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State-of-the-art algorithms in lattice gauge theory typically rely heavily on detailed balance, which is an instrumental tool to prove the correct convergence of the Markov Chain Monte Carlo Algorithm. In this work, we investigate an…

High Energy Physics - Lattice · Physics 2024-02-05 Marina Krstic Marinkovic , Joao C. Pinto Barros

In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…

Nuclear Theory · Physics 2025-02-28 Shailesh Chandrasekharan , Son T. Nguyen , Thomas R. Richardson

We study the entanglement entropy in lattice field theory using a simulation algorithm based on Jarzynski's theorem. We focus on the entropic c-function for the Ising model in two and in three dimensions: after validating our algorithm…

Quantum Physics · Physics 2023-06-21 Andrea Bulgarelli , Marco Panero

We provide a deepened study of autocorrelations in Neural Markov Chain Monte Carlo (NMCMC) simulations, a version of the traditional Metropolis algorithm which employs neural networks to provide independent proposals. We illustrate our…

Statistical Mechanics · Physics 2023-01-18 Piotr Białas , Piotr Korcyl , Tomasz Stebel

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

We discuss the analytic computation of autocorrelation functions for the generalized Hybrid Monte Carlo algorithm applied to free field theory and compare the results with numerical results for the $O(4)$ spin model in two dimensions. We…

High Energy Physics - Lattice · Physics 2009-10-28 A D Kennedy , Robert Edwards , Hidetoshi Mino , Brian Pendleton

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

High Energy Physics - Lattice · Physics 2016-11-28 Francesco Di Renzo , Giovanni Eruzzi

In Markov-chain Monte Carlo simulations, estimating statistical errors or confidence intervals of numerically obtained values is an essential task. In this paper, we review several methods for error estimation, such as simple empirical…

Statistical Mechanics · Physics 2021-12-23 Yoshihiko Nishikawa , Jun Takahashi , Takashi Takahashi

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…

Methodology · Statistics 2019-07-19 Zhiyuan Huang , Mansur Arief , Henry Lam , Ding Zhao

Lattice Field theory allows to extract properties of particles in strongly coupled quantum field theories by studying Euclidean vacuum expectation values. When estimated from numerical Monte Carlo simulations these are typically affected by…

High Energy Physics - Lattice · Physics 2025-02-24 Guilherme Catumba , Alberto Ramos

We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

In this article we revisit the problem of numerical integration for monotone bounded functions, with a focus on the class of nonsequential Monte Carlo methods. We first provide new a lower bound on the maximal $L^p$ error of nonsequential…

Numerical Analysis · Mathematics 2024-01-05 Subhasish Basak , Julien Bect , Emmanuel Vazquez

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

We study the autocorrelation function of different types of eigenfunctions in quantum mechanical systems with either chaotic or mixed classical limits. We obtain an expansion of the autocorrelation function in terms of the correlation…

Chaotic Dynamics · Physics 2009-11-07 Arnd Bäcker , Roman Schubert

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

Approximate Bayesian computation allows for inference of complicated probabilistic models with intractable likelihoods using model simulations. The Markov chain Monte Carlo implementation of approximate Bayesian computation is often…

Computation · Statistics 2019-05-17 Matti Vihola , Jordan Franks

Markov chain Monte Carlo (MCMC) simulations are commonly employed for estimating features of a target distribution, particularly for Bayesian inference. A fundamental challenge is determining when these simulations should stop. We consider…

Statistics Theory · Mathematics 2013-03-04 James M. Flegal , Lei Gong

Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…

Methodology · Statistics 2025-03-04 Ashley I. Naimi , David Benkeser , Jacqueline E. Rudolph

Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distributions. In this paper, we study a general…

Statistics Theory · Mathematics 2011-07-15 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan