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We present efficient algorithms to generate a bit string in which each bit is set with arbitrary probability. By adopting a hybrid algorithm, i.e., a finite-bit density approximation with correction techniques, we achieve 3.8 times faster…

Statistical Mechanics · Physics 2019-02-07 Hiroshi Watanabe , Satoshi Morita , Synge Todo , Naoki Kawashima

We propose a highly efficient "worm" like cluster Monte Carlo algorithm for the quantum rotor model in the link-current representation. We explicitly prove detailed balance for the new algorithm even in the presence of disorder. For the…

Strongly Correlated Electrons · Physics 2009-11-07 Fabien Alet , Erik S. Sorensen

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

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

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Statistical Mechanics · Physics 2009-10-31 S. Consta , N. B. Wilding , D. Frenkel , Z. Alexandrowicz

There is significant interest in rapid protein simulations because of the time-scale limitations of all-atom methods. Exploiting the low cost and great availability of computer memory, we report a Monte Carlo technique for incorporating…

Biological Physics · Physics 2008-12-04 Artem B. Mamonov , Divesh Bhatt , Derek J. Cashman , Daniel M. Zuckerman

A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…

Quantum Physics · Physics 2017-09-13 Christopher Granade , Nathan Wiebe

We propose a cluster simulation algorithm for statistical ensembles with fixed order parameter. We use the tethered ensemble, which features Helmholtz's effective potential rather than Gibbs's free energy, and in which canonical averages…

Statistical Mechanics · Physics 2009-07-17 Victor Martin-Mayor , David Yllanes

We present a Monte Carlo method to compute efficiently susceptibilites or covariances of two physical variables. The method relies on a generalization of the exchange cluster algorithm to any model of interacting particles with any $2$-body…

Computational Physics · Physics 2025-02-11 Assaraf Roland , Chevreau Hilaire

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiago P. Peixoto

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

As an extension of the former study on 2-dimensional systems, we simulate phase behavior of polymer-grafted colloidal particles in 3 dimensions by molecular Monte Carlo technique in the canonical ensemble. We use a spherically symmetric…

Soft Condensed Matter · Physics 2014-04-02 Yuki Norizoe , Toshihiro Kawakatsu

Techniques for approximately contracting tensor networks are limited in how efficiently they can make use of parallel computing resources. In this work we demonstrate and characterize a Monte Carlo approach to the tensor network…

Strongly Correlated Electrons · Physics 2017-10-12 William Huggins , C. Daniel Freeman , Miles Stoudenmire , Norm M. Tubman , K. Birgitta Whaley

We simulate structural phase behavior of polymer-grafted colloidal particles by molecular Monte Carlo technique. Interparticle potential, which has a finite repulsive square-step outside a rigid core of the colloid, was previously confirmed…

Soft Condensed Matter · Physics 2015-03-19 Yuki Norizoe , Toshihiro Kawakatsu

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Based on the scheme of variational Monte Carlo sampling, we develop an accurate and efficient two-dimensional tensor-network algorithm to simulate quantum lattice models. We find that Monte Carlo sampling shows huge advantages in dealing…

Strongly Correlated Electrons · Physics 2021-06-28 Wen-Yuan Liu , Yi-Zhen Huang , Shou-Shu Gong , Zheng-Cheng Gu

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A. Jalil , H. K. Lee , Y. Okabe

We discuss a new Monte Carlo algorithm for the simulation of complex fluids. This algorithm employs geometric operations to identify clusters of particles that can be moved in a rejection-free way. It is demonstrated that this geometric…

Statistical Mechanics · Physics 2015-06-25 Erik Luijten , Jiwen Liu

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel