Search results for " Carl"

Can the adaptive Metropolis algorithm collapse without the covariance lower bound?

2011

The Adaptive Metropolis (AM) algorithm is based on the symmetric random-walk Metropolis algorithm. The proposal distribution has the following time-dependent covariance matrix at step $n+1$ \[ S_n = Cov(X_1,...,X_n) + \epsilon I, \] that is, the sample covariance matrix of the history of the chain plus a (small) constant $\epsilon>0$ multiple of the identity matrix $I$. The lower bound on the eigenvalues of $S_n$ induced by the factor $\epsilon I$ is theoretically convenient, but practically cumbersome, as a good value for the parameter $\epsilon$ may not always be easy to choose. This article considers variants of the AM algorithm that do not explicitly bound the eigenvalues of $S_n$ away …

Una variante del problema dell'ago di Buffon e verifica con il metodo Monte Carlo

2009

Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies

1992

The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.

CERN IRRADIATION FACILITIES.

2017

CERN provides unique irradiation facilities for applications in dosimetry, metrology, intercomparison of radiation protection devices, benchmark of Monte Carlo codes and radiation damage studies to electronics.

A new approach for estimating a nonlinear growth component in multilevel modeling

2011

This study presents a new approach to estimation of a nonlinear growth curve component with fixed and random effects in multilevel modeling. This approach can be used to estimate change in longitudinal data, such as day-of-the-week fluctuation. The motivation of the new approach is to avoid spurious estimates in a random coefficient regression model due to the synchronized periodical effect (e.g., day-of-the-week fluctuation) appearing both in independent and dependent variables. First, the new approach is introduced. Second, a Monte Carlo simulation study is carried out to examine the functioning of the proposed new approach in the case of small sample sizes. Third, the use of the approac…

Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models

2017

Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…

Poikkeustila yhdysvaltalaisessa poliittisessa keskustelussa syyskuun terroristi-iskujen jälkeen

2008

Tutkimus tarkastelee poikkeustilan esiintymistä yhdysvaltalaisessa poliittisessa keskustelussa syyskuun 2001 terroristi-iskujen jälkeen. 11.9.2001 muodosti Yhdysvalloissa uuden tilanteen, jonka poliittisen merkityksen määrittelyssä ja jonka esittämien uhkien torjumiseksi presidentti George W. Bushin hallitus ja sen virkakoneisto turvautuivat poikkeustoimiin. Yhdysvaltain presidentti George W. Bush julisti puheessaan poikkeustilan (state of emergency) terroristi-iskujen jälkeisen tilanteen ratkaisemiseksi. Poikkeustoimiin tai tämänkaltaisiin tilanteisiin ei ole kuitenkaan varauduttu Yhdysvaltojen perustuslaissa, eikä niillä ole suoranaisia ennakkotapauksia Yhdysvaltojen historiassa. Syyskuun…

QCD NLO with Powheg matching and top threshold matching in WHIZARD

2016

We present the status of the automation of NLO processes within the event generator WHIZARD. The program provides an automated FKS subtraction and phase space integration over the FKS regions, while the (QCD) NLO matrix element is accessed via the Binoth Les Houches Interface from an externally linked one-loop program. Massless and massive test cases and validation are shown for several e+e- processes. Furthermore, we discuss work in progress and future plans. The second part covers the matching of the NRQCD prediction with NLL threshold resummation to the NLO continuum top pair production at lepton colliders. Both the S-wave and P-wave production of the top pair are taken into account in t…

Calcium mediated polyelectrolyte adsorption on like-charged surfaces.

2011

International audience; Monte Carlo simulations within the primitive model of calcium-mediated adsorption of linear and comb polyelectrolytes onto like-charged surfaces are described, focusing on the effect of calcium and polyion concentrations as well as on the ion pairing between polymers and calcium ions. We use a combination of Monte Carlo simulations and experimental data from titration and calcium binding to quantify the ion pairing. The polymer adsorption is shown to occur as a result of surface overcharging by Ca2+ and ion pairing between charged monomers and Ca2+. In agreement with experimental observations, the simulations predict that the polymer adsorption isotherm goes through …

Recommendations of the LHC Dark Matter Working Group: Comparing LHC searches for dark matter mediators in visible and invisible decay channels and ca…

2019

Physics of the Dark Universe 26, 100377 (2019). doi:10.1016/j.dark.2019.100377