Related papers: Density-of-states
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
One of the distinctive feature of the QCD phase diagram is the possible emergence of a critical endpoint. The critical region around the critical point and the path dependency of the critical exponents is investigated within effective…
Lattice simulations of non-zero density QCD introduce the so-called sign problem (complex or negative probabilities), which invalidates importance sampling methods. To circumvent this, we use the Complex Langevin Equation (CLE), to measure…
This paper studies the limitations of the generic approaches to solving cryptographic problems in classical and quantum settings in various models. - In the classical generic group model (GGM), we find simple alternative proofs for the…
We address the issue of accurately treating interaction effects in the mesoscopic regime by investigating the ground state properties of isolated irregular quantum dots. Quantum Monte Carlo techniques are used to calculate the distributions…
A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
The sign problem is notorious in Monte Carlo simulations of lattice QCD with the finite density, lattice field theory (LFT) with a $\theta$ term and quantum spin models. In this report, to deal with the sign problem, we apply the maximum…
Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…
Quasi-Monte Carlo (QMC) integration over unbounded domains $\mathbb{R}^s$ remains challenging due to the high dimensionality of sampling space and the boundary growth of the integrand. In applications such as uncertainty quantification…
We argue the sign problem of the fermion determinant at finite density. It is unavoidable not only in Monte-Carlo simulations on the lattice but in the mean-field approximation as well. A simple model deriving from Quantum Chromodynamics…
The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…
A Metropolis Monte Carlo algorithm is given for the case of a complex phase space weight, which applies generally in quantum statistical mechanics. Computer simulations using Lennard-Jones $^4$He near the $\lambda$-transition, including an…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with…
We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…
This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…
This survey gives an overview of Monte Carlo methodologies using surrogate models, for dealing with densities which are intractable, costly, and/or noisy. This type of problem can be found in numerous real-world scenarios, including…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…