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A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

We obtain quenched hitting distributions to be compound Poissonian for a certain class of random dynamical systems. The theory is general and designed to accommodate non-uniformly expanding behavior and targets that do not overlap much with…

Dynamical Systems · Mathematics 2024-02-06 Lucas Amorim , Nicolai Haydn , Sandro Vaienti

The Kato-Bloch perturbation formalism is used to present a density-matrix renormalization-group (DMRG) method for strongly anisotropic two-dimensional systems. This method is used to study Heisenberg chains weakly coupled by the transverse…

Strongly Correlated Electrons · Physics 2009-11-10 S. Moukouri

Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each…

Statistical Mechanics · Physics 2017-04-07 Emilio Flores-Sola , Martin Weigel , Ralph Kenna , Bertrand Berche

Accounting for inaccuracies in Monte Carlo simulations is a crucial step in any high energy physics analysis. It becomes especially important when training machine learning models, which can amplify simulation inaccuracies and introduce…

High Energy Physics - Phenomenology · Physics 2023-09-29 Samuel Bright-Thonney , Philip Harris , Patrick McCormack , Simon Rothman

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

Computation · Statistics 2013-06-06 Ari Pakman , Liam Paninski

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

We discuss universal and non-universal critical exponents of a three dimensional Ising system in the presence of weak quenched disorder. Both experimental, computational, and theoretical results are reviewed. Special attention is paid to…

Disordered Systems and Neural Networks · Physics 2016-08-31 R. Folk , Yu. Holovatch , T. Yavors'kii

We study how the finite-sized n-component model A with periodic boundary conditions relaxes near its bulk critical point from an initial nonequilibrium state with short-range correlations. Particular attention is paid to the universal…

Condensed Matter · Physics 2009-10-28 U. Ritschel , H. W. Diehl

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Finite-size scaling at fixed renormalization-group invariant is a powerful and flexible technique to analyze Monte Carlo data at a critical point. It consists in fixing a given renormalization-group invariant quantity to a given value,…

Statistical Mechanics · Physics 2022-03-30 Francesco Parisen Toldin

Field-theoretical calculations performed in an approximation scheme often present a spurious dependence of physical quantities on some unphysical parameters associated with the details of the calculation setup (such as, the renormalization…

Statistical Mechanics · Physics 2020-07-08 Ivan Balog , Gonzalo De Polsi , Matthieu Tissier , Nicolás Wschebor

We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…

Strongly Correlated Electrons · Physics 2025-08-21 Oscar Bouverot-Dupuis , Alberto Rosso , Manon Michel

We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…

Strongly Correlated Electrons · Physics 2026-03-17 David Linteau , Saverio Moroni , Giuseppe Carleo , Markus Holzmann

We present an optimized version of a cluster labeling algorithm previously introduced by the authors. This algorithm is well suited for large-scale Monte Carlo simulations of spin models using cluster dynamics on parallel computers with…

High Energy Physics - Lattice · Physics 2015-06-25 M. Flanigan , P. Tamayo

Monte Carlo sampling techniques have been proposed as a strategy to reduce the computational cost of contractions in tensor network approaches to solving many-body systems. Here we put forward a variational Monte Carlo approach for the…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

Strongly Correlated Electrons · Physics 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

We propose a new quantum Monte Carlo algorithm which realizes a relaxation intrinsic to the original quantum system. The Monte Carlo dynamics satisfies the dynamic scaling relation $\tau\sim \xi^z$ and is independent of the Trotter number.…

Statistical Mechanics · Physics 2009-11-10 Tota Nakamura , Yoshiyuki Ito
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