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The Ising model S=1/2 and the S=1 model are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are…
We investigate the critical properties of the Ising model in two dimensions on {\it directed} small-world lattice with quenched connectivity disorder. The disordered system is simulated by applying the Monte Carlo update heat bath…
Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…
Classical spin models with discrete or continuous degrees of freedom arise in many studies of complex physical systems. A wide class of hard real-life optimisation problems can be formulated as a minimisation of a spin Hamiltonian. Here we…
Time-discrete dynamical systems on a finite state space have been used with great success to model natural and engineered systems such as biological networks, social networks, and engineered control systems. They have the advantage of being…
In this paper, we survey some recent results on statistical inference (parametric and nonparametric statistical estimation, hypotheses testing) about the spectrum of stationary models with tapered data, as well as, a question concerning…
Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…
Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…
I derive a formulation of the 2-dimensional critical Ising model on non-uniform simplicial lattices. Surprisingly, the derivation leads to a set of geometric constraints that a lattice must satisfy in order for the model to have a…
Monte Carlo simulations are used to study lattice gases of particles with extended hard cores on a two dimensional square lattice. Exclusions of one and up to five nearest neighbors (NN) are considered. These can be mapped onto hard squares…
We simulate the spin-1/2 Ising model and the Blume-Capel model at various values of the parameter D on the simple cubic lattice. We perform a finite size scaling study of lattices of a linear size up to L=360 to obtain accurate estimates…
The main question raised in the article is whether a neural network trained on a spin lattice model in one universality class can be used to test a model in another universality class. The quantities of interest are the critical phase…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
In this paper, we analyze the numerical stability of the popular Longley-Rice Irregular Terrain Model (ITM). This model is widely used to plan wireless networks and in simulation-validated research and hence its stability is of fundamental…
Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…
We study the effect of quenched coordination-number disorder of random lattices on the nature of the phase transition in the two-dimensional eight-state Potts model, which is of first order on regular lattices. We consider Poissonian random…
Phase boundaries in p-T and p-V diagrams are essential in material science researches. Exact analytic knowledge about such phase boundaries are known so far only in two-dimensional (2D) Ising-like models, and only for cases with two phases.…
The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…
In this work we illustrate our novel quantitative simulation approach for dense amorphous polymer systems, as discussed in our previous work[Kulkarni et al., A Novel Approach for Lattice Simulations of Polymer Chains in Dense Amorphous…
A systematic method to obtain strong coupling expansions for scattering quantities in Hamiltonian lattice field theories is presented. I develop the conceptual ideas by means of the Hamiltonian field theory analogue of the Ising model, in…