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Related papers: Population size bias in Diffusion Monte Carlo

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We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…

Statistical Mechanics · Physics 2011-07-28 Isadora R. Nogueira , Sidiney G. Alves , Silvio C. Ferreira

All-electron Fixed-node Diffusion Monte Carlo (FN-DMC) calculations for the nonrelativistic ground-state energy of the water molecule at equilibrium geometry are presented. The determinantal part of the trial wavefunction is obtained from a…

Chemical Physics · Physics 2016-05-25 Michel Caffarel , Thomas Applencourt , Emmanuel Giner , Anthony Scemama

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

Materials Science · Physics 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…

Chemical Physics · Physics 2017-04-26 Kittithat Krongchon , Brian Busemeyer , Lucas K. Wagner

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

Computation · Statistics 2007-11-02 Ajay Jasra , David A. Stephens , Chris C. Holmes

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

We report a systematic analysis of the performance of a widely used set of Dirac-Fock pseudopotentials for quantum Monte Carlo (QMC) calculations. We study each atom in the periodic table from hydrogen (Z=1) to mercury (Z=80), with the…

Materials Science · Physics 2016-10-28 N. D. Drummond , J. R. Trail , R. J. Needs

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Statistical Mechanics · Physics 2009-10-31 Kurt Binder , Erik Luijten , Marcus Müller , Nigel B. Wilding , Henk W. J. Blöte

We study symmetric sleepy random walkers, a model exhibiting an absorbing-state phase transition in the conserved directed percolation (CDP) universality class. Unlike most examples of this class studied previously, this model possesses a…

Statistical Mechanics · Physics 2015-03-19 Julio Cesar Mansur Filho , Ronald Dickman

We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…

Methodology · Statistics 2015-03-17 Gareth W. Peters , Geoff R. Hosack , Keith R. Hayes

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…

Machine Learning · Computer Science 2019-05-31 Krzysztof Choromanski , Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

Adaptive importance sampling (AIS) methods are increasingly used for the approximation of distributions and related intractable integrals in the context of Bayesian inference. Population Monte Carlo (PMC) algorithms are a subclass of AIS…

Computation · Statistics 2022-06-08 Víctor Elvira , Émilie Chouzenoux

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent…

Statistical Mechanics · Physics 2018-03-13 E. M. Inack , G. Giudici , T. Parolini , G. Santoro , S. Pilati

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

Piecewise deterministic Markov process samplers are attractive alternatives to Metropolis--Hastings algorithms. A central design question is how to incorporate partial velocity refreshment to ensure ergodicity without injecting excessive…

Probability · Mathematics 2026-02-20 Hirofumi Shiba , Kengo Kamatani

Using high precision Monte Carlo simulations and a mean-field theory, we explore coarsening phenomena in a simple driven diffusive system. The model is reminiscent of vehicular traffic on a two-lane ring road. At sufficiently high density,…

Statistical Mechanics · Physics 2009-11-11 I. T. Georgiev , B. Schmittmann , R. K. P. Zia

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs
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