Related papers: Metropolis Algorithms in Generalized Ensemble

Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient…

In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is…

We investigate local update algorithms for the fully frustrated XY model on a square lattice. In addition to the standard updating procedures like the Metropolis or heat bath algorithm we include overrelaxation sweeps, implemented through…

Distributed optimization consists of multiple computation nodes working together to minimize a common objective function through local computation iterations and network-constrained communication steps. In the context of robotics,…

Ensemble methods have been widely applied in Reinforcement Learning (RL) in order to enhance stability, increase convergence speed, and improve exploration. These methods typically work by employing an aggregation mechanism over actions of…

In this paper we discuss a well known computing problem -- inference for models with intractable normalizing functions. Models with intractable normalizing functions arise in a wide variety of areas, for instance network models, models for…

Metropolis algorithms for approximate sampling of probability measures on infinite dimensional Hilbert spaces are considered and a generalization of the preconditioned Crank-Nicolson (pCN) proposal is introduced. The new proposal is able to…

In this work we introduce a geometric integrator for molecular dynamics simulations of physical systems in the canonical ensemble. In particular, we consider the equations arising from the so-called density dynamics algorithm with any…

A new method is proposed for a treatment of ideal quantum gases in the microcanonical ensemble near the thermodynamic limit. The method allows rigorous asymptotic calculations of the average number of particles and particle number…

In the Bayesian community, an ongoing imperative is to develop efficient algorithms. An appealing approach is to form a hybrid algorithm by combining ideas from competing existing techniques. This paper addresses issues in designing hybrid…

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

We introduce a log-gas model that is a generalization of a random matrix ensemble with an additional interaction, whose strength depends on a parameter $\gamma$. The equilibrium density is computed by numerically solving the Riemann-Hilbert…

We apply a recently developed method, multicanonical algorithm, to the problem of tertiary structure prediction of peptides and proteins. As a simple example to test the effectiveness of the algorithm, Met-enkephalin is studied and the…

Despite the advances in the development of numerical methods analytical approaches still play the key role on the way towards a deeper understanding of many-particle systems. In this regards, diagonalization schemes for Hamiltonians…

We construct a simple quantum version of the classical Metropolis algorithm to prepare and observe quantum thermal states. It induces both a quantum Markov chain that mixes the quantum thermal state and a classical Markov chain that mixes…

We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and…

Recently, a so-called E-MS algorithm was developed for model selection in the presence of missing data. Specifically, it performs the Expectation step (E step) and Model Selection step (MS step) alternately to find the minimum point of the…

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space…

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms.…