Related papers: Nested sampling, statistical physics and the Potts…
A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…
Physical mechanisms of phase separation in living systems can play key physiological roles and have recently been the focus of intensive studies. The strongly heterogeneous and disordered nature of such phenomena in the biological domain…
Iafrate, Miller, and Strauch [Equipartition and a Distribution for Numbers: A Statistical Model for Benford's Law," arXiv:1503.08259] construct and test a statistical model for partitioning a conserved quantity. One consequence of their…
Metropolis Hastings nested sampling evolves a Markov chain, accepting new points along the chain according to a version of the Metropolis Hastings acceptance ratio, which has been modified to satisfy the nested sampling likelihood…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
Change point analyses are concerned with identifying positions of an ordered stochastic process that undergo abrupt local changes of some underlying distribution. When multiple processes are observed, it is often the case that information…
We develop a statistical mechanical interpretation of algorithmic information theory by introducing the notion of thermodynamic quantities, such as free energy, energy, statistical mechanical entropy, and specific heat, into algorithmic…
We devise a hierarchy of computational algorithms to enumerate the microstates of a system comprising N independent, distinguishable particles. An important challenge is to cope with integers that increase exponentially with system size,…
Statistical mechanics and thermodynamics for ideal fractional exclusion statistics with mutual statistical interactions is studied systematically. We discuss properties of the single-state partition functions and derive the general form of…
A great many observables seen in intermediate energy heavy ion collisions can be explained on the basis of statistical equilibrium. Calculations based on statistical equilibrium can be implemented in microcanonical ensemble (energy and…
One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…
Stochastic multi-scale modeling and simulation for nonlinear thermo-mechanical problems of composite materials with complicated random microstructures remains a challenging issue. In this paper, we develop a novel statistical higher-order…
Nested stochastic modeling has been on the rise in many fields of the financial industry. Such modeling arises whenever certain components of a stochastic model are stochastically determined by other models. There are at least two main…
Boltzmann's principle is used to select the "most probable" realization (macrostate) of an isolated or closed thermodynamic system, containing a small number of particles ($N \llsp \infty$), for both classical and quantum statistics. The…
A Monte Carlo algorithm is proposed to simulate ferromagnetic q-state Potts model for any real q>0. A single update is a random sequence of disordering and deterministic moves, one for each link of the lattice. A disordering move attributes…
Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…
The simulated tempering (ST) is an important method to deal with systems whose phase spaces are hard to sample ergodically. However, it uses accepting probabilities weights which often demand involving and time consuming calculations. Here…
It was shown that in the canonical ensemble the simple exactly soluble statistical model of nuclei decay into nucleons, which is a limiting case of the statistical multifragmentation model, predicts the nuclear first order phase transition…