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Self-averaging of singular thermodynamic quantities at criticality for randomly and thermally diluted three dimensional Ising systems has been studied by the Monte Carlo approach. Substantially improved self-averaging is obtained for…

Statistical Mechanics · Physics 2009-10-31 M. I. Marques , J. A. Gonzalo

Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…

Computation · Statistics 2023-10-09 Jonas Latz , Doris Schneider , Philipp Wacker

This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy minimisation, with niching techniques from evolutionary…

Computation · Statistics 2026-04-09 Hugh J. Kinnear , F. A. DiazDelaO

Symmetry considerations and a direct, Hubbard-Stratonovich type, derivation are used to construct a replica field-theory relevant to the study of the spin glass transition of short range models in a magnetic field. A mean-field treatment…

Disordered Systems and Neural Networks · Physics 2009-11-07 T. Temesvari , C. De Dominicis , I. R. Pimentel

With the help of the replica exchange Monte Carlo method and the improved Monte Carlo renormalization-group scheme, we investigate over a wide area in the phase diagram of the Gaussian random field Ising model on the simple cubic lattice.…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Itakura

We present a study of the influence of different types of disorder on systems in the Ising universality class by employing both a dynamical field theory approach and extensive Monte Carlo simulations. We reproduce some well known results…

Condensed Matter · Physics 2009-10-31 Juan J. Alonso , Miguel A. Munoz

Kamenev and Mezard, and Yurkevich and Lerner, have recently shown how to reproduce the large-frequency asymptotics of the energy level correlations for disordered electron systems, by doing perturbation theory around the saddles of the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Martin R. Zirnbauer

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Systems and Control · Computer Science 2018-11-08 Shaunak D. Bopardikar

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

Simulated tempering is a widely used strategy for sampling from multimodal distributions. In this paper, we consider simulated tempering combined with an arbitrary local Markov chain Monte Carlo sampler and present a new decomposition…

Statistics Theory · Mathematics 2025-10-06 Jhanvi Garg , Krishna Balasubramanian , Quan Zhou

We show that in a hierarchical clustering model the low-order statistics of the density and the peculiar velocity fields can all be modelled semianalytically for a given cosmology and an initial density perturbation power spectrum $P(k)$.…

Astrophysics · Physics 2015-06-24 H. J. Mo , Y. P. Jing , G. Börner

The interplay between disorder, quantum fluctuations and dissipation is studied in the random transverse Ising chain coupled to a dissipative Ohmic bath with a real space renormalization group. A typically very large length scale, L*, is…

Disordered Systems and Neural Networks · Physics 2007-05-23 Gregory Schehr , Heiko Rieger

It has been proposed to investigate the equilibration properties of a small isolated quantum system by means of the matrix of asymptotic transition probabilities in some preferential basis. The trace $T$ of this matrix measures the degree…

Mesoscale and Nanoscale Physics · Physics 2017-08-21 J. M. Luck

We introduce a one dimensional disordered Ising model which at zero temperature is characterized by a non-trivial, non-self-averaging, overlap probability distribution when the impurity concentration vanishes in the thermodynamic limit. The…

Condensed Matter · Physics 2009-10-22 A. Crisanti , G. Paladin , M. Serva , A. Vulpiani

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

We train a set of Restricted Boltzmann Machines (RBMs) on one- and two-dimensional Ising spin configurations at various values of temperature, generated using Monte Carlo simulations. We validate the training procedure by monitoring several…

Computational Physics · Physics 2019-08-14 Guido Cossu , Luigi Del Debbio , Tommaso Giani , Ava Khamseh , Michael Wilson

We consider a Lattice Gas model in which the sites interact via infinite-ranged random couplings independently distributed with a Gaussian probability density. This is the Lattice Gas analogue of the well known Sherrington-Kirkpatrick Ising…

Statistical Mechanics · Physics 2009-10-30 Francesco M. Russo

We study the finite dimensional marginals of the Gibbs measure in the Hopfield model at low temperature when the number of patterns, $M$, is proportional to the volume with a sufficiently small proportionality constant $\a>0$. It is shown…

Disordered Systems and Neural Networks · Physics 2008-02-03 Anton Bovier , Veronique Gayrard

Using the random-cluster representation of the $q$-state Potts models we consider the pooling of data from cluster-update Monte Carlo simulations for different thermal couplings $K$ and number of states per spin $q$. Proper combination of…

Statistical Mechanics · Physics 2009-11-07 Martin Weigel , Wolfhard Janke , Chin-Kun Hu

The infinite-range-interaction Ising spin glass is considered in the presence of an external random magnetic field following a trimodal (three-peak) distribution. The model is studied through the replica method and phase diagrams are…

Statistical Mechanics · Physics 2009-10-31 J. M. de Araujo , F. D. Nobre , F. A. da Costa