Related papers: Broad Histogram Monte Carlo
A continuous-time projection quantum Monte Carlo algorithm is employed to simulate the ground state of a short-range quantum spin-glass model, namely, the two-dimensional Edwards-Anderson Hamiltonian with transverse field, featuring…
We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute…
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…
The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…
Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…
We present results of Monte Carlo simulations, using parallel tempering, on the three- and four-dimensional Edwards-Anderson Ising spin glass with Gaussian couplings at low temperatures with free boundary conditions. Our results suggest…
We propose an importance sampling (IS)-based transport map Hamiltonian Monte Carlo procedure for performing full Bayesian analysis in general nonlinear high-dimensional hierarchical models. Using IS techniques to construct a transport map,…
We study the phase diagram of the two-dimensional repulsive Hubbard model with spin-dependent anisotropic hopping at half-filling. The system develops Ising antiferromagnetic long-range order already at infinitesimal repulsive interaction…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
We discuss the conceptual differences between the Broad Histogram (BHM) and reweighting methods in general, and particularly the so-called Multicanonical (MUCA) approaches. The main difference is that BHM is based on microcanonical,…
We study the phase diagram of a quasi-two dimensional magnetic system ${\rm Rb_2MnF_4}$ with Monte Carlo simulations of a classical Heisenberg spin Hamiltonian which includes the dipolar interactions between ${\rm Mn}^{2+}$ spins. Our…
We present a new method devised to overcome the intrinsic difficulties associated to the numerical simulations of the Tsallis statistics. We use a standard Metropolis Monte Carlo algorithm at a fictitious temperature T', combined with a…
Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…
We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…
In this paper, we propose a discontinuous Hamilton Monte Carlo (DHMC) to sample from dimensional varying distributions, and particularly the grand canonical ensemble. The DHMC was proposed in [Biometrika, 107(2)] for discontinuous potential…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
We develop a Monte Carlo framework to analyze the statistics of quantum work in correlated electron systems. Using the Ising-Kondo model in heavy fermions as a paradigmatic platform, we thoroughly illustrate the process of determining the…
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…