English
Related papers

Related papers: Robust Parameter Selection for Parallel Tempering

200 papers

The dynamics of non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The…

Disordered Systems and Neural Networks · Physics 2015-06-17 Hamed Mahmoudi , David Saad

Recent work has shown constrained Bayesian optimization to be a powerful technique for the optimization of industrial processes. In complex manufacturing processes, the possibility to run extensive sequences of experiments with the goal of…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Xavier Guidetti , Alisa Rupenyan , Lutz Fassl , Majid Nabavi , John Lygeros

We present an optimized version of a cluster labeling algorithm previously introduced by the authors. This algorithm is well suited for large-scale Monte Carlo simulations of spin models using cluster dynamics on parallel computers with…

High Energy Physics - Lattice · Physics 2015-06-25 M. Flanigan , P. Tamayo

The unconstrained ensemble describes completely open systems whose control parameters are chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of…

Statistical Mechanics · Physics 2021-06-30 Ivan Latella , Alessandro Campa , Lapo Casetti , Pierfrancesco Di Cintio , J. Miguel Rubi , Stefano Ruffo

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

Simulating thermal-equilibrium properties at finite temperature is crucial for studying quantum many-body systems. Quantum computers are expected to enable us to simulate large systems at finite temperatures, overcoming challenges faced by…

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

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…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

Parameterized artificial neural networks (ANNs) can be very expressive ansatzes for variational algorithms, reaching state-of-the-art energies on many quantum many-body Hamiltonians. Nevertheless, the training of the ANN can be slow and…

Quantum Physics · Physics 2025-06-04 Conor Smith , Quinn T. Campbell , Tameem Albash

Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…

Statistical Mechanics · Physics 2019-10-29 G. Palma , A. Riveros

The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for…

Statistical Mechanics · Physics 2017-04-18 Zilvinas Rimas , Sergei Taraskin

The results of numerical simulation using a modified Monte Carlo method with a heat bath algorithm for the pseudospin model of cuprates are presented. The temperature phase diagrams are constructed for various degrees of doping and for…

Superconductivity · Physics 2025-10-10 Yu. D. Panov , V. A. Ulitko , D. N. Yasinskaya , A. S. Moskvin

The quantum phase transition of the one-dimensional long-range transverse-field Ising model is explored by combining the quantum Monte Carlo method and stochastic parameter optimization, specifically achieved by tuning correlation ratios so…

Statistical Mechanics · Physics 2024-12-05 Sora Shiratani , Synge Todo

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

The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…

Statistical Mechanics · Physics 2015-06-24 P. H. L. Martins , J. A. Plascak

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

Computation · Statistics 2021-07-28 Saifuddin Syed , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

Recent years have seen a rise in the application of machine learning techniques to aid the simulation of hard-to-sample systems that cannot be studied using traditional methods. Despite the introduction of many different architectures and…

Disordered Systems and Neural Networks · Physics 2025-10-09 Luca Maria Del Bono , Federico Ricci-Tersenghi , Francesco Zamponi

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier
‹ Prev 1 3 4 5 6 7 10 Next ›