Related papers: Self-learning hybrid Monte Carlo method for isothe…
To predict the complex chemical evolution in multicomponent alloys, it is highly desirable to have accurate atomistic simulation methods capable of reaching sufficiently large spatial and temporal scales. In this work, we advance the…
Atomistic simulations of thermodynamic properties of magnetic materials rely on an accurate modelling of magnetic interactions and an efficient sampling of the high-dimensional spin space. Recent years have seen significant progress with a…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
We have developed a technique combining the accuracy of quantum Monte Carlo in describing the electron correlation with the efficiency of a Machine Learning Potential (MLP). We use kernel regression in combination with SOAP (Smooth Overlap…
The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…
This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…
In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…
We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…
A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…
Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…
The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…
The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
We describe a Monte Carlo scheme which, in a single simulation, yields a measurement of the chemical potential of a crystalline solid. Within the isobaric ensemble, this immediately provides an estimate of the system free energy, with…
A first-order liquid-liquid phase transition in high-pressure hydrogen between molecular and atomic fluid phases has been predicted in computer simulations using ab initio molecular dynamics approaches. However, experiments indicate that…
Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…