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Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

Two complementary techniques for analyzing search spaces are proposed: (i) an algorithm to detect search points with potential to be local optima; and (ii) a slightly adjusted Wang-Landau sampling algorithm to explore larger search spaces.…

Neural and Evolutionary Computing · Computer Science 2012-06-26 Susan Khor

We present the algorithmic details of the dynamical cluster approximation (DCA) algorithm. The DCA is a fully-causal approach which systematically restores non-local correlations to the dynamical mean field approximation (DMFA). The DCA is…

Strongly Correlated Electrons · Physics 2007-05-23 S. Moukouri , C. Huscroft , M. Jarrell

We present a study on the performance of Wang-Landau algorithm in a lattice model of liquid crystals which is a continuous lattice spin model. We propose a novel method of the spin update scheme in a continuous lattice spin model. The…

Statistical Mechanics · Physics 2012-09-27 Suman Sinha

The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a…

Statistics Theory · Mathematics 2022-04-05 Robert A. Vandermeulen , Antoine Ledent

Dynamical quantum-cluster approaches, such as different cluster extensions of the dynamical mean-field theory (cluster DMFT) or the variational cluster approximation (VCA), combined with efficient cluster solvers, such as the quantum…

Strongly Correlated Electrons · Physics 2013-05-29 Gang Li , Werner Hanke , Alexei N. Rubtsov , Sebastian Bäse , Michael Potthoff

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

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…

Strongly Correlated Electrons · Physics 2015-08-05 Sheng Bi , Ning-Hua Tong

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

Numerical Analysis · Mathematics 2025-09-22 Nicola Rares Franco

In computational science workflows, it is often the case that 1) objective functions for optimization involve multiple simulation outputs, and 2) those simulations can be performed (at least partially) in parallel. In this work, we…

Optimization and Control · Mathematics 2026-05-28 Matt Menickelly

The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…

Methodology · Statistics 2018-11-30 Vahid Tadayon

The numerical simulation of dynamical phenomena in interacting quantum systems is a notoriously hard problem. Although a number of promising numerical methods exist, they often have limited applicability due to the growth of entanglement or…

Quantum Physics · Physics 2021-09-08 Stefano De Nicola

The stochastic limit approximation method for ``rapid'' decay is presented, where the damping rate \gamma is comparable to the system frequency \Omega, i.e., \gamma \sim \Omega, whereas the usual stochastic limit approximation is applied…

Quantum Physics · Physics 2016-09-08 Gen Kimura , Kazuya Yuasa , Kentaro Imafuku

We present Monte Carlo simulations of lattice models of polymers. These simulations are intended to demonstrate the strengths of a powerful new flat histogram algorithm which is obtained by adding microcanonical reweighting techniques to…

Soft Condensed Matter · Physics 2007-05-23 Thomas Prellberg , Jaroslaw Krawczyk , Andrew Rechnitzer

Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…

Machine Learning · Statistics 2025-07-23 Jun Fan , Zheng-Chu Guo , Lei Shi

We consider a class of systems where $N$ identical particles with positions ${\bf q}_1,...,{\bf q}_N$ and momenta ${\bf p}_1,...,{\bf p}_N$ are enclosed in a box of size $L$, and exhibit the scaling $\mathcal{U}(L{\bf r}_1,...,L{\bf…

Statistical Mechanics · Physics 2019-02-22 Santosh Kumar , Girish Kumar , Rohit S. Chandramouli , Shashank Anand

Sharpness-Aware Minimization (SAM) has emerged as a powerful method for improving generalization in machine learning models by minimizing the sharpness of the loss landscape. However, despite its success, several important questions…

Optimization and Control · Mathematics 2025-03-05 Dimitris Oikonomou , Nicolas Loizou

Logconcave functions represent the current frontier of efficient algorithms for sampling, optimization and integration in R^n. Efficient sampling algorithms to sample according to a probability density (to which the other two problems can…

Data Structures and Algorithms · Computer Science 2009-06-16 Karthekeyan Chandrasekaran , Amit Deshpande , Santosh Vempala

We adapted the SWAP molecular dynamics algorithm for use in lattice Ising spin models. We dressed the spins with a randomly distributed length and we alternated long-range spin exchanges with conventional single spin flip Monte Carlo…

Statistical Mechanics · Physics 2025-10-14 Greivin Alfaro Miranda , Leticia F. Cugliandolo , Marco Tarzia

Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian.…

Statistical Mechanics · Physics 2010-09-30 Hiroshi Koibuchi