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In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

We apply a real-space block renormalization group approach to study the critical properties of the random transverse-field Ising spin chain with multispin interactions. First we recover the known properties of the traditional model with…

Disordered Systems and Neural Networks · Physics 2025-03-25 Ferenc Iglói , Yu-Cheng Lin

Markov chain Monte Carlo (MCMC) is one of the most useful approaches to scientific computing because of its flexible construction, ease of use and generality. Indeed, MCMC is indispensable for performing Bayesian analysis. Two critical…

Computation · Statistics 2019-10-18 Vivekananda Roy

The previously developed n-vicinity method allows us to calculate accurately critical values of inverse temperatures for Ising models with short-range interaction. We generalize the method to the case of long-range interactions in spin…

Statistical Mechanics · Physics 2020-12-15 Inna Kaganowa , Boris Kryzhanovsky , Leonid Litinskii

We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The technique generalizes the notion of…

Numerical Analysis · Mathematics 2015-05-13 Jonathan B. Goodman , Kevin K. Lin

Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these…

Methodology · Statistics 2024-03-21 Bokgyeong Kang , John Hughes , Murali Haran

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

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

We study the three-dimensional Ising model at the critical point in the fixed-magnetization ensemble, by means of the recently developed geometric cluster Monte Carlo algorithm. We define a magnetic-field-like quantity in terms of…

Statistical Mechanics · Physics 2009-10-31 H. W. J. Blöte , J. R. Heringa , M. M. Tsypin

From condensed matter to quantum chromodynamics, multidimensional spins are a fundamental paradigm, with a pivotal role in combinatorial optimization and machine learning. Machines formed by coupled parametric oscillators can simulate spin…

Optics · Physics 2022-11-29 Marcello Calvanese Strinati , Claudio Conti

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

We present results of a Monte Carlo study for the ferromagnetic Ising model with long range interactions in two dimensions. This model has been simulated for a large range of interaction parameter $\sigma$ and for large sizes. We observe…

Statistical Mechanics · Physics 2012-07-06 Marco Picco

The dynamics of non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The…

Disordered Systems and Neural Networks · Physics 2015-06-17 Hamed Mahmoudi , David Saad

We use quantum Monte Carlo methods and various analytic approximations to solve the Ising spin-glass model in a transverse field in the disordered phase. We focus on the behavior of the frequency dependent susceptibility of the system above…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. J. Rozenberg , D. R. Grempel

Objective: Identifying the activity of motor neurons (MNs) non-invasively is possible by decomposing signals from muscles, e.g., surface electromyography (EMG) or ultrasound. The theoretical background of MN identification is convolutive…

Quantitative Methods · Quantitative Biology 2025-08-19 Thomas Klotz , Robin Rohlén

The practical problem of tracking a maneuvering aircraft during flight has always been a crucial task in order to safeguard airborne assets from unknown threats. Therefore, the need for an efficient target detection and identification…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Raja Manish , David Webster

Spin correlation functions (up to the 3-site one) of disordered Ising model with the nearest neighbour interaction are calculated and investigated within a two-site cluster approximation for both quenched and annealed cases. The approach…

Condensed Matter · Physics 2007-05-23 R. R. Levitskii , S. I. Sorokov

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…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Amit Ghosal , C. J. Umrigar , Hong Jiang , Denis Ullmo , Harold U. Baranger

Markov Chain Monte Carlo (MCMC) is a popular class of statistical methods for simulating autocorrelated draws from target distributions, including posterior distributions in Bayesian analysis. An important consideration in using simulated…

Methodology · Statistics 2017-06-16 Benjamin E. Deonovic , Brian J. Smith

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Alexander Lin , Demba Ba

The Ising model is of prime importance in the field of statistical mechanics. Here we show that Ising-type interactions can be realized in periodically-driven circuits of stochastic binary resistors with memory. A key feature of our…

Mesoscale and Nanoscale Physics · Physics 2023-10-03 V. J. Dowling , Y. V. Pershin