We propose a variant of the simulated annealing method for optimization in the multivhriate analysis of differentiable functions. The method uses global actualizations via the hybrid Monte Carlo algorithm in their generalized version for the proposal of new configurations. We show how this choice can improve upon the performance of simulated annealing methods (mainly when the number of variable...

Observations of Type Ia supernovae used to map the expansion history of the Universe suffer from systematic uncertainties that need to be propagated into the estimates of cosmological parameters. We propose an iterative Monte Carlo simulation and cosmology fitting technique (SMOCK) to investigate the impact of sources of error upon fits of the dark energy equation of state. This approach is esp...

This paper describes an efficient algorithm to find a smooth trajectory joining two points A and B with minimum length constrained to avoid fixed subsets. The basic assumption is that the locations of the obstacles are measured several times through a mechanism that corrects the sensors at each reading using the previous observation. The proposed algorithm is based on the penalized nonparametri...

This advanced tutorial aims at an exposition of problems in finance that are worthy of study by the Monte Carlo research community. It describes problems in valuing and hedging securities, risk management, portfolio optimization, and model calibration. It surveys some areas of active research in efficient procedures for simulation in finance and addresses the impact of the business context on t...

Quantum computers (QCs) have many potential hardware implementations ranging from solid-state silicon-based structures to electron-spin qubits on liquid helium. However, all QCs must contend with gate infidelity and qubit state decoherence over time. Quantum error correcting codes (QECCs) have been developed to protect program qubit states from such noise. Previously, Monte Carlo noise simulato...

A new Monte Carlo program, Win X-ray, is presented that predicts X-ray spectra measured with an energy dispersive spectrometer (EDS) attached to a scanning electron microscope (SEM) operating between 10 and 40 keV. All the underlying equations of the Monte Carlo simulation model are included. By simulating X-ray spectra, it is possible to establish the optimum conditions to perform a specific a...

The Monte Carlo program Visual Monte Carlo in vivo (VMC in-vivo) was developed and tested over thirteen years at the Instituto de Radioprotecao e Dosimetria (IRD), Rio de Janeiro, Brazil. VMC in-vivo has been extensively validated through international intercomparisons and is available for free download. The program simulates the geometry of Whole Body Counter (WBC) and Gamma-Camera Counting sy...

We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of diierentiable functions. The method uses the Hybrid Monte Carlo algorithm for the proposal of new conngurations. We show how this choice can improve the performance of simulated annealing methods by allowing much faster annealing schedules.