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We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…

Machine Learning · Computer Science 2022-05-31 Rahul Madhavan , Hemanta Makwana

We present a finite-size scaling analysis of high-statistics Monte Carlo simulations of the three-dimensional randomly site-diluted and bond-diluted Ising model. The critical behavior of these systems is affected by slowly-decaying scaling…

Disordered Systems and Neural Networks · Physics 2011-02-16 Martin Hasenbusch , Francesco Parisen Toldin , Andrea Pelissetto , Ettore Vicari

We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…

Statistics Theory · Mathematics 2021-11-02 Juan Kuntz , Francesca R. Crucinio , Adam M. Johansen

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…

Statistical Mechanics · Physics 2008-03-04 Jacques Kotze

Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

We present a Monte Carlo study of the two-component $\phi^4$ model on the simple cubic lattice in three dimensions. By suitable tuning of the coupling constant $\lambda$ we eliminate leading order corrections to scaling. High statistics…

Statistical Mechanics · Physics 2009-10-31 M. Hasenbusch , T. Toeroek

We study the transverse-field Ising model on a square lattice with bond- and site-dilution at zero temperature by stochastic series expansion quantum Monte Carlo simulations. Tuning the transverse field $h$ and the dilution $p$, the quantum…

Strongly Correlated Electrons · Physics 2025-05-13 C. Krämer , M. Hörmann , K. P. Schmidt

We carry out a high-precision Monte Carlo simulation of the two-dimensional $O(3)$-invariant $\sigma$-model at correlation lengths $\xi$ up to $\sim 10^5$. Our work employs a new and powerful method for extrapolating finite-volume Monte…

High Energy Physics - Lattice · Physics 2009-10-22 Sergio Caracciolo , Robert G. Edwards , Andrea Pelissetto , Alan D. Sokal

Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…

Materials Science · Physics 2007-05-23 X. Zhang , M. A. Novotny

We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

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

We study the ferromagnetic transverse-field Ising model with quenched disorder at $T = 0$ in one and two dimensions by means of stochastic series expansion quantum Monte Carlo simulations using a rigorous zero-temperature scheme. Using a…

Strongly Correlated Electrons · Physics 2024-08-28 C. Krämer , J. A. Koziol , A. Langheld , M. Hörmann , K. P. Schmidt

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

We present a surprisingly simple approach to high-accuracy calculations of critical properties of the three-dimensional Ising model. The method uses a modified block-spin transformation with a tunable parameter to improve convergence in…

Statistical Mechanics · Physics 2017-05-24 Dorit Ron , Achi Brandt , Robert H. Swendsen

Finite-size effects in systems with diverging characteristic lengthscale have been addressed via state-of-the-art Monte Carlo and molecular dynamics simulations of various models exhibiting solid-solid, liquid-liquid and vapor-liquid…

Statistical Mechanics · Physics 2018-03-09 Subir K. Das , Sutapa Roy , Suman Majumder , Shaista Ahmad

The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…

Methodology · Statistics 2019-01-01 Claudia Di Caterina , Giuliana Cortese , Nicola Sartori

A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

We study the 3D Edwards-Anderson model with binary interactions by Monte Carlo simulations. Direct evidence of finite-size scaling is provided, and the universal finite-size scaling functions are determined. Using an iterative extrapolation…

Disordered Systems and Neural Networks · Physics 2007-05-23 Matteo Palassini , Sergio Caracciolo