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We present an efficient computational approach to sample the histories of nonlinear stochastic processes. This framework builds upon recent work on casting a $d$-dimensional stochastic dynamical system into a $d+1$-dimensional equilibrium…

Statistical Mechanics · Physics 2009-11-11 Natali Gulbahce , Francis J. Alexander , Gregory Johnson

The aim of this work is to prove that it is possible to realise an optical system which produces as output a light intensity that can be expressed in the same mathematical form of the spin glass Hamiltonian. The optical system under study…

Disordered Systems and Neural Networks · Physics 2020-10-27 Erik Hörmann

A central problem in many-body quantum physics is the determination of the ground state of a thermodynamically large physical system. We construct a cluster expansion for ground states of local Hamiltonians, which naturally incorporates…

Statistical Mechanics · Physics 2016-07-29 Alvise Bastianello , Spyros Sotiriadis

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

We propose an algorithm to obtain numerically approximate solutions of the direct Ising problem, that is, to compute the free energy and the equilibrium observables of spin systems with arbitrary two-spin interactions. To this purpose we…

Statistical Mechanics · Physics 2019-11-20 Simona Cocco , Giancarlo Croce , Francesco Zamponi

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Machine Learning · Computer Science 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters

We propose an efficient procedure for determining phase diagrams of systems that are described by spin models. It consists of combining cluster algorithms with the method proposed by Sauerwein and de Oliveira where the grand canonical…

Statistical Mechanics · Physics 2009-11-13 Carlos E. Fiore , C. E. I. Carneiro

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

Methodology · Statistics 2026-03-10 Estevão Prado , Christopher Nemeth , Chris Sherlock

Dynamical Ising machines achieve accelerated solving of complex combinatorial optimization problems by remapping the convergence to the ground state of the classical spin networks to the evolution of specially constructed continuous…

Emerging Technologies · Computer Science 2025-12-30 Aditya Shukla , Mikhail Erementchouk , Pinaki Mazumder

Motivated by recent experimental activities on surface critical phenomena, we present a detailed theoretical study of the near-surface behavior of the local order parameter m(z) in Ising-like spin systems. Special attention is paid to the…

Condensed Matter · Physics 2015-06-25 P. Czerner , U. Ritschel

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

We discuss a new Monte Carlo algorithm for the simulation of complex fluids. This algorithm employs geometric operations to identify clusters of particles that can be moved in a rejection-free way. It is demonstrated that this geometric…

Statistical Mechanics · Physics 2015-06-25 Erik Luijten , Jiwen Liu

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We demonstrate that a recently introduced heuristic optimization algorithm [Phys. Rev. E 83, 046709 (2011)] that combines a local search with triadic crossover genetic updates is capable of sampling nearly uniformly among ground-state…

Disordered Systems and Neural Networks · Physics 2011-11-08 Creighton K. Thomas , Helmut G. Katzgraber

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

In this paper, we theoretically study the critical properties of the classical spin-1 Ising model using two approaches: 1) the analytical low-temperature series expansion and 2) the numerical Metropolis Monte Carlo technique. Within this…

Statistical Mechanics · Physics 2020-07-20 Amir Taheridehkordi , Roberto Zivieri

Given a set of variables and the correlations among them, we develop a method for finding clustering among the variables. The method takes advantage of information implicit in higher-order (not just pairwise) correlations. The idea is to…

Statistical Mechanics · Physics 2015-05-13 L. S. Schulman

In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures,…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang , Robert H. Swendsen

A promising approach to achieve computational supremacy over the classical von Neumann architecture explores classical and quantum hardware as Ising machines. The minimisation of the Ising Hamiltonian is known to be NP-hard problem for…

Quantum Physics · Physics 2020-08-04 Kirill P. Kalinin , Natalia G. Berloff