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The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…

Statistical Mechanics · Physics 2025-11-18 V. S. Ryumshin , Yu. D. Panov , V. A. Ulitko , A. S. Moskvin

Modern macroeconometrics often relies on time series models for which it is time-consuming to evaluate the likelihood function. We demonstrate how Bayesian computations for such models can be drastically accelerated by reweighting and…

Econometrics · Economics 2024-09-10 Marko Mlikota , Frank Schorfheide

We propose an algorithm for molecular dynamics or Monte Carlo simulations that uses an interpolation procedure to estimate potential energy values from energies and gradients evaluated previously at points of a simplicial mesh. We chose an…

Computational Physics · Physics 2020-01-07 Konstantin Karandashev , Jiri Vanicek

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…

Statistical Mechanics · Physics 2010-12-30 Ayori Mitsutake , Yoshiharu Mori , Yuko Okamoto

Nonlinear state-space models are powerful tools to describe dynamical structures in complex time series. In a streaming setting where data are processed one sample at a time, simultaneous inference of the state and its nonlinear dynamics…

Machine Learning · Statistics 2023-06-06 Yuan Zhao , Josue Nassar , Ian Jordan , Mónica Bugallo , Il Memming Park

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

When dealing with difficult inverse problems such as inverse rendering, using Monte Carlo estimated gradients to optimise parameters can slow down convergence due to variance. Averaging many gradient samples in each iteration reduces this…

Graphics · Computer Science 2023-09-28 Martin Balint , Karol Myszkowski , Hans-Peter Seidel , Gurprit Singh

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double-well. In classical (thermal)…

Disordered Systems and Neural Networks · Physics 2009-11-11 Lorenzo Stella , Giuseppe E. Santoro , Erio Tosatti

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

In the past few years considerable progress has been made in Monte Carlo simulations of first-order phase transitions and in the analysis of the resulting finite-size data. In this paper special emphasis will be placed on multicanonical…

High Energy Physics - Lattice · Physics 2007-05-23 Wolfhard Janke

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

I present a cluster Monte Carlo algorithm that gives direct access to the interface free energy of Ising models. The basic idea is to simulate an ensemble that consists of both configurations with periodic and with antiperiodic boundary…

High Energy Physics - Lattice · Physics 2009-10-22 Martin Hasenbusch

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and…

Computation · Statistics 2025-09-16 Mengxin Xi , Zheyang Shen , Marina Riabiz , Nicolas Chopin , Chris J. Oates

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

We present results of a Monte Carlo study of temperature-programmed desorption in a model system with attractive lateral interactions. It is shown that even for weak interactions there are large shifts of the peak maximum temperatures with…

chem-ph · Physics 2009-10-28 A. P. J. Jansen

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Akio Kitao , Yuko Okamoto