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The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

Soft Condensed Matter · Physics 2009-08-12 Hauke Hinsch , Erwin Frey

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

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

In this paper, we study the evolution of tokens through the depth of encoder-only transformer models at inference time by modeling them as a system of particles interacting in a mean-field way and studying the corresponding dynamics. More…

Machine Learning · Computer Science 2025-09-30 Giuseppe Bruno , Federico Pasqualotto , Andrea Agazzi

We propose a new sampler that integrates the protocol of parallel tempering with the Nos\'e-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from complex posterior distributions with multiple isolated…

Machine Learning · Statistics 2018-12-10 Rui Luo , Qiang Zhang , Yuanyuan Liu

We study the performance of QCD simulations with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering on $10^4$ and $12^4$ lattices. In order to compare tempered with standard simulations,…

High Energy Physics - Lattice · Physics 2009-11-07 E. -M. Ilgenfritz , W. Kerler , M. Muller-Preussker , H. Stuben

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

Atmospheric and Oceanic Physics · Physics 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

We present a quantitative comparison between extensive Monte Carlo simulations and self-consistent field calculations on the phase diagram and wetting behavior of a symmetric, binary (AB) polymer blend confined into a film. The flat walls…

Statistical Mechanics · Physics 2009-10-31 M. Mueller , K. Binder

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

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Computation · Statistics 2026-01-26 Jakob Robnik , Uroš Seljak

Rapidly decreasing tempered stable distributions are useful models for financial applications. However, there has been no exact method for simulation available in the literature. We remedy this by introducing an exact simulation method in…

Probability · Mathematics 2021-02-09 Michael Grabchak

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…

Statistical Finance · Quantitative Finance 2014-05-30 Edit Rroji , Lorenzo Mercuri

In this paper, we provide bounds on the asymptotic variance for a class of sequential Monte Carlo (SMC) samplers designed for approximating multimodal distributions. Such methods combine standard SMC methods and Markov chain Monte Carlo…

Probability · Mathematics 2018-01-25 Daniel Paulin , Ajay Jasra , Alexandre Thiery

The dynamics of a polydisperse model glassformer are investigated by augmenting molecular dynamics (MD) simulation with swap Monte Carlo (SMC). Three variants of the SMC algorithm are analyzed with regard to convergence and performance. We…

Soft Condensed Matter · Physics 2023-05-09 Niklas Küchler , Jürgen Horbach

The sampling problem lies at the heart of atomistic simulations and over the years many different enhanced sampling methods have been suggested towards its solution. These methods are often grouped into two broad families. On the one hand…

Computational Physics · Physics 2020-11-25 Michele Invernizzi , Pablo Miguel Piaggi , Michele Parrinello

We present results of large-scale Monte Carlo simulations for a three-dimensional Ising model with short range interactions and planar defects, i.e., disorder perfectly correlated in two dimensions. We show that the phase transition in this…

Disordered Systems and Neural Networks · Physics 2009-11-10 Rastko Sknepnek , Thomas Vojta

We study the spectral gaps of parallel and simulated tempering chains targeting multimodal Gibbs measures. In particular, we consider chains constructed from Metropolis random walks that preserve the Gibbs distributions at a sequence of…

Probability · Mathematics 2026-04-07 Seungjae Son

The deconfinement transition is studied close to the continuum limit of SO(3) lattice gauge theory. High barriers for tunnelling among different twist sectors causing loss of ergodicity for local update algorithms are circumvented by means…

High Energy Physics - Lattice · Physics 2008-11-26 G. Burgio , M. Fuhrmann , W. Kerler , M. Muller-Preussker

This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications, and they appear in analysis of data resulting from…

Computation · Statistics 2024-10-02 Fatemeh Yaghoobi , Simo Särkkä

The results of numerical simulation using a modified Monte Carlo method with a heat bath algorithm for the pseudospin model of cuprates are presented. The temperature phase diagrams are constructed for various degrees of doping and for…

Superconductivity · Physics 2025-10-10 Yu. D. Panov , V. A. Ulitko , D. N. Yasinskaya , A. S. Moskvin