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In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…

Methodology · Statistics 2026-03-12 Minji Kim , Brendan Brown , Vladas Pipiras

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

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

A pair of complementary algorithms are presented. One of the pair is a fast method for connecting graphs with an edge. The other is a fast method for removing edges from a graph. Both algorithms employ the same tree based graph…

Data Structures and Algorithms · Computer Science 2009-11-13 Michael J. Lee

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

We consider a variation of the prototype combinatorial-optimisation problem known as graph-colouring. Our optimisation goal is to colour the vertices of a graph with a fixed number of colours, in a way to maximise the number of different…

Statistical Mechanics · Physics 2015-05-27 Alessandro Pelizzola , Marco Pretti , Jort van Mourik

We study a one-dimensional two-component Fermi gas in a harmonic trapping potential using finite temperature lattice quantum Monte Carlo methods. We are able to compute observables in the canonical ensemble via an efficient projective…

Quantum Gases · Physics 2023-09-14 Felipe Attanasio , Marc Bauer , Renzo Kapust , Jan M. Pawlowski

Using the randomized algorithm method developed by Duminil-Copin, Raoufi and Tassion (2019b), we exhibit sharp phase transition for the confetti percolation model. This provides an alternate proof, than that of Ahlberg, Tassion and Texeira…

Probability · Mathematics 2022-02-08 Partha Pratim Ghosh , Rahul Roy

We explore a bond percolation model on slabs $\mathbb{S}^+_k=\mathbb{Z}_+\times \mathbb{Z}_+\times\{0,\dots,k\}$ featuring one-dimensional inhomogeneities. In this context, a vertical column on the slab comprises the set of vertical edges…

Probability · Mathematics 2026-05-05 Matheus B. Castro , Rémy Sanchis , Roger W. C. Silva

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

Colouring the vertices of a graph $G$ according to certain conditions can be considered as a random experiment and a discrete random variable $X$ can be defined as the number of vertices having a particular colour in the proper colouring of…

General Mathematics · Mathematics 2017-06-09 N. K. Sudev , S. Satheesh , K. P. Chithra , Johan Kok

A novel method for extracting physical parameters from experimental and simulation data is presented. The method is based on statistical concepts and it relies on Monte Carlo simulation techniques. It identifies and determines with maximal…

High Energy Physics - Phenomenology · Physics 2012-05-31 C. N. Papanicolas , E. Stiliaris

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

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

Percolation phenomena of homopolymer brushes on a planar substrate are simulated using the molecular Monte Carlo method in 3 dimensions. The grafted polymers are isolated from each other at extremely low grafting density, whereas a…

Soft Condensed Matter · Physics 2014-02-07 Yuki Norizoe , Hiroshi Jinnai , Atsushi Takahara

We study the behaviour of the monopole at finite temperature in the (2+1)-dimensional lattice gauge theory dual to the percolation model; by exploiting the correspondences to statistical systems, we possess powerful tools to evaluate the…

High Energy Physics - Lattice · Physics 2009-02-05 Pietro Giudice , Ferdinando Gliozzi , Stefano Lottini

Monte Carlo simulations and finite-size scaling analysis have been carried out to study the critical behavior in a two-dimensional system of particles with two bonding sites that, by decreasing temperature or increasing density, polymerize…

Statistical Mechanics · Physics 2010-10-14 L. G. López , D. H. Linares , A. J. Ramirez-Pastor , S. A. Cannas

We introduce a system of parameters for the Monte Carlo generation of Lorentz invariant phase space that is particularly well-suited to the treatment of the infrared divergences that occur in the most singular, Born-like configurations of…

High Energy Physics - Phenomenology · Physics 2018-12-19 Peter Cox , Tom Melia