Chapter Four · failure evidence

What Monte Carlo Simulation got wrong, from 82 dissertations

Monte Carlo methods across these studies frequently faced severe computational bottlenecks and convergence failures when applied to high-dimensional systems or rare events. Researchers often rejected or replaced Monte Carlo simulations due to excessive runtime, sampling noise in optimization loops, and poor scaling compared to analytical or stratified alternatives. These records come from PhD theses at 24 institutions, 2021 to 2026. Each links to its thesis. They were extracted by language models reading the full text, so treat each as a lead to read, not a verdict.

Excessive computational cost and memory overhead in high dimensional simulations

20 theses · 12 institutions

Standard and Markov chain Monte Carlo methods become computationally intractable when applied to complex physics models, large spatial networks, or high dimensional latent spaces. The vast number of required sample evaluations demands processing time and memory budgets that exceed practical computing limits.

Tried and failed

Monte Carlo simulation with fine mesh resolution applied to wildfire spread modeling. Outcome: did not converge. Reason: fine mesh stochastic simulations required thousands of runs to reach target error, exceeding practical computational budgets

Wildfire simulations to protect rural communities and avoid dire evacuations · Imperial

Tried and failed

nested Monte Carlo calibration with neural SDEs applied to joint asset price and volatility calibration. Outcome: infeasible cost. Reason: GPU memory limits restricted nested Monte Carlo path counts, causing severe sampling errors and poor fits

Deep learning-based methods in the era of rough volatility · Imperial

Tried and failed

Monte Carlo EM for joint MLE applied to bivariate mixed-effects models. Outcome: infeasible cost. Reason: High computational cost yielded negligible MSE improvement over simpler two-step composite estimators

Small area estimation and graphical model for complex surveys · Iowa State

Considered and rejected

Considered and rejected: Rejected Monte Carlo simulation for transient stability index due to prohibitive computational expense in multimachine systems.

A PROBABILISTIC ASSESSMENT OF TRANSIENT STABILITY · HARVEST

Considered and rejected

Considered and rejected: Rejected the Monte Carlo method for angular directional discretisation due to excessive computational cost required to reduce statistical sampling error.

CFD modelling of continuous baking tunnel ovens · Imperial

Considered and rejected

Considered and rejected: Rejected standard Monte Carlo simulation for multiscale tissue uncertainty propagation due to prohibitive computational burden.

Data analytics and mathematical modeling to advance cardiac care · Texas Tech

Considered and rejected

Considered and rejected: Continuous probability density sampling of multi-year electricity/regulation prices in the 15-year Monte Carlo model, rejected due to computational intractability of repeated stochastic optimizations.

Integrated Modeling Approaches to Quantify Vehicle-to-Grid Services in an Evolving Power Sector · MIT

Considered and rejected

Considered and rejected: Rejected Monte Carlo NLS (MC-NLS) formulation for practical circuit simulations due to computational inefficiency.

Switching Dynamics in Ferroelectric Hf₀.₅Zr₀.₅O₂ Devices: Experiments and Models · MIT

Considered and rejected

Considered and rejected: Rejected transported PDF methods solved via stochastic Monte-Carlo particles for practical engine simulations due to prohibitive computational expense.

Conditional source-term estimation evaluations for partially-premixed flames · Oxford

Considered and rejected

Considered and rejected: Rejected detailed micro-modeling of brick-mortar interfaces due to prohibitive computational costs in Monte Carlo simulation reliability workflows

STUDY OF SEISMIC BEHAVIOUR OF MASONRY INFILLED RC FRAMES · DalSpace

Considered and rejected

Considered and rejected: Hamiltonian Monte Carlo / BAT.jl was rejected for KaFit due to the prohibitive computational cost of numerical finite-difference gradients in non-analytic models.

An Optimized Bayesian Analysis Framework for the KATRIN Experiment · MIT

Considered and rejected

Considered and rejected: Rejected exact likelihood integration via MCMC/Monte Carlo due to prohibitive computational costs in high-dimensional latent space q.

Semi-supervised and Representation Learning for Improved Classification and Stratification in EHR Data · Harvard

Considered and rejected

Considered and rejected: Rejected standard greedy hill-climbing over direct Monte-Carlo simulations of diffusion cascades for influence maximization due to Omega(mnk * POLY(eps^{-1})) runtime.

The Power Of Locality In Network Algorithms · Penn

Considered and rejected

Considered and rejected: Rejected high-resolution photon Monte Carlo radiative transport (Prem et al. 2019) because rovibrational explicit modeling was computationally prohibitive and existing opacity model had <1% error.

Simulating Tvashtar's plume observed during the 2007 New Horizons Io flyby · UT Austin

Considered and rejected

Considered and rejected: Rejected full radiative transfer modeling including infrared emission/absorption because multiple integral calculations are computationally too cumbersome for fast Monte Carlo profile generation.

The development of a stochastic model of the atmosphere between 30 and 90 km to be used in determining the effect of atmospheric variability on space shuttle entry parameters · Virginia Tech

Considered and rejected

Considered and rejected: Rejected full discrete stochastic Monte Carlo microsimulation in favor of analytical integration/multiplication directly on survival functions to save computation time.

Accounting for Heterogeneity in Health Decision Analysis · Harvard

Tried and failed

ensemble Markov Chain Monte Carlo sampling applied to multi-field cosmological inflation models. Outcome: infeasible cost. Reason: running chains to standard autocorrelation convergence thresholds required computationally prohibitive sample counts

Cosmic Echoes of the Early Universe: From Primordial Black Holes to Gravitational Waves · MIT

Considered and rejected

Considered and rejected: Markov-Chain Monte Carlo (MCMC) sampling for Bayesian harmonic inference; rejected because it became computationally intractable when scaling across spatially coherent networks of thousands of nodes.

Spatiotemporal tidal prediction and analysis through physics-informed machine learning · Oxford

Considered and rejected

Considered and rejected: Rejected direct sampling from raw Monte Carlo posterior histograms via MCMC/Metropolis-Hastings as prohibitively cumbersome and inefficient compared to parametric variational inference.

Nuclear Computations under Uncertainty New methods to infer and propagate nuclear data uncertainty across Monte Carlo simulations · MIT

Considered and rejected

Considered and rejected: Rejected standard Markov Chain Monte Carlo (MCMC) sampling in favor of dynamic nested sampling (dynesty), because Python MCMC implementations do not provide a computationally efficient way to calculate the Bayesian evidence Z.

Providing new constraints on Europa's surface composition · Cornell

Slower convergence and inferior sample efficiency compared to analytical or stratified baselines

12 theses · 10 institutions

Pure Monte Carlo sampling often exhibits higher variance and slower convergence than closed-form expressions, Latin Hypercube Sampling, or semi-analytical methods. As a result, practitioners frequently abandoned standard sampling in favor of deterministic or variance-reduced alternatives that reach target precision with fewer evaluations.

Tried and failed

Monte Carlo simulation for statistical power estimation applied to hypothesis testing power analysis. Reason: produced equivalent power estimates to analytical t-tests while restricting output metrics

Detecting Change in Belowground Carbon Stocks: Statistical Feasibility and Future Opportunities from Loblolly Pine Forests · Virginia Tech

Lost to a baseline

Monte Carlo returns (MCR) and Monte Carlo with value baseline (MCVB) achieved lower return, lower success rate, and lower trajectory ensemble entropy than actor-critic (AC) on the tabular 100-step random walk excursion problem.

Trajectory Ensembles and Machine Learning: From reinforcement learning for rare event sampling to training of neural network ensembles · University of Nottingham Repository

Considered and rejected

Considered and rejected: Rejected Monte-Carlo simulation for compressor station availability evaluation due to high computational time, cost of execution, and lower precision compared to analytical binomial methods.

Introduction of social benefits to the tera – gas turbines and pipelines · Cranfield

Lost to a baseline

Seq-RE achieved higher reported speedup factors against Monte Carlo (e.g. 4.00x10^4 vs 3.46x10^2 on S27) due to comparing against 10^12 MC iterations instead of 10^5.

Efficient Evaluation of Probability and Reliability with Digital Integrated Circuits · Scholarship at UWindsor Institutional Repository

Considered and rejected

Considered and rejected: Rejected using naive Monte Carlo simulation to evaluate expectation in state evolution for high dimensions (p in thousands) due to instability and inefficiency, replacing it with quantile discretization and closed-form conditional expectation.

Algorithmic Analysis And Statistical Inference Of Sparse Models In High Dimension · Penn

Considered and rejected

Considered and rejected: Rejected relying solely on Monte Carlo approximations or amortized explainers in isolation due to the slow inference convergence of Monte Carlo methods and the high approximation error of amortized models

Epistemic Limits of Trustworthy Machine Learning · Harvard

Considered and rejected

Considered and rejected: Rejected naive Monte Carlo pointwise integration of heat content (M paths from K starting positions) in favor of empirical survival distribution estimation conditioned on positive measure domains

FUNCTION-VALUED TRAITS FOR CHARACTERIZING AND COMPARING THE SPATIAL CONFIGURATION OF PLANT ROOT SYSTEMS · HARVEST

Tried and failed

Monte Carlo volume integration over implicit boundaries applied to hydrostatic force computation. Outcome: did not converge. Reason: achieving relative accuracy below 10^-3 was challenging for Monte Carlo and Quasi-Monte Carlo integration

Quasi-Monte Carlo and Picard Iteration Algorithms for the Nonlinear Hydrodynamics, Dynamics and Controls of Wave Energy Converters · MIT

Considered and rejected

Considered and rejected: Rejected standard Bernoulli Monte Carlo sampling for mission success probability due to high discretization error and slow convergence compared to direction-based chi-squared integration.

Optimization and Characterization of Chance-Constrained Guidance, Navigation, and Control for Low-Energy Lunar Transfers · MIT

Considered and rejected

Considered and rejected: Rejected pure Monte Carlo integration for TM optimization due to redundant clustered integration points.

Efficient diagnostics of complex mechanical systems · Leibniz Universität Hannover Repository

Considered and rejected

Considered and rejected: Rejected Monte Carlo sampling for base scenario generation due to slow moment convergence compared to Latin Hypercube Sampling.

Machine Learning based Methods to Improve Power System Operation under High Renewable Pennetration · Virginia Tech

Considered and rejected

Considered and rejected: Rejected Monte Carlo time randomization across the cyclotron period due to introduced systematic seeding error and computational overhead, replacing it with the analytical kernel method

Measuring the anomalous precession frequency wa for the Muon g − 2 experiment · ResearchWorks

Model misspecification and distribution distortion in complex physical systems

10 theses · 4 institutions

Approximations relying on uncorrected Monte Carlo proposals, empirical distribution fits, or simplified transport physics produce inaccurate tail predictions and unphysical states. These sampling setups suffer from severe variance overestimation, unphysical particle losses, or decorrelation over long simulation horizons.

Tried and failed

least squares Monte Carlo simulation applied to multi-uncertainty real options valuation. Outcome: unstable. Reason: regression exhibited severe heteroskedasticity across the multi-uncertainty life-cycle state space

Strategic investment decisions in remanufacturing and recycling for economic sustainability: An analysis using real options-based models · Iowa State

Tried and failed

without-replacement resampling in sequential Monte Carlo applied to constrained language model decoding. Outcome: worse than baseline. Reason: hurt downstream execution accuracy compared to standard multinomial resampling

Scaling Bayesian inference for generative models via probabilistic programming · MIT

Tried and failed

Monte Carlo dropout for uncertainty quantification applied to spatiotemporal neural network predictions. Outcome: worse than baseline. Reason: produced overly narrow prediction intervals and degraded point prediction quality

Innovations in Urban Computing: Uncertainty Quantification, Data Fusion, and Generative Urban Design · MIT

Tried and failed

sampling product of experts without importance weighting applied to sequential Monte Carlo decoding with constraints. Outcome: worse than baseline. Reason: omitting importance weight corrections severely degraded approximation of the global target posterior distribution

Scaling Bayesian inference for generative models via probabilistic programming · MIT

Tried and failed

Monte Carlo energy deposition and light transport simulation applied to heterogeneous powder-matrix scintillator composite. Reason: optical transport and microscale particle interaction modeling in heterogeneous powder suspension was not predictive

Gamma-Blind Fast Neutron Detection for Spent Nuclear Fuel Characterization · EPFL

Tried and failed

Monte Carlo event generator cross section modeling applied to forward lepton-nucleus scattering cross sections. Outcome: did not generalise. Reason: Inadequate modeling of nuclear effects and kinematics overpredicted cross sections at small forward scattering angles.

Lepton-Nucleus Constraints for Neutrino Interactions and Oscillations · MIT

Tried and failed

Monte Carlo particle transport simulation applied to randomly dispersed particulate fuel cores. Reason: extreme sensitivity to stochastic spatial particle distribution caused significant eigenvalue over-prediction

Multi-disciplinary Modelling and Simulation of the High Temperature Test Reactor (HTTR) and Small Nuclear Rocket Engine (SNRE) · Imperial

Tried and failed

Monte Carlo particle transport in high-fidelity CAD geometry applied to divertor vacuum pump particle balance. Outcome: unstable. Reason: caused numerical instability and unphysical particle loss instead of reaching steady-state balance

Understanding the Mechanisms that Determine the Edge Electron Density Profile in Tokamaks · MIT

Tried and failed

Monte Carlo simulation with fitted empirical distributions applied to multi-stage manufacturing scrap forecasting. Outcome: did not generalise. Reason: fitted distributions produced large forecast errors and severe variance overestimation at upper confidence intervals

Advancing design-to-build learning and scrap forecasting: Educational and analytical approaches to manufacturing optimization · Iowa State

Tried and failed

direct simulation modeling of detector shower shapes applied to calorimeter shower shape distribution tail. Outcome: did not generalise. Reason: out-of-the-box Monte Carlo simulations failed to accurately model the distribution tail

Differential measurements of Z and γ bosons produced with jets at the CMS experiment · Imperial

Tried and failed

multilevel Monte Carlo path simulation applied to chaotic dynamical systems. Outcome: did not converge. Reason: Fine and coarse trajectory realizations decorrelate over long horizons, preventing variance reduction across levels.

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation · EPFL

Sampling noise and non-differentiability within iterative optimization loops

9 theses · 5 institutions

Evaluating Monte Carlo approximations inside iterative algorithms or dynamic programming updates introduces severe stochastic noise and non-differentiable surfaces. These fluctuations lead to stagnant convergence, vanishing derivatives, and unstable policy or state recursions.

Tried and failed

nested Monte Carlo risk analysis inside optimization applied to techno-economic system evaluation. Outcome: too slow. Reason: Computational overhead of repeated risk simulations was too high for iterative optimization or sensitivity analysis

Techno-economic environmental risk analysis of sustainable power systems. · Cranfield

Considered and rejected

Considered and rejected: Rejected test-set MSE stopping criteria in dynamic programming because evaluating conditional expectations via Monte Carlo at every test state was computationally prohibitive.

Parsimonious Online Learning with Kernels and Random Features with Applications to Stochastic Optimal Control · EPFL

Considered and rejected

Considered and rejected: Directly incorporating stochastic Monte Carlo buckling simulations into the early-stage optimization loop was rejected due to prohibitive computational effort.

Integrative Form Finding and AI-Driven Human-in-the-Loop approach for Structural Optimization in Long-Span Architectural Design · IRIS - POLITO - prod

Considered and rejected

Considered and rejected: Rejected solving the KKT system (2.6) directly via Monte Carlo gradient descent due to computational intractability of evaluating expected overage/underage integrals and derivatives.

Constrained Inventory Optimization on Complex Warehouse Networks · MIT

Tried and failed

single-batch Monte Carlo relaxation applied to coupled multiphysics transient simulations. Outcome: did not converge. Reason: extreme statistical noise stagnates convergence despite dampening numerical oscillations

Modeling Feedback Effects of Transient Nuclear Systems Using Monte Carlo · MIT

Considered and rejected

Considered and rejected: Rejected direct differentiation of empirical Monte Carlo sums because derivatives become piecewise constant or zero, destroying convergence rates.

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation · EPFL

Considered and rejected

Considered and rejected: Rejected using the direct mode of Monte Carlo simulated estimates for progress projection due to instability when multiple local modes exist.

Deep Learning Classification of Spinal Osteoporotic Compression Fractures on Radiographs · ResearchWorks

Considered and rejected

Considered and rejected: Rejected Monte Carlo risk evaluation within the trajectory optimization loop due to non-smoothness, non-differentiability, and high sample complexity.

Belief-Space Planning for Real-World Systems: Efficient SLAM-Based Belief Propagation and Continuous-Time Safety · MIT

Considered and rejected

Considered and rejected: Rejected Monte Carlo simulation for exogenous state transitions to avoid simulation noise and sample instability in the Bellman recursion.

Three Essays on Sustainable Operations: Renewable Energy Procurement, Battery Storage, and Equitable Work Scheduling · ResearchWorks

Failure to capture spatial correlations and multi-variable parameter dependencies

9 theses · 6 institutions

Sampling randomly from marginal distributions ignores critical inter-variable correlations, load patterns, and structural network constraints. Consequently, the simulations produce physically implausible parameter pairings, chaotic divergence, or distorted uncertainty bounds.

Tried and failed

Monte Carlo scenario generation with rolling volatility applied to stochastic asset allocation models. Outcome: unstable. Reason: scenario generation failed uniformity tests under true empirical volatility without artificial parameter dampening

Improving time series and cross-sectional momentum trading strategies using stochastic programming · Iowa State

Tried and failed

unconstrained Monte Carlo parameter sampling applied to parametric learning production modeling. Outcome: did not generalise. Reason: unbounded parameter combinations generated unrealistic negative gain correlations failing to reproduce empirical meta-analytic patterns

Self-regulated learning and treatment effect heterogeneity in educational interventions : a formal model and simulation study · UT Austin

Tried and failed

sequential Monte Carlo simulation applied to capacity adequacy with intermittent generation. Outcome: unstable. Reason: numerical instability and high relative error under high penetration of intermittent sources

Adequacy Assessment of a Combined Generating System Containing Wind Energy Conversion Systems · HARVEST

Tried and failed

dynamic network simulation with Monte Carlo sampling applied to complex organizational communication systems. Outcome: unstable. Reason: extreme sensitivity to initial conditions caused chaotic divergence across trials

Measuring the Communicative Constitution of Partial Organizations as Complex Systems · Virginia Tech

Tried and failed

Monte Carlo sampled independent deterministic inversions applied to correlated geophysical dispersion data. Reason: sampling strategy distorted output uncertainty bounds across frequencies

On the development of uncertainty-consistent one-dimensional shear wave velocity profiles from inversion of surface wave dispersion data · UT Austin

Considered and rejected

Considered and rejected: Rejected standard Monte Carlo random sampling from marginal parameter distributions because it creates dynamically inconsistent and physically implausible parameter pairings by ignoring variable correlations.

Scenario-Based Methodology for Predicting the Safety Benefits of Emerging Advanced Rider Assistance Systems (ARAS) · Virginia Tech

Considered and rejected

Considered and rejected: Rejected Monte Carlo simulation for demand scenario generation because standard sampling ignores inter-substation load correlation and pattern coincidences

Metodología para el emplazamiento y control de Facts en SEP aislados utilizando información distribuida A methodology for facts devices placement and control in isolated power systems using distributed information · accedaCRIS

Considered and rejected

Considered and rejected: Rejected standard non-sequential Monte Carlo simulation (NSMCS) and other importance splitting variants (fixed-splitting, fixed number of successes) for generating systems short-term reliability due to non-Markovian static structure and population explosion risks.

OPERATIONAL RELIABILITY AND RISK EVALUATION FRAMEWORKS FOR SUSTAINABLE ELECTRIC POWER SYSTEMS · HARVEST

Considered and rejected

Considered and rejected: Standard Wolff cluster Monte Carlo rejected because suitability objective introduces spatial inhomogeneities that violate the algorithm's symmetry assumptions.

Physical Inference for Optimization and Design · Queens University Institutional Repository

Inaccurate estimation and vanishing signal in rare event and thin region sampling

8 theses · 7 institutions

Direct Monte Carlo simulation struggles to estimate extremely small failure probabilities or particle interactions in optically thin regions. Insufficient sampling of these critical tail events results in zero reaction rates, severe underestimation of cascade contingencies, or tallies with extreme relative error.

Tried and failed

Monte Carlo simulation for rare event reliability applied to multi-state degrading subsea systems. Outcome: infeasible cost. Reason: computationally expensive and inaccurate when estimating extremely small failure probabilities in complex systems

Advanced reliability analysis of complex offshore Energy systems subject to condition based maintenance. · Cranfield

Tried and failed

direct Monte Carlo simulation on FEA models applied to estimating rare event failure probabilities. Outcome: infeasible cost. Reason: evaluating very small failure probabilities requires prohibitive sample sizes with expensive simulations

Structural reliability assessment of complex offshore structures based on non-intrusive stochastic methods · Cranfield

Tried and failed

Standard Monte Carlo error estimation applied to device voltage model reliability estimation. Outcome: worse than baseline. Reason: Produced error probability estimates an order of magnitude higher than importance sampling

SLM/CCDD structures for high speed numerical computing and signal processing · Iowa State

Considered and rejected

Considered and rejected: Standard Monte Carlo simulation was rejected for generating cascading failure datasets because it severely underestimates N-3+ contingencies and yields ~0.1% cascade cases.

Real-time Prediction of Cascading Failures in Power Systems · HARVEST

Tried and failed

Monte Carlo particle transport with low history counts applied to dosimetric tally estimation in complex phantoms. Outcome: no signal. Reason: insufficient particle histories led to ~100% relative error tallies lacking statistical significance

Quantification and computational modelling of radiation doses while handling Neutron Activation Analysis samples · UT Austin

Tried and failed

Monte Carlo particle transport simulation applied to optically thin low cross-section regions. Outcome: no signal. Reason: Inadequate sampling and low capture cross-sections in thin regions caused zero reaction rates with high statistical variance.

Multi-disciplinary Modelling and Simulation of the High Temperature Test Reactor (HTTR) and Small Nuclear Rocket Engine (SNRE) · Imperial

Tried and failed

forward Monte Carlo ray tracing applied to radiative transfer to small aperture. Outcome: too slow. Reason: Extremely low probability of rays randomly hitting a small target aperture made convergence computationally intractable.

Development of a Water Cloud Radiance Model for Use in Training an Artificial Neural Network to Recover Cloud Properties from Sun Photometer Observations · Virginia Tech

Considered and rejected

Considered and rejected: Rejected simulating training points solely from ergodic distributions via Monte Carlo, as rare crisis regions lack sufficient mass and induce severe future-iteration instabilities

Essays in macro-finance and deep learning · EPFL

Entrapment in local optima and poor mixing in multimodal state spaces

8 theses · 7 institutions

Markov chain and continuous-time Monte Carlo algorithms frequently fail to converge when sampling rough energy landscapes, severe rate disparities, or multimodal targets. The samplers become trapped in local modes, failing to mix properly or explore alternative trajectory configurations.

Tried and failed

kinetic Monte Carlo simulation applied to hopping transport with extreme rate disparities. Outcome: did not converge. Reason: extreme transition rate disparities between transport directions prevented convergence, requiring a Master Equation solver

Modelling the microstructure-charge transport relationship in organic semiconductors · Imperial

Tried and failed

Monte Carlo sampled correlation functions for covariance estimation applied to Hamiltonian reconstruction from quantum states. Outcome: did not converge. Reason: Monte Carlo sampling failed to converge energy variance and showed slow convergence of reconstructed coupling parameters

Computational Approaches to Frustrated Many-Body Systems · Cornell

Tried and failed

transition path sampling continuous-time Monte Carlo applied to finite-time tilted trajectory ensembles. Outcome: did not converge. Reason: fails to sample dynamical activity at long trajectory times without guided reference dynamics

Non-equilibrium dynamics and large deviations in stochastic lattice models via tensor networks · University of Nottingham Repository

Considered and rejected

Considered and rejected: Rejected parameterizing initial PDF and optimizing via Maximum Likelihood Estimation with Monte Carlo integration because of convergence to local minima and lack of feasibility guarantees.

Koopman Operator Approach to Uncertainty Quantification and Decision-Making · Georgia Tech

Considered and rejected

Considered and rejected: Rejected Monte-Carlo optimization for molecular orientation exploration due to high risk of trapping in local minima.

Structure Formation during Organic Molecular Beam Deposition · Publikationssystem UB Tuebingen

Tried and failed

Markov Chain Monte Carlo data association applied to multimodal trajectory tracking. Outcome: did not converge. Reason: Failed to explore multiple modes, becoming stuck in local optima and yielding overconfident, incorrect posterior distributions.

Uncertainty Quantification and Structure Discovery for Scalable Behavior Science · MIT

Tried and failed

single-chain Metropolis-Hastings Markov chain Monte Carlo applied to compact graph partitioning and redistricting. Outcome: did not converge. Reason: Severe multimodal distribution hindered mixing, showing no convergence after days of execution.

Understanding and Mitigating Bias in Algorithms, Data, and Society · Georgia Tech

Considered and rejected

Considered and rejected: Rejected joint likelihood inference via Monte Carlo EM due to high computational intensity and convergence issues.

Multivariate One-Sided Tests for Nonlinear Mixed-Effects Models with Incomplete Data · YorkSpace

Left open by the authors

Problems the authors named and did not get to.

Left open

Investigate the relationship between Monte Carlo scenario generation reliability and stochastic programming portfolio solution performance across simulated market conditions. Blocker: No concrete experimental design, mathematical formulation of scenario reliability, or target metrics are specified.

Improving time series and cross-sectional momentum trading strategies using stochastic programming · Iowa State

Left open

Characterize the cost models for various supply chain resilience options and incorporate them into the Value at Risk Monte Carlo simulation framework. Blocker: Empirical cost data for enterprise supply chain resilience investment options is proprietary or restricted.

Strategic Approach for Assessing Supply Chain Resilience Investment Options · MIT

Left open

Implement statistical Weibull Monte Carlo simulation capabilities in Peri-CORE to assess TRISO fuel batch failure probabilities. Blocker: Requires access to the proprietary or unreleased Peri-CORE Abaqus Fortran subroutines developed in the thesis

Peridynamics and finite element simulations of TRISO Fuel under extreme operating conditions · Imperial

Left open

Derive convergence rates for Importance Support Points resampling and lookback adaptation in projected quasi-Monte Carlo methods. Blocker: Requires specialized theoretical mathematical analysis rather than software engineering.

Novel Experimental Design Techniques for Data Science · Georgia Tech

Left open

Run Monte Carlo simulations and sensitivity analyses on the proposed RGC and feedback TIA circuit models across operating conditions. Blocker: Requires the exact custom IC netlists and component models developed in the thesis

High-Speed Optoelectronic Detector Front-End for Optical Coherence Tomography Applications · Harvard

Left open

Calibrate the Opisthorchis viverrini spatial renewal model against empirical infection data from the Lower Mekong Basin using sequential Monte Carlo. Blocker: Access to empirical Opisthorchis viverrini surveillance and mobility data from the Lower Mekong Basin in Laos.

Infectious disease spread in connected communities · EPFL

Left open

Test practical identifiability of SEIR and GRM epidemic model parameters using a Monte Carlo simulation approach. Blocker: None

Validating Forecasting Strategies of Simple Epidemic Models on the 2015-2016 Zika Epidemic · Virginia Tech

Left open

Compare Monte Carlo approximations of crop insurance premiums from the fitted bivariate jump-diffusion model to empirical USDA premium values. Blocker: None

Statistical applications in actuarial science: From cryptocurrency to meme stocks to crop insurance · Iowa State

Left open

Evaluate pressure function equilibria using stochastic microsimulation with Monte Carlo modeling baseline and stochastic origin-destination demand. Blocker: None

Bridging the gap: unifying transportation planning and operations through enhanced travel demand modeling · UT Austin

Left open

Develop alternative coupling methods for Multi-Level Monte Carlo to restore variance decay in chaotic and turbulent high Reynolds number fluid flow simulations. Blocker: The unfinished work proposes a broad research direction without specifying concrete coupling formulations or validation benchmark cases

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation · EPFL

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