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We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…

High Energy Physics - Phenomenology · Physics 2015-06-12 Kevin Kroeninger , Steffen Schumann , Benjamin Willenberg

In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…

Disordered Systems and Neural Networks · Physics 2009-11-10 Lazaros K. Gallos

This paper discusses some convergence properties in the entropic sampling Monte Carlo methods with multiple random walkers, particularly in the Wang-Landau (WL) and $1/t$ algorithms. The classical algorithms are modified by the use of $m$…

Statistical Mechanics · Physics 2016-06-22 R. E. Belardinelli , V. D. Pereyra

Both resources in the natural environment and concepts in a semantic space are distributed "patchily", with large gaps in between the patches. To describe people's internal and external foraging behavior, various random walk models have…

Machine Learning · Computer Science 2017-10-17 Jian-Qiao Zhu , Adam N. Sanborn , Nick Chater

Tensor network states are powerful variational ans\"atze for many-body ground states of quantum lattice models. The use of Monte Carlo sampling techniques in tensor network approaches significantly reduces the cost of tensor contractions,…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr

Graph-SLAM is a well-established algorithm for constructing a topological map of the environment while simultaneously attempting the localisation of the robot. It relies on scan matching algorithms to align noisy observations along robot's…

Robotics · Computer Science 2022-01-20 Giorgio Iavicoli , Claudio Zito

Path sampling allows the study of rare events like chemical reactions, nucleation and protein folding via a Monte Carlo (MC) exploration in path space. Instead of configuration points, this method samples short molecular dynamics (MD)…

Chemical Physics · Physics 2023-01-25 Daniel T. Zhang , Enrico Riccardi , Titus S. van Erp

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

We propose a Monte Carlo method which performs a random walk in energy space using cluster-like collective updates. By imposing that bond probabilities depend continuously on the microcanonical temperature, we obtain dynamic exponents close…

Statistical Mechanics · Physics 2007-05-23 Sylvain Reynal , Hung-The Diep

Asymptotically-optimal motion planners such as RRT* have been shown to incrementally approximate the shortest path between start and goal states. Once an initial solution is found, their performance can be dramatically improved by…

Robotics · Computer Science 2017-10-18 Daqing Yi , Rohan Thakker , Cole Gulino , Oren Salzman , Siddhartha Srinivasa

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

1. Temporal trends in species distributions are necessary for monitoring changes in biodiversity, which aids policymakers and conservationists in making informed decisions. Dynamic species distribution models are often fitted to ecological…

Applications · Statistics 2024-01-15 Kwaku Peprah Adjei , Rob Cooke , Nick Isaac , Robert B. O'Hara

The uniform sampling of convex regions in high dimension is an important computational issue, from both theoretical and applied point of view. The hit-and-run montecarlo algorithms are the most efficient methods known to perform it and one…

Statistical Mechanics · Physics 2015-06-18 G. De Concini , D. De Martino

We present a Monte Carlo study of the fractal geometry of clusters formed by discrete-time simple random walks (sRW) of $L^2$ steps on a periodic square $L\times L$ lattice. We verify with high precision that the asymptotic behavior of the…

Statistical Mechanics · Physics 2026-04-24 Jiang Zhou , Ziru Deng , Pengcheng Hou

Tree graphs are routinely used in statistics. When estimating a Bayesian model with a tree component, sampling the posterior remains a core difficulty. Existing Markov chain Monte Carlo methods tend to rely on local moves, often leading to…

Methodology · Statistics 2025-02-05 Edric Tam , David B. Dunson , Leo L. Duan