Metropolis-adjusted Langevin Algorithm (MALA] is a Markov Chain Monte Carlo (MCMC) method to sample from intractable probability distributions. This algorithm proposes states using overdamped Langevin ...

This work presents a version of the Metropolis–Hastings algorithm using quasi-Monte Carlo inputs. We prove that the method yields consistent estimates in some problems with finite state spaces and ...

After the first detection of a gravitational wave in 2015, the number of successes achieved by this innovative way of looking through the Universe has not stopped growing. However, the current ...

Monte Carlo simulation of 2D Ising Model. Final project of the LoCP-A course during 2020/2021 at Unipd ...

ABSTRACT: Stable distributions are well-known for their desirable properties and can effectively fit data with heavy tail. However, due to the lack of an explicit probability density function and ...