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The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

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

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

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

We propose a method for Monte Carlo simulation of statistical physical models with discretized energy. The method is based on several ideas including the cluster algorithm, the multicanonical Monte Carlo method and its acceleration proposed…

Statistical Mechanics · Physics 2009-11-07 Chiaki Yamaguchi , Naoki Kawashima

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability…

Statistical Mechanics · Physics 2009-11-07 G. T. Barkema , Parthapratim Biswas , Henk van Beijeren

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

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…

We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

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

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

The output distribution of a neural network (NN) over the entire input space captures the complete input-output mapping relationship, offering insights toward a more comprehensive NN understanding. Exhaustive enumeration or traditional…

Artificial Intelligence · Computer Science 2023-02-22 Weitang Liu , Ying-Wai Li , Yi-Zhuang You , Jingbo Shang

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

In Wang-Landau type algorithms, Monte-Carlo updates are performed with respect to the density of states, which is iteratively refined during simulations. The partition function and thermodynamic observables are then obtained by standard…

High Energy Physics - Lattice · Physics 2015-09-29 Kurt Langfeld , Biagio Lucini , Roberto Pellegrini , Antonio Rago

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

The multiple range random walk algorithm recently proposed by Wang and Landau [Phys. Rev. Lett. 86, 2050 (2001)] is adapted to the computation of free energy profiles for molecular systems along reaction coordinates. More generally, we show…

Statistical Mechanics · Physics 2009-11-07 F. Calvo