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In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Rare events in non-linear dynamical systems are difficult to sample because of the sensitivity to perturbations of initial conditions and of complex landscapes in phase space. Here we discuss strategies to control these difficulties and…

Statistical Mechanics · Physics 2019-04-18 Jorge C. Leitao , Joao M. V. P. Lopes , Eduardo G. Altmann

A discrete model for computer simulations of the clustering dynamics of Social Amoebae is presented. This model incorporates the wavelike propagation of extracellular signaling cAMP, the sporadic firing of cells at early stage of…

Cell Behavior · Quantitative Biology 2013-05-14 Yipeng Yang , Y. Charles Li

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

Periodic microphases universally emerge in systems for which short-range inter-particle attraction is frustrated by long-range repulsion. The morphological richness of these phases makes them desirable material targets, but our relatively…

Soft Condensed Matter · Physics 2016-03-03 Yuan Zhuang , Kai Zhang , Patrick Charbonneau

Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery.…

Machine Learning · Computer Science 2023-12-12 Ellis R. Crabtree , Juan M. Bello-Rivas , Andrew L. Ferguson , Ioannis G. Kevrekidis

The effects of dilution disorder and random-displacement disorder are analyzed for dipolar-coupled magnetic moments confined in a plane, which were originally placed on the square lattice. In order to distinguish the different phases, new…

Statistical Mechanics · Physics 2018-08-24 Dominik Schildknecht , Laura J. Heyderman , Peter M. Derlet

We study the static and dynamic properties of bromine electrosorption onto single-crystal silver (100) electrodes by Monte Carlo simulation. At room temperature the system displays a second-order phase transition between a low-coverage…

Materials Science · Physics 2009-10-31 S. J. Mitchell , G. Brown , P. A. Rikvold

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

We investigate the behavior of a mixture of asymmetric colloidal dumbbells and emulsion droplets by means of kinetic Monte Carlo simulations. The evaporation of the droplets and the competition between droplet-colloid attraction and…

Soft Condensed Matter · Physics 2016-05-24 Hai Pham Van , Andrea Fortini , Matthias Schmidt

The density relaxation phenomenon is modeled using both Monte Carlo and dissipative MD simulations to investigate the effects of regular taps applied to a vessel having a planar floor filled with monodisperse spheres. Results suggest the…

Disordered Systems and Neural Networks · Physics 2009-01-05 O. Dybenko , A. D. Rosato , D. J. Horntrop , V. Ratnaswamy , L. Kondic

Fluids with competing short-range attractions and long-range repulsions mimic dispersions of charge-stabilized colloids that can display equilibrium structures with intermediate range order (IRO), including particle clusters. Using…

Soft Condensed Matter · Physics 2015-05-01 Ryan B. Jadrich , Jonathan A. Bollinger , Keith P. Johnston , Thomas M. Truskett

We investigate the properties of the frustrated underdoped Hubbard model on the square lattice using two complementary approaches, the dynamical cluster extension of dynamical mean field theory, and variational Monte Carlo simulations of…

Strongly Correlated Electrons · Physics 2013-05-30 Luca F. Tocchio , Hunpyo Lee , Harald O. Jeschke , Roser Valentí , Claudius Gros

Forward modeling approaches in cosmology have made it possible to reconstruct the initial conditions at the beginning of the Universe from the observed survey data. However the high dimensionality of the parameter space still poses a…

Instrumentation and Methods for Astrophysics · Physics 2023-04-05 Chirag Modi , Yin Li , David Blei

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

The critical behavior of the disordered ferromagnetic Ising model is studied numerically by the Monte Carlo method in a wide range of variation of concentration of nonmagnetic impurity atoms. The temperature dependences of correlation…

Disordered Systems and Neural Networks · Physics 2007-09-11 V. Prudnikov , P. Prudnikov , A. Vakilov , A. Krinitsyn

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai