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An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

We show how a Monte Carlo method for generating self-avoiding walks on lattice geometries which employs a binary-tree data structure can be adapted for hard-sphere polymers with continuous degrees of freedom. Data suggests that the time per…

Statistical Mechanics · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…

Other Condensed Matter · Physics 2015-05-18 Firas Hamze , Neil Dickson , Kamran Karimi

Generation of equilibrium configurations is the major obstacle for numerical investigation of the slow dynamics in supercooled liquid states. The parallel tempering (PT) technique, originally proposed for the numerical equilibration of…

Soft Condensed Matter · Physics 2009-11-07 Cristiano De Michele , Francesco Sciortino

We report results of extensive Dynamical Monte Carlo investigations on self-assembled Equilibrium Polymers (EP) without loops in good solvent. (This is thought to provide a good model of giant surfactant micelles.) Using a novel algorithm…

Soft Condensed Matter · Physics 2009-10-31 J. P. Wittmer , A. Milchev , M. E. Cates

Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the…

Computational Physics · Physics 2019-11-11 Ignacio Rozada , Maliheh Aramon , Jonathan Machta , Helmut G. Katzgraber

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

The morphological scaling properties of linear polymer films grown by vapor deposition polymerization (VDP) are studied by 1+1D Monte Carlo simulations. The model implements the basic processes of random angle ballistic deposition ($F$),…

Computational Physics · Physics 2010-10-25 Sairam Tangirala , David P. Landau , Y. -P. Zhao

A kinetic Monte Carlo method was used to simulate the diffusion of reptating polymer chains across the interface. A time-resolved fluorescence technique conjunction with direct energy transfer method was used to measure the extend of…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , K. Batuhan Kisacikoglu , Onder Pekcan

We present a Monte Carlo algorithm that provides efficient and unbiased sampling of polymer melts consisting of two chains of equal length that jointly visit all the sites of a cubic lattice with rod geometry L x L x rL and non-periodic…

Statistical Mechanics · Physics 2010-11-03 Jesper Lykke Jacobsen

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…

Quantitative Methods · Quantitative Biology 2019-12-12 Casper H. L. Beentjes , Ruth E. Baker

In polymer physics it is typically assumed that excluded volume interactions are effectively screened in polymer melts. Hence, chains could be described by an effective random walk without excluded volume interactions. In this letter, we…

Soft Condensed Matter · Physics 2017-10-31 Hendrik Meyer , Eric Horwath , Peter Virnau

Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…

Computation · Statistics 2021-09-15 A. Marie d'Avigneau , S. S. Singh , L. M. Murray

We discuss the rejection-free event-chain Monte-Carlo algorithm and several applications to dense soft matter systems. Event-chain Monte-Carlo is an alternative to standard local Markov-chain Monte-Carlo schemes, which are based on detailed…

Soft Condensed Matter · Physics 2021-04-29 Tobias A. Kampmann , David Müller , Clemens Franz Vorsmann , Lukas Paul Weise , Jan Kierfeld

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater