Related papers: LCG MCDB -- a Knowledgebase of Monte Carlo Simulat…
The primary focus of Monte Carlo simulation is to identify and quantify risk related to uncertainty and variability in spreadsheet model inputs. The stress of Monte Carlo simulation often reveals logical errors in the underlying spreadsheet…
A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…
Data analyses in particle physics rely on an accurate simulation of particle collisions and a detailed simulation of detector effects to extract physics knowledge from the recorded data. Event generators together with a GEANT-based…
Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…
We present a study on using Markov Chain Monte Carlo (MCMC) techniques to explore the high-dimensional and multi-modal phase space of scattering events at high-energy particle colliders. To this end, we combine the BAT.jl package that…
Markov Decision Processes (MDPs), as a general-purpose framework, often overlook the benefits of incorporating the causal structure of the transition and reward dynamics. For a subclass of resource allocation problems, we introduce the…
This paper introduces an R package for spatio-temporal prediction and forecasting for log-Gaussian Cox processes. The main computational tool for these models is Markov chain Monte Carlo and the new package, lgcp, therefore also provides an…
A Monte Carlo event generator is constructed for a two-Higgs-doublet model with maximal CP symmetry, the MCPM. The model contains five physical Higgs bosons; the $\rho'$, behaving similarly to the standard-model Higgs boson, two extra…
Triple-GEM detectors are a well known technology in high energy physics. In order to have a complete understanding of their behavior, in parallel with on beam testing, a Monte Carlo code has to be developed to simulate their response to the…
This paper presents a methodology and a system, named LogMaster, for mining correlations of events that have multiple attributions, i.e., node ID, application ID, event type, and event severity, in logs of large-scale cluster systems.…
The sophistication of fully exclusive MC event generation has grown at an extraordinary rate since the start of the LHC era, but has been mirrored by a similarly extraordinary rise in the CPU cost of state-of-the-art MC calculations. The…
We attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940s through its use today. We see how the earlier stages of Monte Carlo (MC, not MCMC) research have led to the…
DL_MONTE is an open source, general-purpose software package for performing Monte Carlo simulations. It includes a wide variety of force fields and MC techniques, and thus is applicable to a broad range of problems in molecular simulation.…
Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular kernels can display around a phase transition prohibitively long convergence times when using traditional Hasting-Metropolis reversible…
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…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
A system to update estimates from a sequence of probability distributions is presented. The aim of the system is to quickly produce estimates with a user-specified bound on the Monte Carlo error. The estimates are based upon weighted…
I describe the work of the CEDAR collaboration in developing tools for tuning and validating Monte Carlo event generator programs. The core CEDAR task is to interface the Durham HepData database of experimental measurements to event…
The general-purpose self-adapting Monte Carlo (MC) event generator/simulator mFOAM (standing for mini-FOAM) is a new compact version of the FOAM program, with a slightly limited functionality with respect to its parent version. On the other…
Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…