Search results for "Markov Chain Monte Carlo"
showing 10 items of 79 documents
Updated determination of the solar neutrino fluxes from solar neutrino data
2016
Journal of High Energy Physics 2016.3 (2016): 132 reproduced by permission of Scuola Internazionale Superiore di Studi Avanzati (SISSA)
Multivariate exponential smoothing: A Bayesian forecast approach based on simulation
2009
This paper deals with the prediction of time series with correlated errors at each time point using a Bayesian forecast approach based on the multivariate Holt-Winters model. Assuming that each of the univariate time series comes from the univariate Holt-Winters model, all of them sharing a common structure, the multivariate Holt-Winters model can be formulated as a traditional multivariate regression model. This formulation facilitates obtaining the posterior distribution of the model parameters, which is not analytically tractable: simulation is needed. An acceptance sampling procedure is used in order to obtain a sample from this posterior distribution. Using Monte Carlo integration the …
An Ordinal Joint Model for Breast Cancer
2017
We propose a Bayesian joint model to analyze the association between longitudinal measurements of an ordinal marker and time to a relevant event. The longitudinal process is defined in terms of a proportional-odds cumulative logit model and the time-to-event process through a left-truncated Cox proportional hazards model with information of the longitudinal marker and baseline covariates. Both longitudinal and survival processes are connected by a common vector of random effects.
How to relax the cosmological neutrino mass bound
2019
We study the impact of non-standard momentum distributions of cosmic neutrinos on the anisotropy spectrum of the cosmic microwave background and the matter power spectrum of the large scale structure. We show that the neutrino distribution has almost no unique observable imprint, as it is almost entirely degenerate with the effective number of neutrino flavours, $N_{\mathrm{eff}}$, and the neutrino mass, $m_{\nu}$. Performing a Markov chain Monte Carlo analysis with current cosmological data, we demonstrate that the neutrino mass bound heavily depends on the assumed momentum distribution of relic neutrinos. The message of this work is simple and has to our knowledge not been pointed out cle…
$\texttt{HEPfit}$: a Code for the Combination of Indirect and Direct Constraints on High Energy Physics Models
2020
The European physical journal / C Particles and fields C80(5), 456 (2020). doi:10.1140/epjc/s10052-020-7904-z
Equation of State for Macromolecules of Variable Flexibility in Good Solvents: A Comparison of Techniques for Monte Carlo Simulations of Lattice Mode…
2007
The osmotic equation of state for the athermal bond fluctuation model on the simple cubic lattice is obtained from extensive Monte Carlo simulations. For short macromolecules (chain length N=20) we study the influence of various choices for the chain stiffness on the equation of state. Three techniques are applied and compared in order to critically assess their efficiency and accuracy: the repulsive wall method, the thermodynamic integration method (which rests on the feasibility of simulations in the grand canonical ensemble), and the recently advocated sedimentation equilibrium method, which records the density profile in an external (e.g. gravitation-like) field and infers, via a local …
Simple sampling Monte Carlo methods
2005
More on importance sampling Monte Carlo methods for lattice systems
2009
Monte Carlo Markov Chain DEM reconstruction of isothermal plasmas
2012
In this paper, we carry out tests on the Monte Carlo Markov Chain (MCMC) technique with the aim of determining: 1) its ability to retrieve isothermal plasmas from a set of spectral line intensities, with and without random noise; 2) to what extent can it discriminate between an isothermal solution and a narrow multithermal distribution; and 3) how well it can detect multiple isothermal components along the line of sight. We also test the effects of 4) atomic data uncertainties on the results, and 5) the number of ions whose lines are available for the DEM reconstruction. We find that the MCMC technique is unable to retrieve isothermal plasmas to better than Delta log T = 0.05. Also, the DEM…
Chain length dependence of the state diagram of a single stiff-chain macromolecule: Theory and Monte Carlo simulation
2003
We present a Monte Carlo computer simulation and theoretical results for the dependence of the state diagram of a single semiflexible chain on the chain length. The calculated transition lines between different structures in the state diagrams for both studied chain lengths N=40 and N=80 can be described by theoretical predictions which include chain length dependence explicitly. The stability criteria of different structures are discussed. The theoretically predicted exponent in the dependence of the toroid size on the chain length is compatible with computer simulation results.