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We describe a new algorithm, VEGAS+, for adaptive multidimensional Monte Carlo integration. The new algorithm adds a second adaptive strategy, adaptive stratified sampling, to the adaptive importance sampling that is the basis for its…

Computational Physics · Physics 2021-05-13 G. Peter Lepage

We analyze the full replica symmetry breaking (full--RSB) free energy functional for the Ising spin glass on a random regular graph proposed by the author in \cite{MyPaper}. We prove that the full--RSB formulation provides an improvement…

Probability · Mathematics 2025-08-26 Francesco Concetti

Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…

Computation · Statistics 2014-05-27 Jean-Michel Marin , Pierre Pudlo , Mohammed Sedki

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

Computation · Statistics 2011-10-04 Jean-Marie Cornuet , Jean-Michel Marin , Antonietta Mira , Christian P. Robert

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

The results of analytical approximations and extensive calculations based on a path integral Monte Carlo (PIMC) scheme are presented. A new (direct) PIMC method allows for a correct determination of thermodynamic properties such as energy…

Astrophysics · Physics 2007-05-23 V. Filinov , M. Bonitz , D. Kremp , W. -D. Kraeft , V. Fortov

A Monte Carlo Renormalization Group algorithm is used on the Ising model to derive critical exponents and the critical temperature. The algorithm is based on a minimum relative entropy iteration developed previously to derive potentials…

Computational Physics · Physics 2007-05-23 John P. Donohue

We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…

Statistical Mechanics · Physics 2011-08-08 Aleksandar Bogojevic , Ivana Vidanovic , Antun Balaz , Aleksandar Belic

We investigate the properties of two standard energy estimators used in path-integral Monte Carlo simulations. By disentangling the variance of the estimators and their autocorrelation times we analyse the dependence of the performance on…

Condensed Matter · Physics 2009-10-30 Wolfhard Janke , Tilman Sauer

A method is proposed to handle the sign problem in the simulation of systems having indefinite or complex-valued measures. In general, this new approach, which is based on renormalisation blocking, is shown to yield statistical errors…

High Energy Physics - Lattice · Physics 2009-10-28 J. F. Markham , T. D. Kieu

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational…

Machine Learning · Statistics 2019-07-19 Adam Goliński , Frank Wood , Tom Rainforth

This article discusses partition function of monatomic ideal gas which is given in Statistical Physisc at Physics Department, Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Indonesia. Students in general are not…

Popular Physics · Physics 2011-10-10 Siti Nurul Khotimah , Sparisoma Viridi

We compare the semiclassical Hartree-Fock approximation for a trapped Bose gas to a direct Path Integral Quantum Monte Carlo simulation. The chosen parameters correspond to current Rb experiments. We observe corrections to the mean-field…

Statistical Mechanics · Physics 2009-10-31 Markus Holzmann , Werner Krauth , Martin Naraschewski

The alternative replica technique which involve summation over all integer momenta of the partition function and which does not require analytic continuation to non-integer values of the replica parameter $n$ is discussed. In terms of this…

Disordered Systems and Neural Networks · Physics 2015-05-27 Victor Dotsenko

We employ a procedure that enables us to calculate the excess free energies for a finite Ising cylinder with domain walls analytically. This procedure transparently covers all possible configurations of the domain walls under given boundary…

Statistical Mechanics · Physics 2025-06-23 Alessio Squarcini , Piotr Nowakowski , Douglas B. Abraham , Anna Maciołek

Four-dimensional renormalized (FDR) integrals play an increasingly important role in perturbative loop calculations. Thanks to them, loop computations can be performed directly in four dimensions and with no ultraviolet (UV) counterterms.…

High Energy Physics - Theory · Physics 2015-09-07 Roberto Pittau

Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and…

Computation · Statistics 2022-02-14 F. Llorente , L. Martino , D. Delgado , G. Camps-Valls

Smooth, highly accurate analytical representations of Fermi-Dirac (FD) integral combinations important in free-energy density functional calculations are presented. Specific forms include those that occur in the local density approximation…

Computational Physics · Physics 2015-04-21 Valentin V. Karasiev , Debajit Chakraborty , S. B. Trickey

We construct a particle integrator for nonrelativistic particles by means of the splitting method based on the exact flow of the equation of motion of particles in the presence of constant electric and magnetic field. This integrator is…

Plasma Physics · Physics 2021-08-06 Tsunehiko N. Kato , Seiji Zenitani

This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact…

Information Theory · Computer Science 2020-07-15 Neri Merhav , Igal Sason