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Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

Quantum Monte-Carlo simulations of hybrid quantum-classical models such as the double exchange Hamiltonian require calculating the density of states of the quantum degrees of freedom at every step. Unfortunately, the computational…

Computational Physics · Physics 2022-11-23 Georgios Stratis , Phillip Weinberg , Tales Imbiriba , Pau Closas , Adrian E. Feiguin

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

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…

Chemical Physics · Physics 2016-09-21 Diego Tapias , David P. Sanders , Alessandro Bravetti

We present an extension of the semi-grandcanonical (SGC) ensemble that we refer to as the variance-constrained semi-grandcanonical (VC-SGC) ensemble. It allows for transmutation Monte Carlo simulations of multicomponent systems in…

We show how the thermodynamic properties of large many-body localized systems can be studied using quantum Monte Carlo simulations. To this end we devise a heuristic way of constructing local integrals of motion of very high quality, which…

Disordered Systems and Neural Networks · Physics 2016-09-21 Stephen Inglis , Lode Pollet

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

Computational Physics · Physics 2021-04-28 Shunzhou Wan , Robert C. Sinclair , Peter V. Coveney

We propose a tensor network algorithm for the efficient sampling of quantum pure states belonging to a generalized microcanonical ensemble. The algorithm consists in an adaptation of the power method to a recently introduced ensemble of…

Quantum Physics · Physics 2013-09-05 Silvano Garnerone , Thiago R. de Oliveira

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…

Strongly Correlated Electrons · Physics 2020-08-13 Jia Li , Markus Wallerberger , Emanuel Gull

Monte Carlo simulation with {\it a-priori} unknown weights have attracted recent attention and progress has been made in understanding (i) the technical feasibility of such simulations and (ii) classes of systems for which such simulations…

Condensed Matter · Physics 2011-04-15 Bernd A. Berg

In the present paper we examine the risk-sensitive and sampling issues associated with the problem of calculating generalized averages. By combining thermodynamic integration and Stationary Phase Monte Carlo techniques, we develop an…

Statistical Mechanics · Physics 2017-04-26 J. D. Doll , P. Dupuis , P. Nyquist

A Monte Carlo Renormalization Group algorithm is used on the Ising model to derive critical exponents and the critical temperature. The algorithm is based on a minimum relative entropy iteration developed previously to derive potentials…

Computational Physics · Physics 2007-05-23 John P. Donohue

We present a finite-temperature canonical-ensemble determinant quantum Monte Carlo algorithm that enforces an exact fermion number and enables stable simulations of correlated lattice fermions. We propose a stabilized QR update that reduces…

Strongly Correlated Electrons · Physics 2026-01-21 Tu Hong , Kun Chen , Xiao Yan Xu

Finite temperature auxiliary field-based Quantum Monte Carlo methods, including Determinant Quantum Monte Carlo (DQMC) and Auxiliary Field Quantum Monte Carlo (AFQMC), have historically assumed pivotal roles in the investigation of the…

Quantum Physics · Physics 2021-02-03 Tong Shen , Yuan Liu , Yang Yu , Brenda Rubenstein