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Topological data analysis has emerged as a powerful tool for extracting the metric, geometric and topological features underlying the data as a multi-resolution summary statistic, and has found applications in several areas where data…

Probability · Mathematics 2024-02-16 Siddharth Vishwanath , Kenji Fukumizu , Satoshi Kuriki , Bharath Sriperumbudur

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin

We study the possibility of using multilevel algorithms for the computation of correlation functions of gradient flow observables. For each point in the correlation function an approximate flow is defined which depends only on links in a…

High Energy Physics - Lattice · Physics 2016-04-13 Miguel García Vera , Stefan Schaefer

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

Recent advances in the field of strongly correlated electron systems allow to access the entanglement properties of interacting fermionic models, by means of Monte Carlo simulations. We briefly review the techniques used in this context to…

Statistical Mechanics · Physics 2019-04-12 Francesco Parisen Toldin , Fakher F. Assaad

We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…

Chemical Physics · Physics 2022-08-17 Antoine Bienvenu , Jonas Feldt , Julien Toulouse , Roland Assaraf

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…

High Energy Physics - Lattice · Physics 2022-09-01 Lukas Kades , Martin Gärttner , Thomas Gasenzer , Jan M. Pawlowski

Variational minimization of tensor network states enables the exploration of low energy states of lattice gauge theories. However, the exact numerical evaluation of high-dimensional tensor network states remains challenging in general. In…

Quantum Physics · Physics 2020-10-12 Patrick Emonts , Mari Carmen Bañuls , J. Ignacio Cirac , Erez Zohar

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible…

Methodology · Statistics 2014-04-16 P. Alquier , N. Friel , R. Everitt , A. Boland

As one approaches the continuum limit, $QCD$ systems, investigated via numerical simulations, remain trapped in sectors of field space with fixed topological charge. As a consequence the numerical studies of physical quantities may give…

High Energy Physics - Lattice · Physics 2016-08-02 Alessandro Laio , Guido Martinelli , Francesco Sanfilippo

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time…

Machine Learning · Computer Science 2021-07-21 Sebastian Zeng , Florian Graf , Christoph Hofer , Roland Kwitt

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

The simulated self-assembly of molecular building blocks into functional complexes is a key area of study in computational biology and materials science. Self-assembly simulations of proteins using physically-motivated potentials for…

Soft Condensed Matter · Physics 2025-09-03 Ivan Spirandelli , Arnur Nigmetov , Dmitriy Morozov , Myfanwy E. Evans

In this manuscript, we describe a new configurational bias Monte Carlo technique for the simulation of peptides. We focus on the biologically relevant cases of linear and cyclic peptides. Our approach leads to an efficient,…

Soft Condensed Matter · Physics 2015-06-25 Michael W. Deem , Joel Bader

Torsional-space Monte Carlo simulations of flexible molecules are usually based on the assumption that all values of dihedral angles have equal probability in the absence of atomic interactions. In the present paper it is shown that this…

Chemical Physics · Physics 2007-05-23 Andreas Kraemer

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney
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