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Parton distribution functions give the probability to find partons (quarks and gluons) in a hadron as a function of the fraction x of the proton's momentum carried by the parton. They are conventionally defined in terms of matrix elements…

High Energy Physics - Lattice · Physics 2009-10-28 Davison E. Soper

The multi-level Monte Carlo method proposed by M. Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order of convergence for the mean-square error. In this paper, a modified…

Probability · Mathematics 2023-01-20 Kristian Debrabant , Andreas Rößler

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

Recent QCD Monte Carlo tuning studies done in the CMS Collaboration are presented. Jet kinematics, jet substructure, and underlying event measurements in top quark pair events are discussed. New CMS PYTHIA 8 event tunes are presented,…

High Energy Physics - Experiment · Physics 2019-06-25 Efe Yazgan

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

The diagram technique allows one to calculate the correction factors which can be used in Monte Carlo simulation of some processes. This is equivalent to the calculation with accounting for all or some part of the interference…

High Energy Physics - Phenomenology · Physics 2010-11-11 Yu. M. Shabelski

We present a technique for implementing in a fast way, and without any approximations, higher-order calculations of partonic cross sections into global analyses of parton distribution functions. The approach, which is set up in…

High Energy Physics - Phenomenology · Physics 2009-11-07 M. Stratmann , W. Vogelsang

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to estimate nested expectations efficiently without taking samples…

Numerical Analysis · Mathematics 2023-04-28 Tomohiko Hironaka , Takashi Goda

We present updated leading-order, next-to-leading order and next-to-next-to-leading order parton distribution functions ("MSTW 2008") determined from global analysis of hard-scattering data within the standard framework of leading-twist…

High Energy Physics - Phenomenology · Physics 2009-09-30 A. D. Martin , W. J. Stirling , R. S. Thorne , G. Watt

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Numerical Analysis · Mathematics 2022-04-12 Marcus J. Grote , Simon Michel , Fabio Nobile

We present the determination of a set of parton distributions of the nucleon, at next-to-leading order, from a global set of deep-inelastic scattering data: NNPDF1.0. The determination is based on a Monte Carlo approach, with neural…

High Energy Physics - Phenomenology · Physics 2010-05-12 Richard D. Ball , Luigi Del Debbio , Stefano Forte , Alberto Guffanti , Jose I. Latorre , Andrea Piccione , Juan Rojo , Maria Ubiali

The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…

Econometrics · Economics 2017-09-29 Theodoros Chatzivasileiadis

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

Numerical Analysis · Mathematics 2020-04-30 Yue Wu , Nick Polydorides

Parton showers are widely used to generate fully exclusive final states needed to compare theoretical models to experimental observations. While, in general, parton showers give a good description of the experimental data, the precise…

High Energy Physics - Phenomenology · Physics 2008-11-26 Christian W. Bauer , Frank J. Tackmann

A Monte Carlo event generator is presented. An original algorithm is developed to simulate electron-positron scattering at energies and momentum transferred much more than the electron mass. The first-order electroweak radiative corrections…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. B. Arbuzov

Expectation propagation (EP) is a family of algorithms for performing approximate inference in probabilistic models. The updates of EP involve the evaluation of moments -- expectations of certain functions -- which can be estimated from…

Machine Learning · Statistics 2024-10-30 Jonathan So , Richard E. Turner

The matrix element (ME) calculation in any Monte Carlo physics event generator is an ideal fit for implementing data parallelism with lockstep processing on GPUs and vector CPUs. For complex physics processes where the ME calculation is the…

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

This paper explains how to obtain the distribution function of minority ions in tokamak plasmas using the Monte Carlo method. Since the emphasis is on energetic ions, the guiding-center transformation is outlined, including also the…