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We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2025-08-15 Dmitrii Dobrynin , Masoud Mohseni , John Paul Strachan

Flat histogram methods, such as Wang--Landau sampling, provide a means for high-throughput calculation of phase diagrams of atomistic/lattice model systems. Many parallelisation schemes with varying degrees of complexity have been proposed…

Computational Physics · Physics 2026-03-11 Hubert J. Naguszewski , Christopher D. Woodgate , David Quigley

We study fixed points of the easy-plane $\mathbb{CP}^{N-1}$ field theory by combining quantum Monte Carlo simulations of lattice models of easy-plane SU($N$) superfluids with field theoretic renormalization group calculations, by using…

Strongly Correlated Electrons · Physics 2017-05-10 Jonathan D'Emidio , Ribhu K. Kaul

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty

We present an effcient Monte-Carlo method for lattice glass models which are characterized by hard constraint conditions. The basic idea of the method is similar to that of the $N$-fold way method. By using a list of sites into which we can…

Statistical Mechanics · Physics 2015-06-05 Munetaka Sasaki , Koji Hukushima

Investigating critical phenomena or phase transitions is of high interest in physics and chemistry, for which Monte Carlo (MC) simulations, a crucial tool for numerically analyzing macroscopic properties of given systems, are often hindered…

Machine Learning · Computer Science 2025-09-09 Ankur Singha , Elia Cellini , Kim A. Nicoli , Karl Jansen , Stefan Kühn , Shinichi Nakajima

Sampling the three-dimensional (3D) spin glass -- i.e., generating equilibrium configurations of a 3D lattice with quenched random couplings -- is widely regarded as one of the central and long-standing open problems in statistical physics.…

Statistical Mechanics · Physics 2025-09-30 Tao Chen , Jing Liu , Youjin Deng , Pan Zhang

While boundary plasmas in present-day tokamaks generally fall in a fluid regime, neutral species near the boundary often require kinetic models due to long mean-free-paths compared to characteristic spatial scales in the region. Monte-Carlo…

Plasma Physics · Physics 2025-01-31 Gregory J. Parker , Maxim V. Umansky , Benjamin D. Dudson

In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty…

Numerical Analysis · Mathematics 2016-09-05 Frances Y. Kuo , Robert Scheichl , Christoph Schwab , Ian H. Sloan , Elisabeth Ullmann

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

We propose a training-free conditional sampling method for flow matching models based on importance sampling. Because a na\"ive application of importance sampling suffers from weight degeneracy in high-dimensional settings, we modify and…

Machine Learning · Statistics 2026-02-16 Qianqian Qu , Jun S. Liu

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Stochastic normalizing flows are a class of deep generative models that combine normalizing flows with Monte Carlo updates and can be used in lattice field theory to sample from Boltzmann distributions. In this proceeding, we outline the…

High Energy Physics - Lattice · Physics 2022-10-10 Michele Caselle , Elia Cellini , Alessandro Nada , Marco Panero

Accelerated magnetic resonance (MR) imaging attempts to reduce acquisition time by collecting data below the Nyquist rate. As an ill-posed inverse problem, many plausible solutions exist, yet the majority of deep learning approaches…

Image and Video Processing · Electrical Eng. & Systems 2023-06-05 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…

Machine Learning · Computer Science 2023-11-14 Christina Winkler , Daniel Worrall , Emiel Hoogeboom , Max Welling