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Mean-field approximation is often used to explore the qualitative behaviour of phase transitions in classical spin models before employing computationally costly methods such as the Monte-Carlo techniques. We implement a 'lattice…

Mesoscale and Nanoscale Physics · Physics 2020-07-28 Ondrej Hovorka , Timothy J. Sluckin

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

In this thesis, we present a novel method combining energy-based finite-size scaling with tensor network renormalization (TNR) to study phase transitions in lattice models. This approach effectively calculates running coupling constants and…

Statistical Mechanics · Physics 2024-02-01 Atsushi Ueda

Sampling from high-dimensional and structured probability distributions is a fundamental challenge in computational physics, particularly in the context of lattice field theory (LFT), where generating field configurations efficiently is…

Quantum Physics · Physics 2026-02-10 Jehu Martinez , Andrea Delgado

Conditional Normalizing Flows (CNFs) are flexible generative models capable of representing complicated distributions with high dimensionality and large interdimensional correlations, making them appealing for structured output learning.…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Mohsen Zand , Ali Etemad , Michael Greenspan

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

Generative models, such as the method of normalizing flows, have been suggested as alternatives to the standard algorithms for generating lattice gauge field configurations. Studies with the method of normalizing flows demonstrate the proof…

High Energy Physics - Lattice · Physics 2023-01-05 Javad Komijani , Marina K. Marinkovic

We introduce a new paradigm for generative modeling built on Continuous Normalizing Flows (CNFs), allowing us to train CNFs at unprecedented scale. Specifically, we present the notion of Flow Matching (FM), a simulation-free approach for…

Machine Learning · Computer Science 2023-02-09 Yaron Lipman , Ricky T. Q. Chen , Heli Ben-Hamu , Maximilian Nickel , Matt Le

Investigations of the phase diagram of biaxial liquid crystal systems through analyses of general Hamiltonian models within the simplifications of mean-field theory (MFT), as well as by computer simulations based on microscopic models, are…

Soft Condensed Matter · Physics 2015-09-15 B. Kamala Latha , Regina Jose , K. P. N. Murthy , V. S. S. Sastry

We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…

High Energy Physics - Lattice · Physics 2015-06-17 H. Fujii , D. Honda , M. Kato , Y. Kikukawa , S. Komatsu , T. Sano

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

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…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is…

Numerical Analysis · Mathematics 2022-11-22 Ionut-Gabriel Farcas , Benjamin Peherstorfer , Tobias Neckel , Frank Jenko , Hans-Joachim Bungartz

We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty. The method…

Computation · Statistics 2007-09-13 Jonathan Weare

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

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