Related papers: A simple protocol for the probability weights of t…

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…

This paper addresses the problem of state and parameter estimation for a class of second-order systems with single output. A new filtered transformation is proposed for the system via dynamic vector and matrix. In this method, the dynamics…

In replica exchange Monte Carlo (REM), tuning of the temperature set and the exchange scheduling are crucial in improving the accuracy and reducing calculation time. In multi-dimensional simulated tempering, the first order phase transition…

We present extensive Monte Carlo simulations on a two-dimensional XY model with a modified form of interaction potential. Thermodynamic quantities other than energy, specific heat etc (such as magnetization, susceptibility, fourth order…

In a previous contribution, Phys. Rev. Lett 107, 230601 (2011), we have proposed a method to treat first order phase transitions at low temperatures. It describes arbitrary order parameter through an analytical expression $W$, which depends…

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are…

We perform large scale simulations to characterize the transition in quenched QCD. It is shown by a rigorous finite size scaling that the transition is of first order. After this qualitative feature quantitative results are obtained with…

One-dimensional model of a system where first-order phase transition occurs is examined in the present paper. It is shown that basic properties of the phenomenon, such as a well defined temperature of transition, are caused both by…

Parallel tempering is a meta-algorithm for Markov Chain Monte Carlo that uses multiple chains to sample from tempered versions of the target distribution, enhancing mixing in multi-modal distributions that are challenging for traditional…

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

We consider the problem of online scheduling on a single machine in order to minimize weighted flow time. The existing algorithms for this problem (STOC '01, SODA '03, FOCS '18) all require exact knowledge of the processing time of each…

Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…

We applied the simulated tempering and magnetizing (STM) method to the two-dimensional three-state Potts model in an external magnetic field in order to perform further investigations of the STM's applicability. The temperature as well as…

Dynamic simulation plays a crucial role in power system transient stability analysis, but traditional numerical integration-based methods are time-consuming due to the small time step sizes. Other semi-analytical solution methods, such as…

We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is…

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

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…

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

The transition between the two phases of 4D Euclidean Dynamical Triangulation [1] was long believed to be of second order until in 1996 first order behavior was found for sufficiently large systems [3,4]. However, one may wonder if this…

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…