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Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

In this paper, we propose an adaptive framework for the variable power of the fractional least mean square (FLMS) algorithm. The proposed algorithm named as robust variable power FLMS (RVP-FLMS) dynamically adapts the fractional power of…

Optimization and Control · Mathematics 2017-02-07 Jawwad Ahmad , Muhammad Usman , Shujaat Khan , Imran Naseem , Hassan Jamil Syed

Finite-volume extrapolation is an important step for extracting physical observables from lattice calculations. However, it is a significant challenge for the system with long-range interactions. We employ symbolic regression to regress…

High Energy Physics - Phenomenology · Physics 2025-07-30 Wei-Jie Zhang , Zhenyu Zhang , Jifeng Hu , Bing-Nan Lu , Jin-Yi Pang , Qian Wang

For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that…

Statistical Mechanics · Physics 2009-10-31 Bruce M. Boghosian

This paper presents a framework for estimating the remaining useful life (RUL) of mechanical systems. The framework consists of a multi-layer perceptron and an evolutionary algorithm for optimizing the data-related parameters. The framework…

Machine Learning · Computer Science 2019-05-16 David Laredo , Zhaoyin Chen , Oliver Schütze , Jian-Qiao Sun

Molecular dynamics algorithms are subject to some amount of error dependent on the size of the time step that is used. This error can be corrected by periodically updating the system with a Metropolis criteria, where the integration step is…

Computational Physics · Physics 2015-06-11 Jason A. Wagoner , Vijay S. Pande

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…

Computation · Statistics 2021-06-30 Radford M. Neal

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

We study, by using liquid-state theories and Monte Carlo simulation, the behavior of systems of classical particles interacting through a finite pair repulsion supplemented with a longer range attraction. Any such potential can be driven…

Soft Condensed Matter · Physics 2018-04-27 Gianpietro Malescio , Alberto Parola , Santi Prestipino

A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361]. Many applications, including Bayesian…

Statistics Theory · Mathematics 2013-12-12 Leif T. Johnson , Charles J. Geyer

The creation of optimal samplers can be a challenging task, especially in the presence of constraints on the support of parameters. One way of mitigating the severity of this challenge is to work with transformed variables, where the…

Methodology · Statistics 2021-10-22 Sharang Chaudhry , Daniel Lautzenheiser , Kaushik Ghosh

We investigate the solvent-accessible area method by means of Metropolis simulations of the brain peptide Met-Enkephalin at 300$ K$. For the energy function ECEPP/2 nine atomic solvation parameter (ASP) sets are studied. The simulations are…

Statistical Mechanics · Physics 2009-11-10 Bernd A. Berg , Hsiao-Ping Hsu

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

The low-temperature quasi-universal behavior of amorphous solids has been attributed to the existence of spatially-localized tunneling defects found in the low-energy regions of the potential energy landscape. Computational models of…

Disordered Systems and Neural Networks · Physics 2023-01-05 Felix C. Mocanu , Ludovic Berthier , Simone Ciarella , Dmytro Khomenko , David R. Reichman , Camille Scalliet , Francesco Zamponi

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter $q$ to the inverse temperature $\beta$. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin…

Statistical Mechanics · Physics 2012-07-05 Roberto da Silva , Jose Roberto Drugowich de Felicio , Alexandre Souto Martinez

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

Solving the Reynolds-averaged Navier-Stokes equations (RANS) closed with an eddy viscosity computed through a turbulence model is still the leading approach for Computational Fluid Dynamics simulations. Unfortunately, universal models with…

Fluid Dynamics · Physics 2025-09-18 Marco Castelletti , Maurizio Quadrio

A probabilistic machine learning model is introduced to augment the $k-\omega\ SST$ turbulence model in order to improve the modelling of separated flows and the generalisability of learnt corrections. Increasingly, machine learning methods…

Computational Engineering, Finance, and Science · Computer Science 2023-01-24 Joel Ho , Nick Pepper , Tim Dodwell

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon