Related papers: Broad Histogram Monte Carlo
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…
The Monte Carlo with Absorbing Markov Chains (MCAMC) method is introduced. This method is a generalization of the rejection-free method known as the $n$-fold way. The MCAMC algorithm is applied to the study of the very low-temperature…
We propose a method for Monte Carlo simulation of statistical physical models with discretized energy. The method is based on several ideas including the cluster algorithm, the multicanonical Monte Carlo method and its acceleration proposed…
We present a Monte Carlo numerical investigation of the Hamiltonian Mean Field (HMF) model. We begin by discussing canonical Metropolis Monte Carlo calculations, in order to check the caloric curve of the HMF model and study finite size…
Boltzmann sampling based on Metropolis algorithm has been extensively used for simulating a canonical ensemble. An estimate of a mechanical property, like energy, of an equilibrium system, can be made by averaging over a large number…
It is shown, by means of Monte Carlo simulation and Finite Size Scaling analysis, that the Heisenberg spin glass undergoes a finite-temperature phase transition in three dimensions. There is a single critical temperature, at which both a…
A Monte Carlo algorithm to simulate the isothermal recrystallization process of snow is presented. The snow metamorphism is approximated by two mass redistribution processes, surface diffusion and sublimation-deposition. The algorithm is…
We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
We propose a new generalized-ensemble algorithm, which we refer to as the multibaric-multithermal Monte Carlo method. The multibaric-multithermal Monte Carlo simulations perform random walks widely both in volume space and in potential…
In this work we report Monte Carlo simulations of a 2D Ising model, in which the statistics of the Metropolis algorithm is replaced by the nonextensive one. We compute the magnetization and show that phase transitions are present for $q\neq…
We present a new way to compute thermodynamical observables on the lattice. We compute excited states and thermodynamical functions in the scalar model via the Monte Carlo Hamiltonian technique. We find agreement with standard Lagrangian…
Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…
The dynamical hysteresis is studied in the kinetic Ising model in the presence of a sinusoidal magnetic field both by Monte Carlo simulation and by solving the dynamical meanfield equation for the averaged magnetisation. The frequency…
We investigate the collective behavior of an Ising lattice gas, driven to non-equilibrium steady states by being coupled to {\em two} thermal baths. Monte Carlo methods are applied to a two-dimensional system in which one of the baths is…
We present a Monte Carlo simulation technique by which the free energy of disordered systems can be computed directly. It is based on thermodynamic integration. The central idea is to construct an analytically solvable reference system from…
Sampling from high dimensional distributions is a computational bottleneck in many scientific applications. Hamiltonian Monte Carlo (HMC), and in particular the No-U-Turn Sampler (NUTS), are widely used, yet they struggle on problems with a…
We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…
Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo…