Related papers: Parameter estimation in a subcritical percolation …
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
We consider a recently introduced model of color-avoiding percolation defined as follows. Every edge in a graph $G$ is colored in some of $k\ge 2$ colors. Two vertices $u$ and $v$ in $G$ are said to be CA-connected if $u$ and $v$ may be…
The asymptotic behavior of the percolation threshold $p_c$ and its dependence upon coordination number $z$ is investigated for both site and bond percolation on four-dimensional lattices with compact extended neighborhoods. Simple…
We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modeled with a simple power-law power spectral…
In this work, we propose a smart idea to couple importance sampling and Multilevel Monte Carlo (MLMC). We advocate a per level approach with as many importance sampling parameters as the number of levels, which enables us to compute the…
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…
In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…
We propose a diagrammatic Monte Carlo approach for general spin-boson models, which can be regarded as a generalization of the strong-coupling expansion for fermionic impurity models. The algorithm is based on a self-consistently computed…
We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
Percolation in complex networks is viewed as both: a process that mimics network degradation and a tool that reveals peculiarities of the underlying network structure. During the course of percolation, networks undergo non-trivial…
We report on the exact treatment of a random-matrix representation of bond percolation model on a square lattice in two dimensions with occupation probability $p$. The percolation problem is mapped onto a random complex matrix composed of…
The divide and color model on a graph $G$ arises by first deleting each edge of $G$ with probability $1-p$ independently of each other, then coloring the resulting connected components (\emph{i.e.}, every vertex in the component) black or…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
We obtain confidence intervals for the location of the percolation phase transition in H\"aggstr\"om's divide and color model on the square lattice $\mathbb{Z}^2$ and the hexagonal lattice $\mathbb{H}$. The resulting probabilistic bounds…
For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…
We study FK-percolation where the edge parameters are chosen as independent random variables in the near-critical regime. We show that if these parameters satisfy a natural centering condition around the critical point, then the quenched…
We consider vertex percolation on pseudo-random $d-$regular graphs. The previous study by the second author established the existence of phase transition from small components to a linear (in $\frac{n}{d}$) sized component, at…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
The {\em acyclic chromatic number} of a graph is the least number of colors needed to properly color its vertices so that none of its cycles has only two colors. The {\em acyclic chromatic index} is the analogous graph parameter for edge…