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Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…

High Energy Physics - Lattice · Physics 2009-11-10 J. Ambjorn , K. N. Anagnostopoulos , J. Nishimura , J. J. M. Verbaarschot

We propose a simple method to estimate the central charge of the conformal field theory corresponding to a critical point of a two-dimensional lattice model from Monte Carlo simulations. The main idea is to use the Wang-Landau…

Statistical Mechanics · Physics 2017-06-19 P. A. Belov , A. A. Nazarov , A. O. Sorokin

We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

We recently introduced a novel replica-exchange scheme in which an individual replica can sample from states encountered by other replicas at any previous time by way of a global configuration database, enabling the fast propagation of…

Computational Physics · Physics 2015-12-15 Thomas Vogel , Danny Perez

We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…

Discrete Mathematics · Computer Science 2024-03-20 Charilaos Efthymiou

We present here an extension of the Wang-Landau Monte Carlo method which allows us to get very accurate estimates of the full probability distributions of several observables after a quantum quench for large systems, whenever the relevant…

Statistical Mechanics · Physics 2015-06-09 Simone Ziraldo , Giuseppe E. Santoro

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…

Machine Learning · Computer Science 2026-02-23 Stefan Wahl , Raphaela Schenk , Ali Farnoud , Jakob H. Macke , Daniel Gedon

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

In this paper, an extension of the random field Ginzburg-Landau model on the hypercubic lattice is considered by adding $p$-spin ($p\geqslant 2$) interactions coupled to general disorders. This new model is called the random field…

Mathematical Physics · Physics 2021-04-14 Roberto Vila

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Statistical Mechanics · Physics 2015-06-25 Robert H. Swendsen , Jian-Sheng Wang , Shing-Te Li , Brian Diggs , Christopher Genovese , Joseph B. Kadane

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We use an efficient method that eases the daunting task of simulating dynamics in spin systems with long-range interaction. Our Monte Carlo simulations of the long-range Ising model for the nonequilibrium phase ordering dynamics in two…

Statistical Mechanics · Physics 2019-01-23 Henrik Christiansen , Suman Majumder , Wolfhard Janke

We present results of recent high-statistics Monte Carlo simulations of the Edwards-Anderson Ising spin-glass model in three and four dimensions. The study is based on a non-Boltzmann sampling technique, the multi-overlap algorithm which is…

Disordered Systems and Neural Networks · Physics 2007-05-23 Wolfhard Janke , Bernd A. Berg , Alain Billoire

The thermodynamics of the infinite-range Ising spin glass with p-spin interactions in the presence of an external magnetic field h is investigated analytically using the replica method. We give emphasis to the analysis of the transition…

Statistical Mechanics · Physics 2009-10-31 Viviane M de Oliveira , J F Fontanari

An numerical iterative framework for global modal stability analysis of compressible flows using a parallel environment is presented. The framework uses a matrix-free implementation to allow computations of large scale problems. Various…

Fluid Dynamics · Physics 2015-02-13 O. Henze , M. Lemke , J. Sesterhenn

Inverse rendering methods have achieved remarkable performance in reconstructing high-fidelity 3D objects with disentangled geometries, materials, and environmental light. However, they still face huge challenges in reflective surface…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Tengjie Zhu , Zhuo Chen , Jingnan Gao , Yichao Yan , Xiaokang Yang

We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…

Computational Physics · Physics 2020-03-18 Jiahao Xu , Alan M. Ferrenberg , David P. Landau
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