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FastDIRC is a novel fast Monte Carlo and reconstruction algorithm for DIRC detectors. A DIRC employs rectangular fused-silica bars both as Cherenkov radiators and as light guides. Cherenkov-photon imaging and time-of-propagation information…

Data Analysis, Statistics and Probability · Physics 2016-11-03 John Hardin , Mike Williams

We present a Bayesian approach to probabilistically infer vertical activity profiles within a radioactive waste drum from segmented gamma scanning (SGS) measurements. Our approach resorts to Markov chain Monte Carlo (MCMC) sampling using…

Data Analysis, Statistics and Probability · Physics 2021-03-30 Eric Laloy , Bart Rogiers , An Bielen , Sven Boden

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

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

In this course we will give examples for experimental techniques used in particle physics experiments. After a short introduction, we will discuss applications in silicon microstrip detectors, wire chambers, and single photon detection in…

High Energy Physics - Experiment · Physics 2010-12-13 J. Engelfried

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

Couplings play a central role in the analysis of Markov chain Monte Carlo algorithms and appear increasingly often in the algorithms themselves, e.g. in convergence diagnostics, parallelization, and variance reduction techniques. Existing…

Computation · Statistics 2020-10-20 John O'Leary , Guanyang Wang , Pierre E. Jacob

The AMS spectrometer will be installed on the International Space Station in 2005. Among other improvements over the first version of the instrument, a ring imaging Cherenkov detector (RICH) will be added and should open a new window for…

Instrumentation and Detectors · Physics 2009-11-07 G. Boudoul

A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…

Accelerator Physics · Physics 2019-07-01 Yue Hao , Yongjun Li , Michael Balcewicz , Leo Neufcourt , Weixing Cheng

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

The discrete nature of transmitted symbols poses challenges for achieving optimal detection in multiple-input multiple-output (MIMO) systems associated with a large number of antennas. Recently, the combination of two powerful machine…

Signal Processing · Electrical Eng. & Systems 2024-12-11 Xingyu Zhou , Le Liang , Jing Zhang , Chao-Kai Wen , Shi Jin

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo

No community detection algorithm can be optimal for all possible networks, thus it is important to identify whether the algorithm is suitable for a given network. We propose a multi-step algorithmic solution scheme for overlapping community…

Social and Information Networks · Computer Science 2020-06-24 Tianyi Li , Pan Zhang

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

We present studies for optimizing the next generation of ground-based imaging atmospheric Cherenkov telescopes (IACTs). Results focus on mid-sized telescopes (MSTs) for CTA, detecting very high energy gamma rays in the energy range from a…

Instrumentation and Methods for Astrophysics · Physics 2015-07-15 M. Wood , T. Jogler , J. Dumm , S. Funk

Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…

Machine Learning · Statistics 2025-08-26 Thanh Dang , Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Nian Yao , Lingjiong Zhu

Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In order to foster…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , D. Luengo , J. Corander , F. Louzada

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