Convergence issues in derivatives of Monte Carlo null-collision integral formulations: a solution
Bibliographic record
Abstract
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $ς$ A of A with respect to each problem-parameter $ς$. The principle is the following: Monte Carlo considers A as the expectation of a random variable, this expectation is an integral, this integral can be derivated as function of the problem-parameter to give a new integral, and this new integral can in turn be evaluated using Monte Carlo. The two Monte Carlo computations (of A and $\partial$ $ς$ A) are simultaneous when they make use of the same random samples, i.e. when the two integrals have the exact same structure. It was proven theoretically that this was always possible, but nothing insures that the two estimators have the same convergence properties: even when a large enough sample-size is used so that A is evaluated very accurately, the evaluation of $\partial$ $ς$ A using the same sample can remain inaccurate. We discuss here such a pathological example: null-collision algorithms are very successful when dealing with radiative transfer in heterogeneous media, but they are sources of convergence difficulties as soon as sensitivity-evaluations are considered. We analyse theoretically these convergence difficulties and propose an alternative solution.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.019 | 0.066 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.002 | 0.001 |
| Science and technology studies | 0.001 | 0.006 |
| Scholarly communication | 0.003 | 0.006 |
| Open science | 0.004 | 0.005 |
| Research integrity | 0.003 | 0.006 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".