Related papers: Event-chain Monte Carlo algorithms for hard-sphere…
It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to their variance reduction…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…
We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in…
We present here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…
Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…
Event-driven molecular dynamics is a valuable tool in condensed and soft matter physics when particles can be modeled as hard objects or more generally if their interaction potential can be modeled in a stepwise fashion. Hard spheres model…
In recent years, a better understanding of the Monte Carlo method has provided us with many new techniques in different areas of statistical physics. Of particular interest are so called cluster methods, which exploit the considerable…
Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…
This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…
We present a nonlocal Monte Carlo algorithm with particle swaps that greatly accelerates thermalization of soft sphere binary mixtures in the glassy region. Our first results show that thermalization of systems of hundreds of particles is…
We analyze the convergence of the irreversible event-chain Monte Carlo algorithm for continuous spin models in the presence of topological excitations. In the two-dimensional XY model, we show that the local nature of the Markov-chain…
To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov…
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…
A simple and efficient algorithm of the molecular-dynamics simulation of the hard disk system based on the Event-Driven method is developed. From the analysis of algorithm, the complexity is O(log N) per 1 event, and the constant…
We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…