Related papers: Optimal Energy Estimation in Path-Integral Monte C…
We investigate Monte Carlo simulation strategies for determining the effective ("depletion") potential between a pair of hard spheres immersed in a dense sea of much smaller hard spheres. Two routes to the depletion potential are…
We derive, by introducing restrictions to the lesser self energy, a Monte Carlo scheme that solves the NEGF equations for electron transport. In doing so we formally prove that the Monte Carlo estimator has an expectation value equal to the…
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…
Generalized method of moments estimators based on higher-order moment conditions derived from independent shocks can be used to identify and estimate the simultaneous interaction in structural vector autoregressions. This study highlights…
We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the…
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…
The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…
In this note, we present an efficient algorithm to sample directly the self-energy in the framework of the Connected Determinant technique. The introduction of the formalism of many-variable formal power series is essential to the proof,…
The growing share of intermittent renewable energy sources, storage technologies, and the increasing degree of so-called sector coupling necessitates optimization-based energy system models with high temporal and spatial resolutions, which…
We carry out highly accurate \emph{ab initio} path integral Monte Carlo (PIMC) simulations to directly estimate the free energy of various warm dense matter systems including the uniform electron gas and hydrogen without any nodal…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
The efficiency of statistical sampling in broad-histogram Monte Carlo simulations can be considerably improved by optimizing the simulated extended ensemble for fastest equilibration. Here we describe how a recently developed feedback…
We numericaly demonstrate that, in double well models, the autocorrelation time of open path integral Monte Carlo simulations can be much smaller compared to standard ones using ring polymers. We also provide an intuitive explanation based…
The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…
Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
Detectors with continuous scintillator and matrix of photomultipliers attached are widely used in modern particle physics, and various medical tomographs. There are two common ways to calculate the coordinates of the scintillation flash via…
Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…
A new Monte Carlo scheme based on the system of Tsallis's generalized statistical mechanics is applied to a simple double well potential to calculate the canonical thermal average of potential energy. Although we observed serious…