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Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…
We study two different versions of the site-diluted Ising model in three dimensions with long-range spatially correlated disorder by Monte Carlo means. We use finite-size scaling techniques to compute the critical exponents of these…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…
We start by discussing some theoretical issues of renormalization group transformations and Monte Carlo renormalization group technique. A method to compute the anomalous dimension is proposed and investigated. As an application, we find…
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the…
Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…
Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…
Extensive Monte Carlo simulations in the semi-grand-canonical ensemble are used to study the critical behavior of a three-dimensional compressible Ising model with antiferromagnetic interactions under constant volume conditions. Elastic…
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…
For systems with infinite-order phase transitions, in which an order parameter smoothly becomes nonzero, a new observable for finite-size scaling analysis is suggested. By construction this new observable has the favourable property of…
The corrections to finite-size scaling in the critical two-point correlation function G(r) of 2D Ising model on a square lattice have been studied numerically by means of exact transfer-matrix algorithms. The systems have been considered,…
Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…
High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…
Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…
We have tested the theoretical values of critical exponents, predicted for the three--dimensional Heisenberg model, based on the published Monte Carlo (MC) simulation data for the susceptibility. Two different sets of the critical exponents…
A microcanonical finite-size scaling ansatz is discussed. It exploits the existence of a well-defined transition point for systems of finite size in the microcanonical ensemble. The best data collapse obtained for small systems yields…
We propose a new efficient scheme for the quantum Monte Carlo study of quantum critical phenomena in quantum spin systems. Rieger and Young's Trotter-number-dependent finite-size scaling in quantum spin systems and Ito {\it et al.}'s…
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…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…