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We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

This paper presents a systematic study of the application of convolutional neural networks (CNNs) as an efficient and versatile tool for the analysis of critical and low-temperature phase states in spin system models. The problem of…

Computational Physics · Physics 2025-12-09 Dmitrii Kapitan , Pavel Ovchinnikov , Konstantin Soldatov , Petr Andriushchenko , Vitalii Kapitan

We discuss the status of Monte Carlo simulations of (mainly finite dimensional) spin glass systems. After a short historical note and a brief theoretical introduction we start by discussing the (crucial) 3D case: the warm phase, the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Enzo Marinari , Giorgio Parisi , Juan Ruiz-Lorenzo

An approximate numerical approach to spin models is proposed, in which the original lattice is transformed into a tree. This method is applied to the Edwards-Anderson spin glass model in two and three dimensions. It captures the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Naoki Kawashima

We report the results of Monte Carlo simulations on several spin glass models at low temperatures. By using the parallel tempering (Exchange Monte Carlo) technique we are able to equilibrate down to low temperatures, for moderate sizes, and…

Disordered Systems and Neural Networks · Physics 2007-05-23 Helmut G. Katzgraber , Matteo Palassini , A. P. Young

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

Policy-guided Monte Carlo is an adaptive method to simulate classical interacting systems. It adjusts the proposal distribution of the Metropolis-Hastings algorithm to maximize the sampling efficiency, using a formalism inspired by…

Soft Condensed Matter · Physics 2024-08-23 Leonardo Galliano , Riccardo Rende , Daniele Coslovich

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

By means of parallel tempering Monte Carlo simulations we find strong evidence for a finite-temperature spin-glass transition in a system of diluted classical Heisenberg dipoles randomly placed on the sites of a simple cubic lattice. We…

Disordered Systems and Neural Networks · Physics 2009-12-18 Pawel Stasiak , Michel J. P. Gingras

The Quantum Monte Carlo method for spin 1/2 fermions at finite temperature is formulated for dilute systems with an s-wave interaction. The motivation and the formalism are discussed along with descriptions of the algorithm and various…

Statistical Mechanics · Physics 2009-02-05 Aurel Bulgac , Joaquin E. Drut , Piotr Magierski

Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…

Statistical Mechanics · Physics 2013-01-23 Ike Q. Sikakana

A Monte Carlo computer simulation algorithm in classical phase space is given for the treatment of quantum systems. The non-commutativity of position and momentum is accounted for by a mean field approach and instantaneous effective…

Quantum Physics · Physics 2018-12-11 Phil Attard

We propose a novel computational strategy to study the glass transition of molecular fluids. Our approach combines the construction of simple yet realistic models with the development of Monte Carlo algorithms to accelerate equilibration…

Statistical Mechanics · Physics 2026-03-31 Romain Simon , Jean-Louis Barrat , Ludovic Berthier

Finite-temperature phase transitions in quasi-one-dimensional quarter-filled systems are investigated by the extended Hubbard model with electron-lattice coupling. Using a quantum Monte Carlo method combined with the inter-chain mean-field…

Strongly Correlated Electrons · Physics 2008-11-11 Yuichi Otsuka , Hitoshi Seo , Yukitoshi Motome , Takeo Kato

We derive the equilibrium phase diagram of the classical dipolar Ising antiferromagnet at the mean-field level on a geometry that mimics the two dimensional Kagome lattice. Our mean-field treatment is based on the combination of the cluster…

Statistical Mechanics · Physics 2020-05-20 Leticia F. Cugliandolo , Laura Foini , Marco Tarzia

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

We present a new implementation of the Cluster Variational Method (CVM) as a message passing algorithm. The kind of message passing algorithms used for CVM, usually named Generalized Belief Propagation, are a generalization of the Belief…

Disordered Systems and Neural Networks · Physics 2017-04-27 Eduardo Dominguez , Alejandro Lage-Castellanos , Roberto Mulet , Federico Ricci-Tersenghi