Related papers: Maximum-entropy Monte Carlo method for the inversi…
Monte Carlo simulations of finite density systems are often plagued by the complex action problem. We point out that there exists certain non-commutativity in the zero chemical potential limit and the thermodynamic limit when one tries to…
Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…
We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…
Many important quantities in quantum information science, such as entropy and entanglement, are non-linear functions of the density matrix and cannot be expressed as operator observables. Standard open-system approaches evolve only a single…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
With use of the Second Inverse Maximum Entropy Principle we find entropy functions for systems with fractal distribution functions with order parameter $q$. We compare these entropy functions with those given by the Bose-Einstein and…
We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…
We derive a functional for the entropy contributed by any microscopic degrees of freedom as arising from their measurable pair correlations. Applicable both in and out of equilibrium, this functional yields the maximum entropy which a…
The dynamics of magnetic reversal process plays an important role in the design of the magnetic recording devices in the long time scale limit. In addition to long time scale, microscopic effects such as the entropic effect become important…
For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…
The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…
Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…
Entropy is a fundamental concept in quantum information theory that allows to quantify entanglement and investigate its properties, for example its monogamy over multipartite systems. Here, we derive variational formulas for relative…
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…
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…
In this study, a variational method for the inverse problem of self-assembly, i.e., a reconstruction of the interparticle interaction potential of a given structure, is applied to three-dimensional crystals. According to the method, the…
Transitions between ``glassy'' local minima of a model free-energy functional for a dense hard-sphere system are studied numerically using a ``microcanonical'' Monte Carlo method that enables us to obtain the transition probability as a…
By developing a method to represent the Renyi entropies via a replica-trick on classical statistical mechanical systems, we introduce a procedure to calculate the Renyi Mutual Information in any Monte Carlo simulation. Through simulations…
We consider the problem of including $\Lambda$ hyperons into the ab initio framework of nuclear lattice effective field theory. In order to avoid large sign oscillations in Monte Carlo simulations, we make use of the fact that the number of…
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…