Related papers: Simulated Annealing using Hybrid Monte Carlo
Theory of simulated annealing (SA), a method for equilibrium and stability analyses for Hamiltonian systems, is reviewed. The SA explained in this review is based on a double bracket formulation that derives from Hamiltonian structure. In…
Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…
In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…
Monte Carlo (MC) simulations of many systems, in particular those with conflicting constraints, can be considerably speeded up by using multicanonical or related methods. Some of these approaches sample with a-priori unknown weight factors.…
We give a rigorous complexity analysis of the simulated annealing algorithm by Kalai and Vempala [Math of OR 31.2 (2006): 253-266] using the type of temperature update suggested by Abernethy and Hazan [arXiv 1507.02528v2, 2015]. The…
While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…
Incorporating the concept of order parameter of the mean-field theory into the simulated annealing method, we presented a new optimization algorithm, the guided simulated annealing method. In this method mean-field order parameters are…
We propose a modification of the Hybrid Monte-Carlo method to sample equilibrium distributions of continuous field models. The method allows an efficient implementation of Fourier acceleration and is shown to reduce completely critical…
In this paper we consider the use of certain classical analogues to quantum tunneling behavior to improve the performance of simulated annealing on a discrete spin system of the general Ising form. Specifically, we consider the use of…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
This paper explores a surprising equivalence between two seemingly-distinct convex optimization methods. We show that simulated annealing, a well-studied random walk algorithms, is directly equivalent, in a certain sense, to the central…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…
We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…
We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…
The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…
In Hybrid Monte Carlo simulations for full QCD, the gauge fields evolve smoothly as a function of Molecular Dynamics time. Here we investigate improved methods of estimating the trial or starting solutions for the Dirac matrix inversion as…
Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…