相关论文: Hypothesis testing of scientific Monte Carlo calcu…

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Consider testing multiple hypotheses in the setting where the p-values of all hypotheses are unknown and thus have to be approximated using Monte Carlo simulations. One class of algorithms published in the literature for this scenario…

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…

Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…

Probability Theory and Statistics are two of the most useful mathematical fields, and also two of the most difficult to learn. In other science fields, as Physics, experimentation is an useful tool to develop students intuition, but the…

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…