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Transport away your problems: Calibrating stochastic simulations with optimal transport

Abstract:
Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of interest. However, the fidelity of these simulators is not always sufficient for all scientific purposes, necessitating the construction of ad-hoc corrections to “calibrate” the simulation and ensure that its output is a faithful representation of reality. In this paper, we leverage methods from transportation theory to construct such corrections in a systematic way. We use a neural network to compute minimal modifications to the individual samples produced by the simulator such that the resulting distribution becomes properly calibrated. We illustrate the method and its benefits in the context of experimental particle physics, where the need for calibrated stochastic simulators is particularly pronounced.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.nima.2021.166119

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Physics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Physics
Role:
Author


Publisher:
Elsevier
Journal:
Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment More from this journal
Volume:
1027
Article number:
166119
Publication date:
2021-12-24
Acceptance date:
2021-11-15
DOI:
ISSN:
0168-9002


Language:
English
Keywords:
Pubs id:
1226846
Local pid:
pubs:1226846
Deposit date:
2021-12-24

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