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We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…

Computational Physics · Physics 2021-02-24 William Robert Saunders , James Grant , Eike Hermann Müller

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, which results in the…

Computation · Statistics 2023-06-22 Lawrence M. Murray , Sumeetpal Singh , Anthony Lee

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

Data Structures and Algorithms · Computer Science 2019-07-16 Weiming Feng , Thomas P. Hayes , Yitong Yin

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

Computation · Statistics 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

We present an algorithmic framework for a variant of the quantum Monte Carlo operator-loop algorithm, where non-local cluster updates are constructed in a way that makes each individual loop smaller. The algorithm is designed to increase…

Statistical Mechanics · Physics 2016-09-08 Ying-Jer Kao , Roger G. Melko

Couplings play a central role in contemporary Markov chain Monte Carlo methods and in the analysis of their convergence to stationarity. In most cases, a coupling must induce relatively fast meeting between chains to ensure good…

Methodology · Statistics 2021-02-04 John O'Leary

Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…

High Energy Physics - Lattice · Physics 2010-02-03 J. Ambjorn , K. N. Anagnostopoulos , J. Nishimura , J. J. M. Verbaarschot

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

Post-silicon clock tuning elements are widely used in high-performance designs to mitigate the effects of process variations and aging. Located on clock paths to flip-flops, these tuning elements can be configured through the scan chain so…

Hardware Architecture · Computer Science 2017-05-16 Bing Li , Ulf Schlichtmann

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

Statistical Mechanics · Physics 2009-11-11 Douglas J. Ashton , Lester O. Hedges , Juan P. Garrahan

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

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

Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…

Computation · Statistics 2022-01-21 Luca Martino

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

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