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This paper develops a large-scale inference approach for the regularization of stock return covariance matrices. The framework allows for the presence of heavy tails and multivariate GARCH-type effects of unknown form among the stock…

Econometrics · Economics 2024-07-16 Richard Luger

Traditional cosmic ray simulations make use of the Montecarlo method in a very naive way to randomise energy and direction for each simulated particle. The flux of cosmic rays is modelled as a rain coming from a plane above the object of…

High Energy Physics - Experiment · Physics 2025-09-19 David Díez Ibáñez , Luis Obis Aparicio

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies.…

Applications · Statistics 2015-06-12 François Giraud , Pierre Minvielle , Pierre Del Moral

A new approach to study the response of portable gamma detector to terrestrial gamma ray is proposed. This approach is based on two-stage Monte Carlo simulation. First, the probability distributions of the phase space coordinates of the…

Instrumentation and Detectors · Physics 2015-06-09 Boubaker Askri

Parton recombination has been found to be an extremely useful model to understand hadron production at the Relativistic Heavy Ion Collider. It is particularly important to explore its connections with hard processes. This article reviews…

Nuclear Theory · Physics 2008-11-26 Rainer J. Fries

In this talk I will review the experimental status and the prospects for the future of $\sigma(e^+ e^- \to hadrons)$ at low energy. The recent preliminary results obtained by KLOE and BABAR collaborations using the radiative return will be…

High Energy Physics - Experiment · Physics 2007-05-23 Graziano Venanzoni

Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

Applications of a simple thermal model to ultra-relativistic heavy-ion collisions are presented. We compute abundances of various hadrons, including particles with strange quarks, the pT-spectra, and the HBT radii for the pion. Surprising…

High Energy Physics - Phenomenology · Physics 2014-11-17 Wojciech Broniowski , Anna Baran , Wojciech Florkowski

This talk,given at Monte Carlo Workshop, is a review of news in low $x$ physics which, I think, would be useful for writing of the Monte Carlo codes. The following topics are discussed here: (i) the next-to-leading order BFKL Pomeron; (ii)…

High Energy Physics - Phenomenology · Physics 2007-05-23 Eugene Levin

Context: Radiative transfer modelling of expanding stellar envelopes is an important task in their analysis. To account for inhomogeneities and deviations from spherical symmetry, it is necessary to develop a 3D approach to radiative…

Solar and Stellar Astrophysics · Physics 2023-02-08 Jakub Fišák , Jiří Kubát , Brankica Kubátová , Markus Kromer , Jiří Krtička

Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…

Strongly Correlated Electrons · Physics 2015-05-27 Alberto Ambrosetti , Pier Luigi Silvestrelli , Flavio Toigo , Lubos Mitas , Francesco Pederiva

An efficient Monte Carlo simulation method for bosonic reaction-diffusion systems which are mainly used in the renormalization group (RG) study is proposed. Using this method, one dimensional bosonic single species annihilation model is…

Statistical Mechanics · Physics 2007-05-23 Su-Chan Park

We developed a three-dimensional radiative transfer code for an ultra-relativistic background flow-field by using the Monte Carlo (MC) method in the context of gamma-ray burst (GRB) emission. For obtaining reliable simulation results in the…

High Energy Astrophysical Phenomena · Physics 2017-09-13 Ayako Ishii , Naofumi Ohnishi , Hiroki Nagakura , Hirotaka Ito , Shoichi Yamada

A forward model is presented to an inverse scattering problem that arises in the application of reflective Fourier ptychographic microscopy. The model allows us to determine the 3D distributions of refractive index for weakly scattering…

Optics · Physics 2020-08-25 Shuhe Zhang , Tos Berendschot , Shuo Zhang

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

We introduce a model to design reflectors that take into account the inverse square law for radiation. We prove existence of solutions, both in the near and far field cases, when the input and output energies are prescribed.

Analysis of PDEs · Mathematics 2013-05-31 Cristian E. Gutierrez , Ahmad Sabra

The radio detection method for cosmic rays relies on coherent emission from electrons and positrons which is beamed in a narrow cone along the shower axis. Currently the only mod- els to reproduce this emission with sufficient accuracy are…

High Energy Astrophysical Phenomena · Physics 2017-08-09 David Butler , Tim Huege , Olaf Scholten

During the last 15 years the Radio MonteCarLow Working Group has been providing valuable support to the development of radiative corrections and Monte Carlo event generators for low energy $e^+e^-$ data and $\tau$-lepton decays. While the…

High Energy Physics - Phenomenology · Physics 2023-11-15 Graziano Venanzoni

We present a sequential Monte Carlo algorithm for Markov chain trajectories with proposals constructed in reverse time, which is advantageous when paths are conditioned to end in a rare set. The reverse time proposal distribution is…

Computation · Statistics 2019-08-13 Jere Koskela , Dario Spano , Paul A. Jenkins