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We propose a new Monte Carlo algorithm for the free energy calculation based on configuration space sampling. We implement this algorithm for Ising model. Comparison with the exact free energy shows an excellent agreement. We analyse the…
The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…
A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…
Background: Designing amino acid sequences that are stable in a given target structure amounts to maximizing a conditional probability. A straightforward approach to accomplish this is a nested Monte Carlo where the conformation space is…
The accurate quantum chemical calculation of excited states is a challenging task, often requiring computationally demanding methods. When entire ground and excited potential energy surfaces (PESs) are desired, e.g., to predict the…
Finding Minimum Energy Configurations (MECs) is essential in fields such as physics, chemistry, and materials science, as they represent the most stable states of the systems. In particular, identifying such MECs in multi-component alloys…
We propose a novel Parallel Monte Carlo tree search with Batched Simulations (PMBS) algorithm for accelerating long-horizon, episodic robotic planning tasks. Monte Carlo tree search (MCTS) is an effective heuristic search algorithm for…
Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no…
Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the…
Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…
The variational Monte Carlo method is used to evaluate the ground-state energy of the confined hydrogen molecule, H_2. Accordingly, we considered the case of hydrogen molecule confined by a hard prolate spheroidal cavity when the nuclear…
Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St\"ormer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size…
Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm…
An improved version of the pruned-enriched-Rosenbluth method (PERM) is proposed and tested on finding lowest energy states in simple models of lattice heteropolymers. It is found to outperform not only the previous version of PERM, but also…
A new lattice protein model with a four-helix bundle ground state is analyzed by a parameter-space Monte Carlo histogram technique to evaluate the effects of an extensive variety of model potentials on folding thermodynamics. Cooperative…
Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
We determined scaling laws for the numerical effort to find the optimal configurations of a simple model potential energy surface (PES) with a perfect funnel structure that reflects key characteristics of the protein interactions.…
At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…
This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…