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Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

Machine Learning · Statistics 2021-03-23 Hao Chen , Lanshan Han , Alvin Lim

We present a new method devised to overcome the intrinsic difficulties associated to the numerical simulations of the Tsallis statistics. We use a standard Metropolis Monte Carlo algorithm at a fictitious temperature T', combined with a…

Statistical Mechanics · Physics 2009-10-31 Rafael Salazar , Raul Toral

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge

Annealing algorithms such as simulated annealing and population annealing are widely used both for sampling the Gibbs distribution and solving optimization problems (i.e. finding ground states). For both statistical mechanics and…

Statistical Mechanics · Physics 2024-05-13 Amin Barzegar , Firas Hamze , Christopher Amey , Jonathan Machta

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…

Numerical Analysis · Mathematics 2022-12-12 Frédéric Cérou , Sofiane Martel , Mathias Rousset

The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…

Computational Physics · Physics 2009-10-30 G. Thorleifsson , M. Falcioni

This paper investigates a new formalism to describe real time evolution of quantum systems at finite temperature. A time correlation function among subsystems will be derived which allows for a probabilistic interpretation. Our derivation…

High Energy Physics - Theory · Physics 2009-10-31 E. Mendel , M. Nest

We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…

Statistical Mechanics · Physics 2020-11-10 Tasrief Surungan , Yutaka Okabe

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Computational Physics · Physics 2009-11-10 Denis Horvath , Martin Gmitra

The Cooperative Motion Algorithm is an efficient lattice method to simulate dense polymer systems and is often used with two different criteria to generate a Markov chain in the configuration space. While the first method is the…

Statistical Mechanics · Physics 2016-11-18 Piotr Knychala , Michal Banaszak

Population annealing is a Monte Carlo algorithm that marries features from simulated annealing and parallel tempering Monte Carlo. As such, it is ideal to overcome large energy barriers in the free-energy landscape while minimizing a…

Disordered Systems and Neural Networks · Physics 2015-07-08 Wenlong Wang , Jonathan Machta , Helmut G. Katzgraber

The design of effective cooling strategies is a crucial component in simulated annealing algorithms based on the Metropolis method. Traditionally, this is achieved through inverse logarithmic decays of the temperature to ensure convergence…

Optimization and Control · Mathematics 2025-12-16 Frédéric Blondeel , Lorenzo Pareschi , Giovanni Samaey

Mean field-like approximations (including naive mean field, Bethe and Kikuchi and more general Cluster Variational Methods) are known to stabilize ordered phases at temperatures higher than the thermodynamical transition. For example, in…

Disordered Systems and Neural Networks · Physics 2015-06-22 A. Lage-Castellanos , R. Mulet , F. Ricci-Tersenghi

We address the interesting temperature range of a glass forming system where the mechanical properties are intermediate between those of a liquid and a solid. We employ an efficient Monte-Carlo method to calculate the elastic moduli, and…

Statistical Mechanics · Physics 2009-11-13 Valery Ilyin , Nataliya Makedonska , Itamar Procaccia , Nurith Schupper

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

The glass transition of supercooled fluids is a particular challenge for computer simulation, because the (longest) relaxation times increase by about 15 decades upon approaching the transition temperature T_g. Brute-force molecular…

Statistical Mechanics · Physics 2007-05-23 Kurt Binder , Jörg Baschnagel , Walter Kob , Wolfgang Paul

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka