Related papers: Characterization and Efficient Monte Carlo Samplin…
Based on the self-energy-functional approach proposed recently [M. Potthoff, Eur. Phys. J. B 32, 429 (2003)], we present an extension of the cluster-perturbation theory to systems with spontaneously broken symmetry. Our method applies to…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…
Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…
From Physics and Biology to Seismology and Economics, the behaviour of countless systems is determined by impactful yet unlikely transitions between metastable states known as \emph{rare events}, the study of which is essential for…
We review results obtained with a recently proposed variational cluster approach (VCA) for the competition between d-wave superconductivity (dSC) and antiferromagnetism (AF) in the high-Tc cuprates. Comparing the single-particle spectra of…
Competing short-range attractive (SA) and long range repulsive (LR) interactions have been invoked to describe colloid or protein solutions, as well as membrane proteins interactions mediated by lipid molecules. Using Langevin dynamics…
We show that short-range correlations have a dramatic impact on the steady-state phase diagram of quantum driven-dissipative systems. This effect, never observed in equilibrium, follows from the fact that ordering in the steady state is of…
Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…
The two-component cold atom systems with anisotropic hopping amplitudes can be phenomenologically described by a two-dimensional Ising-XY coupled model with spatial anisotropy. At low temperatures, theoretical predictions [Phys. Rev. A 72,…
We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…
The Markov chain Monte Carlo method as a statistical mechanics technique for the study of macroscopic systems has furnished the scientific community with great knowledge and advances in the theory of phase transitions. While a number of…
The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…
Motivated by the physics of strings and branes, we develop a class of Markov chain Monte Carlo (MCMC) algorithms involving extended objects. Starting from a collection of parallel Metropolis-Hastings (MH) samplers, we place them on an…
We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…
We describe how Monte Carlo simulation within the grand canonical ensemble can be applied to the study of phase behaviour in polydisperse fluids. Attention is focused on the case of fixed polydispersity in which the form of the `parent'…
Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the…
We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…