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相关论文: Unbiased Elimination of Negative Weights in Monte …

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We propose the Positive Resampler to solve the problem associated with event samples from state-of-the-art predictions for scattering processes at hadron colliders typically involving a sizeable number of events contributing with negative…

高能物理 - 唯象学 · 物理学 2020-12-16 Jeppe R. Andersen , Christian Gutschow , Andreas Maier , Stefan Prestel

We demonstrate that cell resampling can eliminate the bulk of negative event weights in large event samples of high multiplicity processes without discernible loss of accuracy in the predicted observables. The application of cell resampling…

高能物理 - 唯象学 · 物理学 2023-09-26 Jeppe R. Andersen , Andreas Maier , Daniel Maître

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

高能物理 - 实验 · 物理学 2026-01-15 Christopher Palmer , Braden Kronheim

The generation of unit-weight events for complex scattering processes presents a severe challenge to modern Monte Carlo event generators. Even when using sophisticated phase-space sampling techniques adapted to the underlying transition…

高能物理 - 唯象学 · 物理学 2022-05-18 Katharina Danziger , Timo Janßen , Steffen Schumann , Frank Siegert

Random walks are frequently used as a model for very diverse physical phenomena. The Monte Carlo method is a versatile tool for the study of the properties of systems modelled as random walks. Often, each walker is associated with a…

统计力学 · 物理学 2021-07-21 Hunter Belanger , Davide Mancusi , Andrea Zoia

Negatively weighted events, which appear in the Monte Carlo (MC) simulation of particle collisions, significantly increases the computational resource requirements of current and future collider experiments. This paper introduces and…

高能物理 - 唯象学 · 物理学 2025-02-13 Prasanth Shyamsundar

The Monte Carlo method is often used to simulate systems which can be modeled by random walks. In order to calculate observables, in many implementations the "walkers" carry a statistical weight which is generally assumed to be positive.…

统计力学 · 物理学 2022-08-05 Hunter Belanger , Davide Mancusi , Andrea Zoia

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…

高能物理 - 唯象学 · 物理学 2020-10-21 Benjamin Nachman , Jesse Thaler

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

统计方法学 · 统计学 2022-08-26 Paul B. Rohrbach , Robert L. Jack

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

计算金融 · 定量金融 2016-05-09 Louis Paulot

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

概率论 · 数学 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

An increase in theoretical precision of Monte Carlo event generators is typically accompanied by an increased need for computational resources. One major obstacle are negative weighted events, which appear in Monte Carlo simulations with…

高能物理 - 唯象学 · 物理学 2021-10-29 Katharina Danziger , Stefan Höche , Frank Siegert

We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…

统计力学 · 物理学 2009-10-31 Roland Assaraf , Michel Caffarel

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

高能物理 - 唯象学 · 物理学 2026-05-13 Benjamin Nachman , Dennis Noll

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

统计计算 · 统计学 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…

统计力学 · 物理学 2015-03-19 E. A. J. F. Peters , G. de With

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

统计力学 · 物理学 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

A detailed study of the di-boson Monte Carlo programs Pythia, MC@NLO and the program of Baur, Han and Ohnemus (BHO) is performed. None of these programs cover all aspects of di-boson production. The BHO code is used to produce event weights…

高能物理 - 唯象学 · 物理学 2008-03-25 Gideon Bella

We present a method which incorporates the Bose-Einstein effect into Monte Carlo generators for multiple production by weighting the events. Various aspects of weight calculations are discussed in detail. We show that our method allows to…

高能物理 - 唯象学 · 物理学 2009-10-31 K. Fialkowski , R. Wit , J. Wosiek

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

统计计算 · 统计学 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal
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