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We show that the Wang-Landau algorithm can be formulated as a stochastic gradient descent algorithm minimizing a smooth and convex objective function, of which the gradient is estimated using Markov chain Monte Carlo iterations. The…

Computation · Statistics 2020-03-11 Chenguang Dai , Jun S. Liu

We considered a higher-dimensional extension for the replica-exchange Wang-Landau algorithm to perform a random walk in the energy and magnetization space of the two-dimensional Ising model. This hybrid scheme combines the advantages of…

Monte Carlo simulation using the Wang-Landau algorithm has been performed in an one-dimensional Lebwohl-Lasher model. Both one-dimensional and two-dimensional random walks have been carried out. The results are compared with the exact…

Statistical Mechanics · Physics 2009-11-13 Kisor Mukhopadhyay , Nababrata Ghoshal , Soumen Kumar Roy

The density of states of continuous models is known to span many orders of magnitudes at different energies due to the small volume of phase space near the ground state. Consequently, the traditional Wang-Landau sampling which uses the same…

Statistical Mechanics · Physics 2013-11-20 Yang Wei Koh , Hwee Kuan Lee , Yutaka Okabe

Wang and Landau proposed recently, a simple and flexible non-Boltzmann Monte Carlo method for estimating the density of states, from which the macroscopic properties of a closed system can be calculated. They demonstrated their algorithm by…

Statistical Mechanics · Physics 2009-11-11 D. Jayasri , V. S. S. Sastry , K. P. N. Murthy

Monte Carlo algorithms such as the Wang-Landau algorithm and similar `entropic' methods are able to accurately sample the density of states of model systems and thereby give access to thermal equilibrium properties at any temperature.…

Statistical Mechanics · Physics 2014-01-28 Daniele Barettin , Paolo Sibani

It is shown in this work how the Wang-Landau algorithm can be parallelized through the concept of the micromagnetic ensemble, when the Hamiltonian contains both spin interaction and the external field terms, and thus energy-magnetization…

Statistical Mechanics · Physics 2013-02-12 Borko Stosic

We propose a method based on the Wang-Landau algorithm to numerically generate the spectral densities of random matrix ensembles. The method employs Dyson's log-gas formalism for random matrix eigenvalues and also enables one to…

Statistical Mechanics · Physics 2013-01-28 Santosh Kumar

By mixing the target posterior distribution with a surrogate distribution, of which the normalizing constant is tractable, we propose a method for estimating the marginal likelihood using the Wang-Landau algorithm. We show that a faster…

Computation · Statistics 2020-12-17 Chenguang Dai , Jun S. Liu

Monte Carlo simulation has been performed in one-dimensional Lebwohl-Lasher model and two dimensional XY-model using the Wang-Landau and the Wang-Landau-Transition-Matrix Monte Carlo methods. Random walk has been performed in the…

Statistical Mechanics · Physics 2010-05-27 Shyamal Bhar , Soumen Kumar Roy

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner

We implement a Wang-Landau sampling technique in quantum Monte Carlo (QMC) for the purpose of calculating the Renyi entanglement entropies and associated mutual information. The algorithm converges an estimate for an analogue to the density…

Statistical Mechanics · Physics 2013-01-23 Stephen Inglis , Roger G. Melko

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

Computation · Statistics 2021-01-05 Anirban Mondal , Kai Yin , Abhijit Mandal

Monte Carlo simulations using Wang-Landau sampling are performed to study three-dimensional chains of homopolymers on a lattice. We confirm the accuracy of the method by calculating the thermodynamic properties of this system. Our results…

Statistical Mechanics · Physics 2016-08-16 A. G. Cunha Netto , C. J. Silva , A. A. Caparica , R. Dickman

We investigate the behavior of the deviation of the estimator for the density of states (DOS) with respect to the exact solution in the course of Wang-Landau and Stochastic Approximation Monte Carlo (SAMC) simulations of the two-dimensional…

Statistical Mechanics · Physics 2017-03-08 Simon Schneider , Marco Mueller , Wolfhard Janke

Active Search has become an increasingly useful tool in information retrieval problems where the goal is to discover as many target elements as possible using only limited label queries. With the advent of big data, there is a growing…

Machine Learning · Statistics 2017-08-23 Sibi Venkatesan , James K. Miller , Jeff Schneider , Artur Dubrawski

A generalized approach to Wang-Landau simulations, macroscopically constrained Wang-Landau, is proposed to simulate the density of states of a system with multiple macroscopic order parameters. The method breaks a multidimensional…

Statistical Mechanics · Physics 2017-05-11 Chor-Hoi Chan , Gregory Brown , Per Arne Rikvold

We present an efficient Monte Carlo algorithm for determining the density of states which is based on the statistics of transition probabilities between states. By measuring the infinite temperature transition probabilities--that is, the…

Soft Condensed Matter · Physics 2009-11-10 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

We introduce a generic, parallel Wang-Landau method that is naturally suited to implementation on massively parallel, petaflop supercomputers. The approach introduces a replica-exchange framework in which densities of states for overlapping…

Computational Physics · Physics 2015-06-18 Ying Wai Li , Thomas Vogel , Thomas Wüst , David P. Landau
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