Stochastic optimizationStochastic optimization (SO) methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involves random objective functions or random constraints. Stochastic optimization methods also include methods with random iterates. Some stochastic optimization methods use random iterates to solve stochastic problems, combining both meanings of stochastic optimization.
Non-uniform random variate generationNon-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator. Computational algorithms are then used to manipulate a single random variate, X, or often several such variates, into a new random variate Y such that these values have the required distribution.
Resampling (statistics)In statistics, resampling is the creation of new samples based on one observed sample. Resampling methods are: Permutation tests (also re-randomization tests) Bootstrapping Cross validation Permutation test Permutation tests rely on resampling the original data assuming the null hypothesis. Based on the resampled data it can be concluded how likely the original data is to occur under the null hypothesis.
Marginal distributionIn probability theory and statistics, the marginal distribution of a subset of a collection of random variables is the probability distribution of the variables contained in the subset. It gives the probabilities of various values of the variables in the subset without reference to the values of the other variables. This contrasts with a conditional distribution, which gives the probabilities contingent upon the values of the other variables. Marginal variables are those variables in the subset of variables being retained.
Metropolis light transportMetropolis light transport (MLT) is a global illumination application of a variant of the Monte Carlo method called the Metropolis–Hastings algorithm to the rendering equation for generating images from detailed physical descriptions of three-dimensional scenes. The procedure constructs paths from the eye to a light source using bidirectional path tracing, then constructs slight modifications to the path. Some careful statistical calculation (the Metropolis algorithm) is used to compute the appropriate distribution of brightness over the image.
Many-body problemThe many-body problem is a general name for a vast category of physical problems pertaining to the properties of microscopic systems made of many interacting particles. Microscopic here implies that quantum mechanics has to be used to provide an accurate description of the system. Many can be anywhere from three to infinity (in the case of a practically infinite, homogeneous or periodic system, such as a crystal), although three- and four-body systems can be treated by specific means (respectively the Faddeev and Faddeev–Yakubovsky equations) and are thus sometimes separately classified as few-body systems.
Propagation of uncertaintyIn statistics, propagation of uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement limitations (e.g., instrument precision) which propagate due to the combination of variables in the function. The uncertainty u can be expressed in a number of ways. It may be defined by the absolute error Δx.
ENIACENIAC ('ɛniæk; Electronic Numerical Integrator and Computer) was the first programmable, electronic, general-purpose digital computer, completed in 1945. There were other computers that had combinations of these features, but the ENIAC had all of them in one computer. It was Turing-complete and able to solve "a large class of numerical problems" through reprogramming. Although ENIAC was designed and primarily used to calculate artillery firing tables for the United States Army's Ballistic Research Laboratory (which later became a part of the Army Research Laboratory), its first program was a study of the feasibility of the thermonuclear weapon.
Importance samplingImportance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest. Its introduction in statistics is generally attributed to a paper by Teun Kloek and Herman K. van Dijk in 1978, but its precursors can be found in statistical physics as early as 1949. Importance sampling is also related to umbrella sampling in computational physics.
Lattice QCDLattice QCD is a well-established non-perturbative approach to solving the quantum chromodynamics (QCD) theory of quarks and gluons. It is a lattice gauge theory formulated on a grid or lattice of points in space and time. When the size of the lattice is taken infinitely large and its sites infinitesimally close to each other, the continuum QCD is recovered. Analytic or perturbative solutions in low-energy QCD are hard or impossible to obtain due to the highly nonlinear nature of the strong force and the large coupling constant at low energies.
