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Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Machine Learning · Statistics 2012-11-21 A. Gokcen Mahmutoglu , Alper T. Erdogan , Alper Demir

We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

We present an exact quantum Monte Carlo method for spin systems coupled to dissipative bosonic baths which makes use of nonlocal wormhole updates to simulate the retarded spin-flip interactions originating from an off-diagonal spin-boson…

Strongly Correlated Electrons · Physics 2022-05-17 Manuel Weber

We perform path integral Monte Carlo simulations to study the imaginary time dynamics of metastable supercooled superfluid states and nearly superglassy states of a one component fluid of spinless bosons square wells. Our study shows that…

Statistical Mechanics · Physics 2016-02-10 Riccardo Fantoni

To evaluate the effectiveness of machine learning in systems with competing interactions, we developed a self-learning quantum Monte Carlo (SLQMC) method to simulate the phase transition in the classical Holstein-spin-fermion model. In…

Strongly Correlated Electrons · Physics 2025-09-09 Shaozhi Li

A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…

Strongly Correlated Electrons · Physics 2014-10-13 H. G. Evertz

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…

Computation · Statistics 2023-08-22 Kerun Xu , Miranda Holmes-Cerfon

We applied a mean-field approach associated to Monte Carlo simulations in order to study the spin-1 ferromagnetic Blume-Capel model in the square and the linear lattice. This new technique, which we call MFT-MC, determines the molecular…

Statistical Mechanics · Physics 2016-07-06 J. Roberto Viana , Octavio D. Rodriguez Salmon , Minos A. Neto

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

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

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

Detailed numerical results obtained with state-of-the-art Quantum Monte Carlo (QMC) simulations are presented for the superfluid phase of $^4$He at saturated vapor pressure. The aim of this contribution is that of providing reliable,…

Statistical Mechanics · Physics 2026-05-04 Massimo Boninsegni

Monte Carlo radiative transfer, which has been demonstrated as a successful algorithm for modeling radiation transport through the astrophysical medium, relies on sampling of scattering phase functions. We review several classic sampling…

Computational Physics · Physics 2019-09-18 Jianing Zhang

We present Quantum Monte Carlo simulations of a generalization of the Feynman-Kikuchi model which includes the possibility of vacancies and interactions between the particles undergoing exchange. By measuring the winding number (superfluid…

Statistical Mechanics · Physics 2013-05-29 A. Zujev , R. T. Scalettar

For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that…

Statistical Mechanics · Physics 2009-10-31 Bruce M. Boghosian

Analog quantum simulation based on ultracold atoms in optical lattices has catalyzed significant breakthroughs in the study of quantum many-body systems. These simulations rely on the statistical sampling of electronic Fock states, which…

Quantum Gases · Physics 2025-02-11 Shuhan Ding , Shaozhi Li , Yao Wang

Monte Carlo simulation based on Metropolis algorithm has been used with a great success to analyze the dynamic phase transition properties of a single spherical core-shell nanoparticle system with a spin-3/2 core surrounded by a spin-1…

Statistical Mechanics · Physics 2015-06-15 Erol Vatansever , Hamza Polat
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