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In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…

Data Structures and Algorithms · Computer Science 2020-09-07 Isabel Beichl , Alathea Jensen

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Statistics Theory · Mathematics 2020-05-11 Jonathan H. Huggins , Daniel M. Roy

We report on Hybrid-Monte-Carlo simulations at finite spin density of the $\pi$-band electrons in monolayer graphene with realistic inter-electron interactions. Unlike simulations at finite charge-carrier density, these are not affected by…

Strongly Correlated Electrons · Physics 2017-11-15 Michael Körner , Dominik Smith , Pavel Buividovich , Maksim Ulybyshev , Lorenz von Smekal

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…

Probability · Mathematics 2015-06-22 Jerrad Hampton , Alireza Doostan

This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Reinforcement Learning (RL), and many of these algorithms can be…

Probability · Mathematics 2020-02-10 Shuhang Chen , Adithya M. Devraj , Ana Bušić , Sean Meyn

We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…

Strongly Correlated Electrons · Physics 2026-02-20 Ting-Tung Wang , Ha Quang Trung , Qianhui Xu , Min Long , Bo Yang , Zi Yang Meng

The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper bounds for the contraction rate in Kantorovich-Rubinstein-Wasserstein distance of the…

Probability · Mathematics 2014-01-17 Andreas Eberle

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

Computational Physics · Physics 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…

Probability · Mathematics 2023-12-06 Lukas Herrmann , Annika Lang , Christoph Schwab

Structure and thermodynamics of crystalline membranes are characterized by the long wavelength behavior of the normal-normal correlation function G(q). We calculate G(q) by Monte Carlo and Molecular Dynamics simulations for a quasi-harmonic…

Materials Science · Physics 2015-05-13 J. H. Los , M. I. Katsnelson , O. V. Yazyev , K. V. Zakharchenko , A. Fasolino

Existing graph convolutional networks focus on the neighborhood aggregation scheme. When applied to semi-supervised learning, they often suffer from the overfitting problem as the networks are trained with the cross-entropy loss on a small…

Machine Learning · Computer Science 2020-02-18 Qilin Li , Wanquan Liu , Ling Li

Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…

Optimization and Control · Mathematics 2021-11-30 Adrian Jarret

Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

Tethering methods allow us to perform Monte Carlo simulations in ensembles with conserved quantities. Specifically, one couples a reservoir to the physical magnitude of interest, and studies the statistical ensemble where the total…

Statistical Mechanics · Physics 2011-08-29 V. Martin-Mayor , B. Seoane , D. Yllanes

Recently considerable efforts have been devoted to computing cosmological correlators and the corresponding wavefunction coefficients, as well as understanding their analytical structures. In this note, we revisit the computation of these…

High Energy Physics - Theory · Physics 2024-07-26 Song He , Xuhang Jiang , Jiahao Liu , Qinglin Yang , Yao-Qi Zhang

Inspired from quantum Monte Carlo, by using unbiased estimators all the time and sampling discrete and continuous variables at the same time using Metropolis algorithm, we present a novel, fast, and accurate high performance Monte Carlo…

We present a method to generate realistic, three-dimensional networks of crosslinked semiflexible polymers. The free energy of these networks is obtained from the force-extension characteristics of the individual polymers and their…

Soft Condensed Matter · Physics 2009-11-13 E. M. Huisman , C. Storm , G. T. Barkema

We introduce a Markov Chain Monte Carlo simulation and data analysis package that extends the CMBEASY software. We have taken special care in implementing an adaptive step algorithm for the Markov Chain Monte Carlo in order to improve…

Astrophysics · Physics 2007-05-23 Michael Doran , Christian M. Mueller

In recent years, the usual BPHZ algorithm for renormalization in perturbative quantum field theory has been interpreted, after dimensional regularization, as a Birkhoff decomposition of characters on the Hopf algebra of Feynman graphs, with…

Rings and Algebras · Mathematics 2018-07-09 Frédéric Menous , Frédéric Patras