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We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

A method for exploring unstable structures generated by nonlinear dynamical systems is introduced. It is based on the sampling of initial conditions and parameters by Replica Exchange Monte Carlo (REM), and efficient both for the search of…

Statistical Mechanics · Physics 2009-11-13 Tatsuo Yanagita , Yukito Iba

The celebrated Monte Carlo method estimates an expensive-to-compute quantity by random sampling. Bandit-based Monte Carlo optimization is a general technique for computing the minimum of many such expensive-to-compute quantities by adaptive…

Machine Learning · Computer Science 2021-04-30 Vivek Bagaria , Tavor Z. Baharav , Govinda M. Kamath , David N. Tse

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…

Computation · Statistics 2020-03-10 Akihiko Nishimura , David Dunson

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…

Computation · Statistics 2024-01-03 William Ruth

Discontinuous visibility changes remain a major bottleneck when optimizing surfaces within a physically-based inverse renderer. Many previous works have proposed sophisticated algorithms and data structures to sample visibility silhouettes…

Computer Vision and Pattern Recognition · Computer Science 2025-04-30 Ziyi Zhang , Nicolas Roussel , Wenzel Jakob

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 montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We demonstrate the feasibility of performing sufficient configurational sampling of disordered oxides directly from first principles without resorting to the use of fitted models such as cluster expansion. This is achieved by harnessing the…

Materials Science · Physics 2019-01-30 Shusuke Kasamatsu , Osamu Sugino

This paper presents a comparative analysis of Sudoku-solving strategies, focusing on recursive backtracking and a heuristic-based constraint propagation method. Using a dataset of 500 puzzles across five difficulty levels (Beginner to…

Logic in Computer Science · Computer Science 2025-07-15 Apekshya Bhattarai , Dinisha Uprety , Pooja Pathak , Safal Narshing Shrestha , Salina Narkarmi , Sanjog Sigdel

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

We implemented the replica exchange Monte Carlo technique to produce the equation of state of hard 1:5 aspect-ratio oblate ellipsoids for a wide density range. For this purpose, we considered the analytical approximation of the overlap…

Mesoscale and Nanoscale Physics · Physics 2015-05-28 G. Odriozola , F. de J. Guevara-Rodríguez

The theory of stochastic resetting asserts that restarting a search process at certain times may accelerate the finding of a target. In the case of a classical diffusing particle trapped in a potential well, stochastic resetting may…

Dynamical Systems · Mathematics 2021-09-02 Julia Cantisán , Jesús M. Seoane , Miguel A. F. Sanjuán

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

We consider a new formulation of the stochastic coupled cluster method in terms of the similarity transformed Hamiltonian. We show that improvement in the granularity with which the wavefunction is represented results in a reduction in the…

Chemical Physics · Physics 2016-02-02 Ruth S. T. Franklin , James S. Spencer , Alberto Zoccante , Alex J. W. Thom

In this paper we report on an application of computer algebra in which mathematical puzzles are generated of a type that had been widely used in mathematics contests by a large number of participants worldwide. The algorithmic aspect of our…

Symbolic Computation · Computer Science 2016-08-03 Thomas Wolf , Chimaobi Amadi

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…

Quantum Physics · Physics 2021-01-04 Katsuhiro Endo , Taichi Nakamura , Keisuke Fujii , Naoki Yamamoto