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Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…

Computation · Statistics 2025-12-22 Kevin Bitterlich , Daniel Rudolf , Björn Sprungk

In this paper, we build and explore supervised learning models of ferromagnetic system behavior, using Monte-Carlo sampling of the spin configuration space generated by the 2D Ising model. Given the enormous size of the space of all…

Statistical Mechanics · Physics 2017-09-06 Nataliya Portman , Isaac Tamblyn

The problem of sampling edge-colorings of graphs with maximum degree $\Delta$ has received considerable attention and efficient algorithms are available when the number of colors is large enough with respect to $\Delta$. Vizing's theorem…

Data Structures and Algorithms · Computer Science 2025-01-22 Lucas De Meyer , František Kardoš , Aurélie Lagoutte , Guillem Perarnau

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Machine Learning · Statistics 2012-11-21 A. Gokcen Mahmutoglu , Alper T. Erdogan , Alper Demir

Parallel tempering Monte Carlo simulations have been applied to a variety of systems presenting rugged free-energy landscapes. Despite this, its efficiency depends strongly on the temperature set. With this query in mind, we present a…

Statistical Mechanics · Physics 2011-09-20 Carlos E. Fiore

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Sampling techniques are used in many fields, including design of experiments, image processing, and graphics. The techniques in each field are designed to meet the constraints specific to that field such as uniform coverage of the range of…

Machine Learning · Computer Science 2023-06-08 Chandrika Kamath

Simulated tempering is a widely used strategy for sampling from multimodal distributions. In this paper, we consider simulated tempering combined with an arbitrary local Markov chain Monte Carlo sampler and present a new decomposition…

Statistics Theory · Mathematics 2025-10-06 Jhanvi Garg , Krishna Balasubramanian , Quan Zhou

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-01-11 S. Hissoiny , P. Després , B. Ozell

When auditing a redistricting plan, a persuasive method is to compare the plan with an ensemble of neutrally drawn redistricting plans. Ensembles are generated via algorithms that sample distributions on balanced graph partitions. To audit…

Physics and Society · Physics 2024-02-01 Gabriel Chuang , Gregory Herschlag , Jonathan C. Mattingly

Particle filtering is a powerful tool for target tracking. When the budget for observations is restricted, it is necessary to reduce the measurements to a limited amount of samples carefully selected. A discrete stochastic nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Antoine Aspeel , Amaury Gouverneur , Raphaël M. Jungers , Benoît Macq

Monte Carlo rendering and modern generative models both transform uncertain states into structured images, yet they are usually studied as separate processes. We introduce Monte Carlo Transport Scheduling, a framework that treats…

Computer Vision and Pattern Recognition · Computer Science 2026-05-26 Junwei Shu , Wenjie Liu , Hantang Liu , Changbo Wang , Yang Li

We propose a novel Metropolis-Hastings algorithm to sample uniformly from the space of correlation matrices. Existing methods in the literature are based on elaborated representations of a correlation matrix, or on complex parametrizations…

Computation · Statistics 2019-10-18 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo…

Other Computer Science · Computer Science 2020-04-24 James Timothy Meech , Phillip Stanley-Marbell

Genetic Algorithms (GAs) are used to solve search and optimization problems in which an optimal solution can be found using an iterative process with probabilistic and non-deterministic transitions. However, depending on the problem's…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-23 Matheus F. Torquato , Marcelo A. C. Fernandes

We present a genetic algorithm for the atomistic design and global optimisation of substitutionally disordered bulk materials and surfaces. Premature convergence which hamper conventional genetic algorithms due to problems with…

Materials Science · Physics 2008-09-10 Chris E. Mohn , Walter Kob

Genetic Programming (GP) is a computationally intensive technique which is naturally parallel in nature. Consequently, many attempts have been made to improve its run-time from exploiting highly parallel hardware such as GPUs. However, a…

Neural and Evolutionary Computing · Computer Science 2018-09-21 Darren M. Chitty

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot
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