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We propose identification robust statistics for testing hypotheses on the risk premia in dynamic affine term structure models. We do so using the moment equation specification proposed for these models in Adrian et al. (2013). We extend the…

计量经济学 · 经济学 2023-07-25 Frank Kleibergen , Lingwei Kong

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

系统与控制 · 电气工程与系统科学 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

We introduce an efficient scheme for the molecular dynamics of electronic systems by means of quantum Monte Carlo. The evaluation of the (Born-Oppenheimer) forces acting on the ionic positions is achieved by two main ingredients: i) the…

强关联电子 · 物理学 2007-05-23 Sandro Sorella , Claudio Attaccalite

We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…

The aim of this paper is to present and describe SimLab 1.1 (Simulation Laboratory for Uncertainty and Sensitivity Analysis) software designed for Monte Carlo analysis that is based on performing multiple model evaluations with…

离散数学 · 计算机科学 2007-05-23 N. Giglioli , A. Saltelli

Monte Carlo simulations are a unique tool to check the response of a detector and to monitor its performance. For a deep-sea neutrino telescope, the variability of the environmental conditions that can affect the behaviour of the data…

高能天体物理现象 · 物理学 2021-02-03 The ANTARES Collaboration , A. Albert , M. André , M. Anghinolfi , G. Anton , M. Ardid , J. -J. Aubert , J. Aublin , B. Baret , S. Basa , B. Belhorma , V. Bertin , S. Biagi , M. Bissinger , J. Boumaaza , M. Bouta , M. C. Bouwhuis , H. Branzas , R. Bruijn , J. Brunner , J. Busto , A. Capone , L. Caramete , J. Carr , S. Cecchini , S. Celli , M. Chabab , T. N. Chau , R. Cherkaoui El Moursli , T. Chiarusi , M. Circella , A. Coleiro , M. Colomer-Molla , R. Coniglione , P. Coyle , A. Creusot , A. F. Diaz , G. de Wasseige , A. Deschamps , C. Distefano , I. Di Palma , A. Domi , C. Donzaud , D. Dornic , D. Drouhin , T. Eberl , N. El Khayati , A. Enzenhofer , A. Ettahiri , P. Fermani , G. Ferrara , F. Filippini , L. Fusco , P. Gay , H. Glotin , R. Gozzini , K. Graf , C. Guidi , S. Hallmann , H. van Haren , A. J. Heijboer , Y. Hello , J. J. Hernandez-Rey , J. Hossl , J. Hofestadt , F. Huang , G. Illuminati , C. W. James , M. de Jong , P. de Jong , M. Jongen , M. Kadler , O. Kalekin , U. Katz , N. R. Khan-Chowdhury , A. Kouchner , I. Kreykenbohm , V. Kulikovskiy , R. Lahmann , R. Le Breton , D. Lefevre , E. Leonora , G. Levi , M. Lincetto , D. Lopez-Coto , S. Loucatos , J. Manczak , M. Marcelin , A. Margiotta , A. Marinelli , J. A. Martinez-Mora , S. Mazzou , K. Melis , P. Migliozzi , M. Moser , A. Moussa , R. Muller , L. Nauta , S. Navas , E. Nezri , A. Nunez-Castineyra , B. O'Fearraigh , M. Organokov , G. E. Pavalas , C. Pellegrino , M. Perrin-Terrin , P. Piattelli , C. Poirè , V. Popa , T. Pradier , N. Randazzo , S. Reck , G. Riccobene , F. Salesa , A. Sanchez-Losa , D. F. E. Samtleben , M. Sanguineti , P. Sapienza , J. Schnabel , F. Schussler , M. Spurio , Th. Stolarczyk , B. Strandberg , M. Taiuti , Y. Tayalati , T. Thakore , S. J. Tingay , B. Vallage , V. Van Elewyck , F. Versari , S. Viola , D. Vivolo , J. Wilms , A. Zegarelli , J. D. Zornoza , J. Zuniga

The quantum dynamics of a two state system coupled to a bosonic reservoir with sub-Ohmic spectral density is investigated for strong friction. Numerically exact path integral Monte Carlo methods reveal that in contrast to conventional…

统计力学 · 物理学 2015-06-04 Denis Kast , Joachim Ankerhold

Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…

统计计算 · 统计学 2026-05-19 Isaac Amouzou , Ben Seiyon Lee

Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…

The static critical behavior of the models of small magnetic particles of the real two sublattice antiferromagnet MnF2 is investigated by the Monte Carlo method taking into account the interaction of the second nearest neighbors. Systems…

统计力学 · 物理学 2015-12-01 V. A. Mutailamov , A. K. Murtazaev , M. A. Magomedov

Data-driven methods for personalizing treatment assignment have garnered much attention from clinicians and researchers. Dynamic treatment regimes formalize this through a sequence of decision rules that map individual patient…

统计方法学 · 统计学 2022-02-22 Eric J. Rose , Erica E. M. Moodie , Susan Shortreed

Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…

定量方法 · 定量生物学 2024-09-05 Thanh Tung Khuat , Robert Bassett , Ellen Otte , Bogdan Gabrys

In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…

数值分析 · 数学 2014-12-01 Juergen Geiser , Vahid Yaghoubi

Specialized Monte Carlo methods are nowadays routinely employed, in combination with thermodynamic integration (TI), to locate phase boundaries of classical many-particle systems. This is especially useful for the fluid-solid transition,…

统计力学 · 物理学 2015-09-09 M. C. Abramo , C. Caccamo , D. Costa , P. V. Giaquinta , G. Malescio , G. Munao' , S. Prestipino

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

化学物理 · 物理学 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

Knowledge of a machine tool axis to axis location errors allows compensation and correcting actions to be taken to enhance its volumetric accuracy. Several procedures exist, involving either lengthy individual test for each geometric error…

其他计算机科学 · 计算机科学 2011-06-20 Loïc Andolfatto , René Mayer , Sylvain Lavernhe

The ever increasing complexity of real-time control systems results in significant deviations in the timing of sensing and actuation, which may lead to degraded performance or even instability. In this paper we present a method to analyze…

系统与控制 · 电气工程与系统科学 2020-04-27 Maximilian Gaukler , Günter Roppenecker , Peter Ulbrich

We extend a recently proposed real-space renormalization group scheme for dynamical triangulations to situations where the lattice is coupled to continuous scalar fields. Using Monte Carlo simulations in combination with a linear,…

高能物理 - 格点 · 物理学 2009-10-31 Eric B. Gregory , Simon M. Catterall , Gudmar Thorleifsson

In conventional molecular simulation, metastable structures often survive over considerable computational time, resulting in difficulties in simulating equilibrium states. In order to overcome this difficulty, here we propose a newly…

计算物理 · 物理学 2011-10-21 Yuki Norizoe , Toshihiro Kawakatsu

This paper deals with the nonlinear stochastic dynamics of an orchard tower sprayer subjected to random excitations due to soil irregularities. A consistent stochastic model of uncertainties is constructed to describe random loadings and to…

计算工程、金融与科学 · 计算机科学 2021-07-27 Americo Cunha , Jorge Luis Palacios Felix , José Manoel Balthazar