\documentclass[11 pt,xcolor={dvipsnames,svgnames,x11names,table}]{beamer} \usepackage[english]{babel} \usepackage{polski} \usepackage[skins,theorems]{tcolorbox} \tcbset{highlight math style={enhanced, colframe=red,colback=white,arc=0pt,boxrule=1pt}} \usetheme[ bullet=circle, % Other option: square bigpagenumber, % circled page number on lower right topline=true, % colored bar at the top of the frame shadow=false, % Shading for beamer blocks watermark=BG_lower, % png file for the watermark ]{Flip} %\logo{\kern+1.em\includegraphics[height=1cm]{SHiP-3_LightCharcoal}} \usepackage[lf]{berenis} \usepackage[LY1]{fontenc} \usepackage[utf8]{inputenc} \usepackage{emerald} \usefonttheme{professionalfonts} \usepackage[no-math]{fontspec} \usepackage{listings} \defaultfontfeatures{Mapping=tex-text} % This seems to be important for mapping glyphs properly \setmainfont{Gillius ADF} % Beamer ignores "main font" in favor of sans font \setsansfont{Gillius ADF} % This is the font that beamer will use by default % \setmainfont{Gill Sans Light} % Prettier, but harder to read \setbeamerfont{title}{family=\fontspec{Gillius ADF}} \input t1augie.fd %\newcommand{\handwriting}{\fontspec{augie}} % From Emerald City, free font %\newcommand{\handwriting}{\usefont{T1}{fau}{m}{n}} % From Emerald City, free font % \newcommand{\handwriting}{} % If you prefer no special handwriting font or don't have augie %% Gill Sans doesn't look very nice when boldfaced %% This is a hack to use Helvetica instead %% Usage: \textbf{\forbold some stuff} %\newcommand{\forbold}{\fontspec{Arial}} \usepackage{graphicx} \usepackage[export]{adjustbox} \usepackage{amsmath} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{colortbl} \usepackage{mathrsfs} % For Weinberg-esque letters \usepackage{cancel} % For "SUSY-breaking" symbol \usepackage{slashed} % for slashed characters in math mode \usepackage{bbm} % for \mathbbm{1} (unit matrix) \usepackage{amsthm} % For theorem environment \usepackage{multirow} % For multi row cells in table \usepackage{arydshln} % For dashed lines in arrays and tables \usepackage{siunitx} \usepackage{xhfill} \usepackage{grffile} \usepackage{textpos} \usepackage{subfigure} \usepackage{tikz} \usepackage{hyperref} %\usepackage{hepparticles} \usepackage[italic]{hepparticles} \usepackage{hepnicenames} % Drawing a line \tikzstyle{lw} = [line width=20pt] \newcommand{\topline}{% \tikz[remember picture,overlay] {% \draw[crimsonred] ([yshift=-23.5pt]current page.north west) -- ([yshift=-23.5pt,xshift=\paperwidth]current page.north west);}} % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % % \usepackage{tikzfeynman} % For Feynman diagrams \usetikzlibrary{arrows,shapes} \usetikzlibrary{trees} \usetikzlibrary{matrix,arrows} % For commutative diagram % http://www.felixl.de/commu.pdf \usetikzlibrary{positioning} % For "above of=" commands \usetikzlibrary{calc,through} % For coordinates \usetikzlibrary{decorations.pathreplacing} % For curly braces % http://www.math.ucla.edu/~getreuer/tikz.html \usepackage{pgffor} % For repeating patterns \usetikzlibrary{decorations.pathmorphing} % For Feynman Diagrams \usetikzlibrary{decorations.markings} \tikzset{ % >=stealth', %% Uncomment for more conventional arrows vector/.style={decorate, decoration={snake}, draw}, provector/.style={decorate, decoration={snake,amplitude=2.5pt}, draw}, antivector/.style={decorate, decoration={snake,amplitude=-2.5pt}, draw}, fermion/.style={draw=gray, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=gray]{>}}}}, fermionbar/.style={draw=gray, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=gray]{<}}}}, fermionnoarrow/.style={draw=gray}, gluon/.style={decorate, draw=black, decoration={coil,amplitude=4pt, segment length=5pt}}, scalar/.style={dashed,draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{>}}}}, scalarbar/.style={dashed,draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{<}}}}, scalarnoarrow/.style={dashed,draw=black}, electron/.style={draw=black, postaction={decorate}, decoration={markings,mark=at position .55 with {\arrow[draw=black]{>}}}}, bigvector/.style={decorate, decoration={snake,amplitude=4pt}, draw}, } % TIKZ - for block diagrams, % from http://www.texample.net/tikz/examples/control-system-principles/ % \usetikzlibrary{shapes,arrows} \tikzstyle{block} = [draw, rectangle, minimum height=3em, minimum width=6em] \usetikzlibrary{backgrounds} \usetikzlibrary{mindmap,trees} % For mind map \newcommand{\degree}{\ensuremath{^\circ}} \newcommand{\E}{\mathrm{E}} \newcommand{\Var}{\mathrm{Var}} \newcommand{\Cov}{\mathrm{Cov}} \newcommand\Ts{\rule{0pt}{2.6ex}} % Top strut \newcommand\Bs{\rule[-1.2ex]{0pt}{0pt}} % Bottom strut \graphicspath{{images/}} % Put all images in this directory. Avoids clutter. % SOME COMMANDS THAT I FIND HANDY % \renewcommand{\tilde}{\widetilde} % dinky tildes look silly, dosn't work with fontspec %\newcommand{\comment}[1]{\textcolor{comment}{\footnotesize{#1}\normalsize}} % comment mild %\newcommand{\Comment}[1]{\textcolor{Comment}{\footnotesize{#1}\normalsize}} % comment bold %\newcommand{\COMMENT}[1]{\textcolor{COMMENT}{\footnotesize{#1}\normalsize}} % comment crazy bold \newcommand{\Alert}[1]{\textcolor{Alert}{#1}} % louder alert \newcommand{\ALERT}[1]{\textcolor{ALERT}{#1}} % loudest alert %% "\alert" is already a beamer pre-defined \newcommand*{\Scale}[2][4]{\scalebox{#1}{$#2$}}% \def\Put(#1,#2)#3{\leavevmode\makebox(0,0){\put(#1,#2){#3}}} \usepackage{gmp} \usepackage[final]{feynmp-auto} \usepackage[backend=bibtex,style=numeric-comp,firstinits=true]{biblatex} \bibliography{bib} \setbeamertemplate{bibliography item}[text] \makeatletter\let\frametextheight\beamer@frametextheight\makeatother % suppress frame numbering for backup slides % you always need the appendix for this! \newcommand{\backupbegin}{ \newcounter{framenumberappendix} \setcounter{framenumberappendix}{\value{framenumber}} } \newcommand{\backupend}{ \addtocounter{framenumberappendix}{-\value{framenumber}} \addtocounter{framenumber}{\value{framenumberappendix}} } \definecolor{links}{HTML}{2A1B81} %\hypersetup{colorlinks,linkcolor=,urlcolor=links} % For shapo's formulas: % For shapo's formulas: \def\lsi{\raise0.3ex\hbox{$<$\kern-0.75em\raise-1.1ex\hbox{$\sim$}}} \def\gsi{\raise0.3ex\hbox{$>$\kern-0.75em\raise-1.1ex\hbox{$\sim$}}} \newcommand{\lsim}{\mathop{\lsi}} \newcommand{\gsim}{\mathop{\gsi}} \newcommand{\wt}{\widetilde} %\newcommand{\ol}{\overline} \newcommand{\Tr}{\rm{Tr}} \newcommand{\tr}{\rm{tr}} \newcommand{\eqn}[1]{&\hspace{-0.7em}#1\hspace{-0.7em}&} \newcommand{\vev}[1]{\rm{$\langle #1 \rangle$}} \newcommand{\abs}[1]{\rm{$\left| #1 \right|$}} \newcommand{\eV}{\rm{eV}} \newcommand{\keV}{\rm{keV}} \newcommand{\GeV}{\rm{GeV}} \newcommand{\im}{\rm{Im}} \newcommand{\disp}{\displaystyle} \def\be{\begin{equation}} \def\ee{\end{equation}} \def\ba{\begin{eqnarray}} \def\ea{\end{eqnarray}} \def\d{\partial} \def\l{\left(} \def\r{\right)} \def\la{\langle} \def\ra{\rangle} \def\e{{\rm e}} \def\Br{{\rm Br}} \def\fixme{{\color{red} FIXME!}} \def\mc{{\color{Magenta}{MC}}} \def\pdf{{\rm p.d.f.}} \def\cdf{{\rm c.d.f.}} \def\ARROW{{\color{JungleGreen}{$\Rrightarrow$}}\xspace} \def\ARROWR{{\color{WildStrawberry}{$\Rrightarrow$}}\xspace} \author{ {\fontspec{Trebuchet MS}Marcin Chrz\k{a}szcz} (Universit\"{a}t Z\"{u}rich)} \institute{UZH} \title[Specific \pdf~generation]{Specific \pdf~generation} \date{\fixme} \newcommand*{\QEDA}{\hfill\ensuremath{\blacksquare}}% \newcommand*{\QEDB}{\hfill\ensuremath{\square}}% \author{ {\fontspec{Trebuchet MS}Marcin Chrz\k{a}szcz} (Universit\"{a}t Z\"{u}rich)} \institute{UZH} \title[Applications of MC methods]{Applications of MC methods} \date{\fixme} \begin{document} \tikzstyle{every picture}+=[remember picture] { \setbeamertemplate{sidebar right}{\llap{\includegraphics[width=\paperwidth,height=\paperheight]{bubble2}}} \begin{frame}[c]%{\phantom{title page}} \begin{center} \begin{center} \begin{columns} \begin{column}{0.9\textwidth} \flushright\fontspec{Trebuchet MS}\bfseries \Huge {Applications of MC methods} \end{column} \begin{column}{0.2\textwidth} %\includegraphics[width=\textwidth]{SHiP-2} \end{column} \end{columns} \end{center} \quad \vspace{3em} \begin{columns} \begin{column}{0.44\textwidth} \flushright \vspace{-1.8em} {\fontspec{Trebuchet MS} \Large Marcin ChrzÄ…szcz\\\vspace{-0.1em}\small \href{mailto:mchrzasz@cern.ch}{mchrzasz@cern.ch}} \end{column} \begin{column}{0.53\textwidth} \includegraphics[height=1.3cm]{uzh-transp} \end{column} \end{columns} \vspace{1em} % \footnotesize\textcolor{gray}{With N. Serra, B. Storaci\\Thanks to the theory support from M. Shaposhnikov, D. Gorbunov}\normalsize\\ \vspace{0.5em} \textcolor{normal text.fg!50!Comment}{Monte Carlo methods, \\ 26 May, 2016} \end{center} \end{frame} } \begin{frame}\frametitle{Optimization} \begin{minipage}{\textwidth} \begin{exampleblock}{Optimization problem:} We have a set $X \subset \mathbb{R}^m$ and a function $F : X \to \mathbb{R}$.\\ Task:\\ Find the optimum point: \begin{align*} x_{opt} \in X : \forall_{x \in X}~F(x) \geq F(x_{opt}) \end{align*} \end{exampleblock} \ARROW This is completely different then normal function minimalization as we choose $x_{opt}$ from a set X. This makes a big differences for numerical computations.\\ \ARROWR The MC algorithms for solving this problem: \begin{itemize} \item Hit and miss method - the simplest and the slowest. \item Sequence methods - MC interpretation of method of further approximations. \item Genetic methods, stat. optimization. \end{itemize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization hit and miss} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROWR The algorithm acts as follows: \begin{itemize} \item We generate $N$ points $x_1,...,x_N \in X$ from a constant \pdf~on $X$. \item We calculate the $F$ function value in the points $x_1,...,x_N$: \begin{align*} F_1=F(x_1),~~~F_2=F(x_2),~~~...,~~~F_N \end{align*} \item We calculate $F^{\ast}=\min \lbrace F_1,F_2,...,F_N \rbrace$. \item The solution is $x_j: F(x_j)=F^{\ast}$ \end{itemize} \ARROW Precision: \begin{exampleblock}{} If $F^{\ast}=\min_{1\leq j \leq N} \lbrace F(x_j) \rbrace$ where $x_j=1,2,...N$ are random points from uniform \pdf~on $X$. Then with the probability $1-(1-\gamma)^N$ the volume of points $x$ for which $F(x)<F^{\ast}$ is smaller then $\epsilon$. \end{exampleblock} \ARROW We can say that with probability $1-(1-\gamma)^N$ the points $x_{opt}$ was localized with the probability $\gamma$. \\ \ARROW the smaller the volume the better the accuracy. \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization hit and miss} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROWR The algorithm acts as follows: \begin{itemize} \item We generate $N$ points $x_1,...,x_N \in X$ from a constant \pdf~on $X$. \item We calculate the $F$ function value in the points $x_1,...,x_N$: \begin{align*} F_1=F(x_1),~~~F_2=F(x_2),~~~...,~~~F_N \end{align*} \item We calculate $F^{\ast}=\min \lbrace F_1,F_2,...,F_N \rbrace$. \item The solution is $x_j: F(x_j)=F^{\ast}$ \end{itemize} \ARROW Precision: \begin{exampleblock}{} If $F^{\ast}=\min_{1\leq j \leq N} \lbrace F(x_j) \rbrace$ where $x_j=1,2,...N$ are random points from uniform \pdf~on $X$. Then with the probability $1-(1-\gamma)^N$ the volume of points $x$ for which $F(x)<F^{\ast}$ is smaller then $\epsilon$. \end{exampleblock} \ARROW We can say that with probability $1-(1-\gamma)^N$ the points $x_{opt}$ was localized with the probability $\gamma$. \\ \ARROW the smaller the volume the better the accuracy. \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization hit and miss} \begin{minipage}{\textwidth} \begin{footnotesize} \begin{center} The smallest $N$ that obeys: $1-(1-\gamma)^N \geq 1 -\epsilon$: \includegraphics[width=0.7\textwidth]{images/table.png} \end{center} \ARROW Example: $\left[0,1\right]^m$ and $F:X \to \mathbb{R}$.\\ How many points we need to generate to ahve $0.9$ probability to be have half of the range of each direction in each precision: \begin{itemize} \item For $m=1$: $\gamma=1/2~\rightarrowtail~N=4$. \item For $m=2$: $\gamma=1/4\rightarrowtail~N=9$. \item For $m=14$: $\gamma=2^{-14}\rightarrowtail~N>23~000$. \end{itemize} \ARROW Inefficient for multi-dimensions. \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization sequence} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW The algorithm: \begin{itemize} \item We choose the starting point $x_1 \in X$ from some \pdf~on $X$ set. \item After generating $x_1,x_2,...,x_n$ check if some conditions are meet. \begin{itemize} \item If YES then we stop and we put $x_n$ as solution. \item If NO then we generate $x_{n+1}$ form a \pdf~ that depends on already generated points. \end{itemize} \end{itemize} \ARROW The basic sequence algorithm: \begin{itemize} \item Choose $x_1$. \item After we have $x_1,x_2,...,x_n$ then we generate a temporary point $\xi_n$: \begin{align*} x_{n+1}=\begin{cases} x_n,~~~~~~~~~~{\rm if}~F(x_n+\xi_n) \geq F(x_n)-\epsilon\\ x_n+\xi_n,~~{\rm if}~F(x_n+\xi_n) < F(x_n)-\epsilon \end{cases} \end{align*} \end{itemize} \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization sequence} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW From the above algorithm we will get a sequence: \begin{align*} F(x_1) \geq F(x_2) \geq F(x_3) \geq ...\geq F(x_n)\geq F(x_{n+1})... \end{align*} \ARROW If the function is bounded from the bottom the the above sequence is converging.\\ \ARROWR How can we be sure it will converge to $x_{opt}$? \begin{center} \includegraphics[width=0.6\textwidth]{images/fig2.png} \end{center} \ARROW If we choose the correct the $P_n$ every sequence starting from $x^{\prime}$ will converge to $\overline{x}$, where $F$ has a local minimum. \end{footnotesize} \end{minipage} \end{frame} \begin{frame}\frametitle{Optimization sequence} \begin{minipage}{\textwidth} \begin{footnotesize} \ARROW There are two types of algorithms: \begin{itemize} \item If the algorithm can find the global minimum then we call it: global algorithm. \item If the algorithm can find only local minimum the we call it: local algorithm. \end{itemize} \ARROWR If in the sequence $\lbrace x_n \rbrace$ we find a point $x^{\prime}$ such that: \begin{align*} F(x_{opt}) < F(x^{\prime}) < F(x_{opt})+\epsilon \end{align*} then the above algorithm will converge only to $x^{\prime}$. \\ \ARROW Of course we can change the $\epsilon$ such that we escape the $x^{\prime}$. \end{footnotesize} \end{minipage} \end{frame} \begin{frame} \begin{minipage}{\textwidth} \begin{center} \begin{Large} Q \& A \end{Large} \end{center} \end{minipage} \end{frame} \backupbegin \begin{frame}\frametitle{Backup} \end{frame} \backupend \end{document}