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A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…

Statistical Mechanics · Physics 2007-05-23 Anders W. Sandvik

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

We experiment with a massively parallel implementation of an algorithm for simulating the dynamics of metastable decay in kinetic Ising models. The parallel scheme is directly applicable to a wide range of stochastic cellular automata where…

Statistical Mechanics · Physics 2009-10-31 G. Korniss , M. A. Novotny , P. A. Rikvold

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

Markov Chain Monte Carlo (MCMC) underlies both statistical physics and combinatorial optimization, but mixes slowly near critical points and in rough landscapes. Parallel Tempering (PT) improves mixing by swapping replicas across…

Machine Learning · Computer Science 2025-09-30 Saleh Bunaiyan , Corentin Delacour , Shuvro Chowdhury , Kyle Lee , Kerem Y. Camsari

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

Quantum or quantum-inspired Ising machines have recently shown promise in solving combinatorial optimization problems in a short time. Real-world applications, such as time division multiple access (TDMA) scheduling for wireless multi-hop…

Emerging Technologies · Computer Science 2025-04-03 Yohei Hamakawa , Tomoya Kashimata , Masaya Yamasaki , Kosuke Tatsumura

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Statistical Mechanics · Physics 2009-10-31 Kurt Binder , Erik Luijten , Marcus Müller , Nigel B. Wilding , Henk W. J. Blöte

Isosurface visualization is fundamental for exploring and analyzing 3D volumetric data. Marching cubes (MC) algorithms with linear interpolation are commonly used for isosurface extraction and visualization. Although linear interpolation is…

Graphics · Computer Science 2025-05-01 Timbwaoga A. J. Ouermi , Jixian Li , Tushar Athawale , Chris R. Johnson

Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…

Quantitative Methods · Quantitative Biology 2007-12-18 Tamara Broderick , Miroslav Dudik , Gasper Tkacik , Robert E. Schapire , William Bialek

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

Analog Ising machines (IMs) occupy an increasingly prominent area of computer architecture research, offering high-quality and low latency/energy solutions to intractable computing tasks. However, IMs have a fixed capacity, with little to…

Emerging Technologies · Computer Science 2026-03-03 Matthew X. Burns , Michael C. Huang

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

In VLSI physical design, many algorithms require the solution of difficult combinatorial optimization problems such as max/min-cut, max-flow problems etc. Due to the vast number of elements typically found in this problem domain, these…

Computational Physics · Physics 2019-03-18 Chase Cook , Hengyang Zhao , Takashi Sato , Masayuki Hiromoto , Sheldon X. -D. Tan

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Alexander Lin , Demba Ba

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

This paper describes applications of extrapolation for the computation of coefficients in an expansion of infrared divergent integrals. An extrapolation procedure is performed with respect to a parameter introduced by dimensional…

We propose a new algorithm for multiplying dense polynomials with integer coefficients in a parallel fashion, targeting multi-core processor architectures. Complexity estimates and experimental comparisons demonstrate the advantages of this…

Symbolic Computation · Computer Science 2016-12-20 Changbo Chen , Svyatoslav Covanov , Farnam Mansouri , Marc Moreno Maza , Ning Xie , Yuzhen Xie

A novel parallel algorithm for matrix multiplication is presented. The hyper-systolic algorithm makes use of a one-dimensional processor abstraction. The procedure can be implemented on all types of parallel systems. It can handle…

Mathematical Software · Computer Science 2007-05-23 Thomas Lippert , Nikolay Petkov , Paolo Palazzari , Klaus Schilling