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Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

We propose a strategy to achieve the fastest convergence in the Wang-Landau algorithm with varying modification factors. With this strategy, the convergence of a simulation is at least as good as the conventional Monte Carlo algorithm, i.e.…

Statistical Mechanics · Physics 2008-10-24 Chenggang Zhou , Jia Su

We present a new technique to fit color-magnitude diagrams of open clusters based on the Cross-Entropy global optimization algorithm. The method uses theoretical isochrones available in the literature and maximizes a weighted likelihood…

Instrumentation and Methods for Astrophysics · Physics 2015-05-18 H. Monteiro , W. S. Dias , T. C. Caetano

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

Neural network quantum states are a promising tool to analyze complex quantum systems given their representative power. It can however be difficult to optimize efficiently and effectively the parameters of this type of ansatz. Here we…

Quantum Physics · Physics 2023-05-10 Wenxuan Zhang , Xiansong Xu , Zheyu Wu , Vinitha Balachandran , Dario Poletti

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

We present a surprisingly simple approach to high-accuracy calculations of critical properties of the three-dimensional Ising model. The method uses a modified block-spin transformation with a tunable parameter to improve convergence in…

Statistical Mechanics · Physics 2017-05-24 Dorit Ron , Achi Brandt , Robert H. Swendsen

Simulating lattice gauge theory (LGT) Hamiltonian and its nontrivial states by programmable quantum devices has attracted numerous attention in recent years. Rydberg atom arrays constitute one of the most rapidly developing arenas for…

Quantum Physics · Physics 2023-09-19 Zheng Yan , Zheng Zhou , Yan-Hua Zhou , Yan-Cheng Wang , Xingze Qiu , Zi Yang Meng , Xue-Feng Zhang

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…

Strongly Correlated Electrons · Physics 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dimensional hard-sphere model. Using the connection to the coupon-collector problem, we prove that a specific version of this local…

Statistical Mechanics · Physics 2019-04-17 Ze Lei , Werner Krauth

We present two Monte Carlo sampling algorithms for probabilistic inference that guarantee polynomial-time convergence for a larger class of network than current sampling algorithms provide. These new methods are variants of the known…

Artificial Intelligence · Computer Science 2013-02-18 Malcolm Pradhan , Paul Dagum

We introduce a new update scheme to systematically improve the efficiency of parallel tempering simulations. We show that by adapting the number of sweeps between replica exchanges to the canonical autocorrelation time, the average…

Statistical Mechanics · Physics 2008-09-26 Elmar Bittner , Andreas Nussbaumer , Wolfhard Janke

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…

Numerical Analysis · Mathematics 2019-01-31 Colin Cotter , Simon Cotter , Paul Russell

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

In this paper, we derive corrections to the subleading logarithmic term of the entanglement entropy in systems with spontaneous broken continuous symmetry. Using quantum Monte Carlo simulations, we show that the improved scaling formula…

Strongly Correlated Electrons · Physics 2023-10-16 Zehui Deng , Lu Liu , Wenan Guo , H. Q. Lin

We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…

Condensed Matter · Physics 2017-02-01 Tomo Munehisa , Yasuko Munehisa
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