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We introduce a new class of quantum Monte Carlo methods, based on a Gaussian quantum operator representation of fermionic states. The methods enable first-principles dynamical or equilibrium calculations in many-body Fermi systems, and,…

Quantum Physics · Physics 2009-11-10 J. F. Corney , P. D. Drummond

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the…

Nuclear Theory · Physics 2009-10-30 S. E. Koonin , D. J. Dean , K. Langanke

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Enzo Marinari

We investigate the phase behaviour of 2D mixtures of bi-functional and three-functional patchy particles and 3D mixtures of bi-functional and tetra-functional patchy particles by means of Monte Carlo simulations and Wertheim theory. We…

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 paper proposes Monte Carlo algorithms for the computation of the information rate of two-dimensional source/channel models. The focus of the paper is on binary-input channels with constraints on the allowed input configurations. The…

Information Theory · Computer Science 2012-12-27 Mehdi Molkaraie , Hans-Andrea Loeliger

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Thermodynamics of dissipative quantum systems with double-well potentials is studied by the path-integral Monte Carlo (PIMC) method without truncation to the two-state model. For efficient simulation at low temperatures, we develop a new…

Statistical Mechanics · Physics 2007-05-23 Takeshi Matsuo , Yuhei Natsume , Takeo Kato

We propose a Monte Carlo method which performs a random walk in energy space using cluster-like collective updates. By imposing that bond probabilities depend continuously on the microcanonical temperature, we obtain dynamic exponents close…

Statistical Mechanics · Physics 2007-05-23 Sylvain Reynal , Hung-The Diep

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

We examine a type of modified Monte Carlo Tree Search (MCTS) for strategising in combinatorial games. The modifications are derived by analysing simplified strategies and simplified versions of the underlying game and then using the results…

Computer Science and Game Theory · Computer Science 2025-01-14 Michael Haythorpe , Alex Newcombe , Damian O'Dea

We give a cross-disciplinary survey on ``population'' Monte Carlo algorithms. In these algorithms, a set of ``walkers'' or ``particles'' is used as a representation of a high-dimensional vector. The computation is carried out by a random…

Statistical Mechanics · Physics 2015-06-24 Yukito IBA

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

We describe a number of recently developed cluster-flipping algorithms for the efficient simulation of classical spin models near their critical temperature. These include the algorithms of Wolff, Swendsen and Wang, and Niedermeyer, as well…

Condensed Matter · Physics 2007-05-23 G. T. Barkema , M. E. J. Newman

We apply simulated tempering and magnetizing (STM) Monte Carlo simulations to the two-dimensional three-state Potts model in an external magnetic field in order to investigate the crossover scaling behaviour in the temperature-field plane…

Statistical Mechanics · Physics 2013-07-16 T. Nagai , Y. Okamoto , W. Janke

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…

Computation · Statistics 2013-06-25 Yan Zhou