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We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Rydberg atom arrays have emerged as a powerful platform to simulate a number of exotic quantum ground states and phase transitions. To verify these capabilities numerically, we develop a versatile quantum Monte Carlo sampling technique…

Strongly Correlated Electrons · Physics 2026-01-28 Pranay Patil

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

This paper presents a model for a dynamical system where particles dominate edges in a complex network. The proposed dynamical system is then extended to an application on the problem of community detection and data clustering. In the case…

Social and Information Networks · Computer Science 2017-05-17 Paulo Roberto Urio , Zhao Liang

We present a cluster kinetic Monte-Carlo algorithm for active matter systems of self-propelled particles with special focus on steric interactions. The kinetic event-chain algorithm is based on the event-chain Monte-Carlo method and is…

Soft Condensed Matter · Physics 2026-05-07 Nico Schaffrath , Thevashangar Sathiyanesan , Tobias A. Kampmann , Jan Kierfeld

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

Soft Condensed Matter · Physics 2011-07-08 Hsiao-Ping Hsu

The swap Monte Carlo algorithm introduces non-physical dynamic rules to accelerate the exploration of the configuration space of supercooled liquids. Its success raises deep questions regarding the nature and physical origin of the slow…

Soft Condensed Matter · Physics 2024-12-17 Kumpei Shiraishi , Ludovic Berthier

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

Dynamic networks, especially those representing social networks, undergo constant evolution of their community structure over time. Nodes can migrate between different communities, communities can split into multiple new communities,…

Social and Information Networks · Computer Science 2017-08-29 Timothy La Fond , Geoffrey Sanders , Christine Klymko , Van Emden Henson

Efficient stochastic simulation algorithms are of paramount importance to the study of spreading phenomena on complex networks. Using insights and analytical results from network science, we discuss how the structure of contacts affects the…

Physics and Society · Physics 2019-07-24 Guillaume St-Onge , Jean-Gabriel Young , Laurent Hébert-Dufresne , Louis J. Dubé

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

Dynamic graph clustering aims to detect and track time-varying clusters in dynamic graphs, revealing the evolutionary mechanisms of complex real-world dynamic systems. Matrix factorization-based methods are promising approaches for this…

Machine Learning · Computer Science 2025-02-11 Dongyuan Li , Satoshi Kosugi , Ying Zhang , Manabu Okumura , Feng Xia , Renhe Jiang

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

In the correlation clustering problem for complete signed graphs, the input is a complete signed graph with edges weighted as $+1$ (denote recommendation to put this pair in the same cluster) or $-1$ (recommending to put this pair of…

Data Structures and Algorithms · Computer Science 2022-11-15 Ali Shakiba

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

We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

Graph clustering is widely used in many data analysis applications. In this paper we propose several parallel graph clustering algorithms based on Monte Carlo simulations and expectation maximization in the context of stochastic block…

Data Structures and Algorithms · Computer Science 2016-09-05 Frederic Prost , Jisang Yoon

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

Ensuring uninterrupted data flow in modern networks requires robust fault-tolerant mechanisms, especially in environments where reliability and responsiveness are critical. This paper presents the design and simulation of a fault-tolerant…

Networking and Internet Architecture · Computer Science 2025-08-21 Terlumun Gbaden , Mterorga Ukor , Grace Erdoo Ateata