Related papers: Metropolis and Wang-Landau Algorithms
The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…
In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…
We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the…
Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…
Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…
The 1/t Wang-Landau algorithm is analyzed from the viewpoint of execution time and accuracy when it is used in computations of the density of states of a two-dimensional Ising model. We find that the simulation results have a systematic…
Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…
We describe the study of thermodynamics of materials using replica-exchange Wang-Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang-Landau Monte Carlo method. To evaluate the performance and…
In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
The configuration model is a cornerstone of statistical assessment of network structure. While the Chung-Lu model is among the most widely used configuration models, it systematically oversamples edges between large-degree nodes, leading to…
These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…
Triangulations are important objects of study in combinatorics, finite element simulations and quantum gravity, where its entropy is crucial for many physical properties. Due to their inherent complex topological structure even the number…
Numerical results for ground state and excited state properties (energies, double occupancies, and Matsubara-axis self energies) of the single-orbital Hubbard model on a two-dimensional square lattice are presented, in order to provide an…
We present a simple method to obtain optimal posterior distributions and improve the quality of Bayesian inference with reduced human and computational effort. Bayes' Theorem is reformulated in the language of statistical mechanics, wherein…
Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…
We estimated the residual entropy of ice Ih by the recently developed simulation protocol, namely, the combination of Replica-Exchange Wang-Landau algorithm and Multicanonical Replica-Exchange Method. We employed a model with the nearest…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
In many statistical learning problems, the target functions to be optimized are highly non-convex in various model spaces and thus are difficult to analyze. In this paper, we compute \emph{Energy Landscape Maps} (ELMs) which characterize…
This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…