Related papers: Equilibrium Times for the Multicanonical Method
This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…
A Microcanonical Finite Site Ansatz in terms of quantities measurable in a Finite Lattice allows to extend phenomenological renormalization (the so called quotients method) to the microcanonical ensemble. The Ansatz is tested numerically in…
We present here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…
A problem from thermodynamic formalism for countable symbolic Markov chains is considered. It concerns asymptotic behavior of the equilibrium measures corresponding to increasing sequences of finite sub-matrices of an infinite nonnegative…
Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the…
We study the approach towards equilibrium in a dynamic Ising model, the Q2R cellular automaton, with microscopic reversibility and conserved energy for an infinite one-dimensional system. Starting from a low-entropy state with positive…
Monte-Carlo sampling of lattice model Hamiltonians is a well-established technique in statistical mechanics for studying the configurational entropy of crystalline materials. When species to be distributed on the lattice model carry charge,…
A method for identifying statistical equilibrium stages in dynamical multifragmentation paths as provided by transport models, already successfully tested for for the reaction ^{129}Xe+^{119}Sn at 32 MeV/u is applied here to a higher energy…
We present an extension of the so-called cumulant crossing method which is used for determination of critical point in Monte Carlo simulations.The new method uses linear combination of several different order-parameter moments and almost…
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…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…
We present a geometric and dynamical approach to the micro-canonical ensemble of classical Hamiltonian systems. We generalize the arguments in \cite{Rugh} and show that the energy-derivative of a micro-canonical average is itself…
There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…
This paper investigates equilibrium points and stability in two synchronous machine configurations: (i) a single generator with an impedance load and (ii) two interconnected machines with co-located loads. We consider both abc and dq…
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…
We propose two efficient algorithms for configurational sampling of systems with rough energy landscape. The first one is a new method for the determination of the multicanonical weight factor. In this method a short replica-exchange…
A \emph{new} notion of equilibrium, which we call \emph{strong equilibrium}, is introduced for time-inconsistent stopping problems in continuous time. Compared to the existing notions introduced in ArXiv: 1502.03998 and ArXiv: 1709.05181,…
Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…
In biomolecular systems (especially all-atom models) with many degrees of freedom such as proteins and nucleic acids, there exist an astronomically large number of local-minimum-energy states. Conventional simulations in the canonical…