Contributor info: Prof. Konstantin Matchev

Prasanth Shyamsundar, Jacob L. Scott, Stephen Mrenna, Konstantin T. Matchev, Kyoungchul Kong

SciPost Phys. Codebases 28 (2024) · published 4 March 2024 | Toggle abstract · pdf

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To improve the accuracy of MC integration, a number of useful variance reduction algorithms have been developed, including importance sampling and control variates. In this work, we demonstrate how these two methods can be applied simultaneously, thus combining their benefits. We provide a python wrapper, named CoVVVR, which implements our approach in the VEGAS program. The improvements are quantified with several benchmark examples from the literature.

Prasanth Shyamsundar, Jacob L. Scott, Stephen Mrenna, Konstantin T. Matchev, Kyoungchul Kong

SciPost Phys. Codebases 28-r1.4 (2024) · published 4 March 2024 | Toggle abstract · src

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To improve the accuracy of MC integration, a number of useful variance reduction algorithms have been developed, including importance sampling and control variates. In this work, we demonstrate how these two methods can be applied simultaneously, thus combining their benefits. We provide a python wrapper, named CoVVVR, which implements our approach in the VEGAS program. The improvements are quantified with several benchmark examples from the literature.

Kyoungchul Kong, Konstantin T. Matchev, Stephen Mrenna, Prasanth Shyamsundar

SciPost Phys. Codebases 14 (2023) · published 7 July 2023 | Toggle abstract · pdf

We propose an intuitive, machine-learning approach to multiparameter inference, dubbed the InferoStatic Networks (ISN) method, to model the score and likelihood ratio estimators in cases when the probability density can be sampled but not computed directly. The ISN uses a backend neural network that models a scalar function called the inferostatic potential $\varphi$. In addition, we introduce new strategies, respectively called Kernel Score Estimation (KSE) and Kernel Likelihood Ratio Estimation (KLRE), to learn the score and the likelihood ratio functions from simulated data. We illustrate the new techniques with some toy examples and compare to existing approaches in the literature. We mention en passant some new loss functions that optimally incorporate latent information from simulations into the training procedure.

Kyoungchul Kong, Konstantin T. Matchev, Stephen Mrenna, Prasanth Shyamsundar

SciPost Phys. Codebases 14-r0.1 (2023) · published 7 July 2023 | Toggle abstract · src

We propose an intuitive, machine-learning approach to multiparameter inference, dubbed the InferoStatic Networks (ISN) method, to model the score and likelihood ratio estimators in cases when the probability density can be sampled but not computed directly. The ISN uses a backend neural network that models a scalar function called the inferostatic potential $\varphi$. In addition, we introduce new strategies, respectively called Kernel Score Estimation (KSE) and Kernel Likelihood Ratio Estimation (KLRE), to learn the score and the likelihood ratio functions from simulated data. We illustrate the new techniques with some toy examples and compare to existing approaches in the literature. We mention en passant some new loss functions that optimally incorporate latent information from simulations into the training procedure.

Konstantin T. Matchev, Alexander Roman, Prasanth Shyamsundar

SciPost Phys. 12, 104 (2022) · published 24 March 2022 | Toggle abstract · pdf

Recently, Generative Adversarial Networks (GANs) trained on samples of traditionally simulated collider events have been proposed as a way of generating larger simulated datasets at a reduced computational cost. In this paper we point out that data generated by a GAN cannot statistically be better than the data it was trained on, and critically examine the applicability of GANs in various situations, including a) for replacing the entire Monte Carlo pipeline or parts of it, and b) to produce datasets for usage in highly sensitive analyses or sub-optimal ones. We present our arguments using information theoretic demonstrations, a toy example, as well as in the form of a formal statement, and identify some potential valid uses of GANs in collider simulations.

Konstantin T. Matchev, Prasanth Shyamsundar

SciPost Phys. 10, 034 (2021) · published 15 February 2021 | Toggle abstract · pdf

We propose a technique called Optimal Analysis-Specific Importance Sampling (OASIS) to reduce the number of simulated events required for a high-energy experimental analysis to reach a target sensitivity. We provide recipes to obtain the optimal sampling distributions which preferentially focus the event generation on the regions of phase space with high utility to the experimental analyses. OASIS leads to a conservation of resources at all stages of the Monte Carlo pipeline, including full-detector simulation, and is complementary to approaches which seek to speed-up the simulation pipeline.