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We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We study beryllium dihydride (BeH$_2$) and acetylene (C$_2$H$_2$) molecules using real-space diffusion Monte Carlo (DMC) method. The molecules serve as perhaps the simplest prototypes that illustrate the difficulties with biases in the…

We present a cluster kinetic Monte-Carlo algorithm for active matter systems of self-propelled particles with special focus on steric interactions. The kinetic event-chain algorithm is based on the event-chain Monte-Carlo method and is…

Soft Condensed Matter · Physics 2026-05-07 Nico Schaffrath , Thevashangar Sathiyanesan , Tobias A. Kampmann , Jan Kierfeld

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

Chemical Physics · Physics 2023-08-07 Weiluo Ren , Weizhong Fu , Xiaojie Wu , Ji Chen

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

An overview of advanced dynamical algorithms capable of spanning the widely disparate time scales that govern the decay of metastable phases in discrete spin models is presented. The algorithms discussed include constrained transfer-matrix,…

Materials Science · Physics 2015-06-25 M. A. Novotny

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows…

Quantum Physics · Physics 2025-01-29 Ivan P. Christov

Active work measures how far the local self-forcing of active particles translates into real motion. Using Population Monte Carlo methods, we investigate large deviations in the active work for repulsive active Brownian disks. Minimizing…

Statistical Mechanics · Physics 2019-02-12 Takahiro Nemoto , Étienne Fodor , Michael E. Cates , Robert L. Jack , Julien Tailleur

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2025-08-15 Dmitrii Dobrynin , Masoud Mohseni , John Paul Strachan

Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a…

Machine Learning · Computer Science 2026-05-14 Wessel L. van Nierop , Nir Shlezinger , Ruud J. G. van Sloun

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

We perform detailed computational and experimental measurements of the driven dynamics of a dense, uniform suspension of sedimented microrollers driven by a magnetic field rotating around an axis parallel to the floor. We develop a…

Soft Condensed Matter · Physics 2020-07-03 Brennan Sprinkle , Ernest B. van der Wee , Yixiang Luo , Michelle Driscoll , Aleksandar Donev

Colloids dispersed in nematic liquid crystals form topological composites in which colloid-associated defects mediate interactions while adhering to fundamental topological constraints. Better realising the promise of such materials…

Soft Condensed Matter · Physics 2024-04-16 Louise C. Head , Yair A. G. Fosado , Davide Marenduzzo , Tyler N. Shendruk

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

Diffusion quantum Monte Carlo (DMC) and coupled cluster theory [CCSD(T)] are widely-employed benchmark methods for noncovalent interactions (NCIs). However, recent studies have reported notable discrepancies across several hydrogen-bonded…

Chemical Physics · Physics 2026-04-07 Kousuke Nakano , Benjamin X. Shi , Dario Alfè , Andrea Zen

Progress in the research area of colloidal dispersions in external fields within the last years is reviewed. Colloidal dispersions play a pivotal role as model systems for phase transitions in classical statistical mechanics. In recent…

Soft Condensed Matter · Physics 2013-11-26 Hartmut Löwen