Kumano , M. Miyama

It is a challenge to obtain an accurate model of the state-to-state dynamics of a complex biological system from molecular dynamics (MD) simulations. In recent years, Markov State Models have gained immense popularity for computing…

Chemical Physics · Physics 2020-01-29 Animesh Agarwal , Nicolas W. Hengartner , S. Gnanakaran , Arthur F. Voter

Presently available perturbative QCD calculations combining hard process matrix element with the Parton Shower Monte Carlo programs feature hard process matrix element calculated often beyond the leading order (LO), that is including…

High Energy Physics - Phenomenology · Physics 2015-03-17 A. Kusina , S. Jadach , M. Skrzypek , M. Slawinska

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

We compare the integration error of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods for approximating the normalizing constant of posterior distributions and certain marginal likelihoods. In doing so, we characterize the dependency of…

Statistics Theory · Mathematics 2025-06-30 Yanbo Tang

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

Computation · Statistics 2007-11-02 Ajay Jasra , David A. Stephens , Chris C. Holmes

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

Computation · Statistics 2021-07-27 D. Luengo , L. Martino , M. Bugallo , V. Elvira , S. Särkkä

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

We introduce a simple general method for finding the equilibrium distribution for a class of widely used inexact Markov Chain Monte Carlo algorithms. The explicit error due to the non-commutivity of the updating operators when numerically…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark , A. D. Kennedy

The next-to-leading order (NLO) evolution of the parton distribution functions (PDFs) in QCD is a common tool in the lepton-hadron and hadron-hadron collider data analysis. The standard NLO DGLAP evolution is formulated for inclusive…

High Energy Physics - Phenomenology · Physics 2010-02-02 S. Jadach , M. Skrzypek , A. Kusina , M. Slawinska

We discuss a new method to solve in a semianalytical way the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equations at NLO order in the x-space. The method allows to construct an evolution operator expressed in form of a rapidly…

High Energy Physics - Phenomenology · Physics 2007-05-23 Pietro Santorelli , Egidio Scrimieri

The Parton Branching (PB) approach describes the evolution of transverse momentum dependent (TMD) parton densities. We propose to extend the PB method by including TMD splitting functions, instead of the DGLAP splitting functions which…

High Energy Physics - Phenomenology · Physics 2022-03-29 Lissa Keersmaekers

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

Statistics Theory · Mathematics 2009-04-01 Christophe Andrieu , Gareth O. Roberts

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

Computation · Statistics 2019-12-10 Dootika Vats , Nathan Robertson , James M Flegal , Galin L Jones

In this talk, we summarize how QCD evolution can be exploited to improve the treatment of transverse momentum dependent (TMD) parton distribution and fragmentation functions. The methods allow existing non-perturbative fits to be turned…

High Energy Physics - Phenomenology · Physics 2011-10-28 S. Mert Aybat , Ted C. Rogers

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

The $Q^2$ evolution of polarised parton distributions at small $x$ is studied. Various analytic approximations are critically discussed. We compare the full evolution with that obtained from the leading-pole approximation to the splitting…

High Energy Physics - Phenomenology · Physics 2014-11-17 T. Gehrmann , W. J. Stirling
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