Related papers: Monte Carlo Renormalization Group for Systems with…
Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…
We review current progress in the functional renormalization group treatment of disordered systems. After an elementary introduction into the phenomenology, we show why in the context of disordered systems a functional renormalization group…
We study the influence of Ohmic dissipation on the random transverse-field Ising chain by means of large-scale Monte-Carlo simulations. To this end, we first map the Hamiltonian onto a classical Ising model with long-range $1/\tau^2$…
Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…
We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…
We consider the effect of quenched spatial disorder on systems of interacting, pinned non-Abelian anyons as might arise in disordered Hall samples at filling fractions \nu=5/2 or \nu=12/5. In one spatial dimension, such disordered anyon…
We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…
The renormalization group flows of the one-dimensional anisotropic XY model and quantum Ising model under a transverse field are obtained by different multiscale entanglement renormalization ansatz schemes. It is shown that the optimized…
We investigate the Ising and Heisenberg models using the Block Renormalization Group Method (BRGM), focusing on its behavior across different system sizes. The BRGM reduces the number of spins by a factor of 1/2 (1/3) for the Ising…
We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…
Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…
Extensive Monte Carlo simulations are used to investigate the stability of the ferromagnetic ground state in three-dimensional systems of Ising dipoles with added quenched disorder. These systems model the collective ferromagnetic order…
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…
In recent years, a better understanding of the Monte Carlo method has provided us with many new techniques in different areas of statistical physics. Of particular interest are so called cluster methods, which exploit the considerable…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…