This paper describes the implementation of the Eidolon Monte Carlo program designed to simulate fully three-dimensional (3-D) cylindrical positron tomographs on a MIMD parallel architecture. The original code was written in Objective-C and developed under the NeXTSTEP development environment. Di€erent steps involved in porting the software on a parallel architecture based on PowerPC 604 process...

In this paper we provide analytical, simulation, and empirical evidence on a test of equal economic value from competing predictive models of asset returns. We define economic value using the concept of a performance fee — the amount an investor would be willing to pay to have access to an alternative predictive model that is used to make investment decisions. We establish that this fee can be ...

Economic value calculations are increasingly used to compare the predictive performance of competing models of asset returns. However, they lack a rigorous way to validate their evidence. This paper proposes a new methodology to test whether utility gains accruing to investors using competing predictive models are equal to zero. Monte Carlo evidence indicates that our testing procedure, that ca...

A critical appraisal of the current strategies for the synthesis of enantiopure drugs is presented, along with a systematic background for the computational design of stereoselective porous polymers. These materials aim to achieve the enantiomeric excess of any chiral drug, avoiding the racemic separation. Particular emphasis is given to link statistical mechanics methods to the description of ...

Detector mis-modelling or hardware problems may cause an excess of Missing Transverse Energy ( / ET ) to be inferred in physics events recorded in ATLAS, leading to higher than expected backgrounds for new physics. In particular, non-Gaussian tails in the / ET distribution are unlikely to be well modelled in Monte Carlo simulations. To account for this, a technique has been established to impro...

This paper proposes a rank-based estimator for a location parameter in the binary choice model under a monotonic index and symmetry condition, given an initial Jnconsistent estimator for the slope parameter. The estimator converges at the usual parametric rate. Compared with existing estimators, no nonparametric smoothing is needed here. A small Monte Carlo study illustrates the usefulness of t...

This paper presents results from Monte Carlo (MC) and molecular dynamics (MD) simulations on the shear-induced longranged alignment of cylindrical micelles in thin films. The surfactant is represented on a lattice and the shear flow is simulated via incorporation of a shear-induced potential energy term within the acceptance criteria in the MC simulations. The MD simulations are conducted on a ...

Latent random variables can be useful for modelling covariance relationships between observed variables. The choice of whether speciic latent variables ought to be continuous or discrete is often an arbitrary one. In a previous paper, I presented a \unit" that could adapt to be continuous or binary, as appropriate for the current problem, and showed how a Markov chain Monte Carlo method could b...

The Monte Carlo programme PENEPMA performs simulations of X-ray emission from samples bombarded with electron beams. It is both based on the general-purpose Monte Carlo simulation package PENELOPE, an elaborate system for the simulation of coupled electron-photon transport in arbitrary materials, and on the geometry subroutine package PENGEOM, which tracks particles through complex material str...

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network – expressed as the probability that certain nodes in the network are connected – is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques o...