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We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…

Machine Learning · Statistics 2025-01-08 Luiz F. O. Chamon , Mohammad Reza Karimi , Anna Korba

Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex optimisation, which scales very efficiently to high dimensional…

Computation · Statistics 2016-12-23 Alain Durmus , Eric Moulines , Marcelo Pereyra

We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang , Tien Kiat Tay , Robert H. Swendsen

In the numerical analysis of strongly correlated quantum lattice models one of the leading algorithms developed to balance the size of the effective Hilbert space and the accuracy of the simulation is the density matrix renormalization…

Strongly Correlated Electrons · Physics 2015-06-17 Csaba Nemes , Gergely Barcza , Zoltán Nagy , Örs Legeza , Péter Szolgay

The Polchinski version of the exact renormalisation group equations is applied to multicritical fixed points, which are present for dimensions between two and four, for scalar theories using both the local potential approximation and its…

High Energy Physics - Theory · Physics 2020-06-01 J. O'Dwyer , H. Osborn

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Methodology · Statistics 2018-10-17 Kei Hirose , Hiroki Masuda

We extend the exact multilocal renormalization group (RG) method to study the flow of the effective action functional. This important physical quantity satisfies an exact RG equation which is then expanded in multilocal components.…

Condensed Matter · Physics 2009-11-10 Gregory Schehr , Pierre Le Doussal

We applied our previously developed library-based Monte Carlo (LBMC) to equilibrium sampling of several implicitly solvated all-atom peptides. LBMC can perform equilibrium sampling of molecules using the pre-calculated statistical libraries…

Biological Physics · Physics 2015-05-14 Ying Ding , Artem B. Mamonov , Daniel M. Zuckerman

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Optimization and Control · Mathematics 2026-03-04 Wenjing Li , Wei Bian , Kim-Chuan Toh

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

The single-cluster Monte Carlo algorithm and the reweighting technique are used to simulate the 3D-ferromagnetic Ising model on three dimensional Voronoi-Delaunay lattices. It is assumed that the coupling factor $J$ varies with the distance…

Disordered Systems and Neural Networks · Physics 2007-05-23 F. W. S. Lima , U. M. S. Costa , R. N. Costa Filho

The density matrix renormalization group (DMRG) is a numerical method that optimizes a variational state expressed by a tensor product. We show that the ground state is not fully optimized as far as we use the standard finite system…

Statistical Mechanics · Physics 2010-05-20 H. Takasaki , T. Hikihara , T. Nishino

We develop a fourth order simulation algorithm for solving the stochastic Langevin equation. The method consists of identifying solvable operators in the Fokker-Planck equation, factorizing the evolution operator for small time steps to…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

It is well-known that irreversible MCMC algorithms converge faster to their stationary distributions than reversible ones. Using the special geometric structure of Lie groups $\mathcal G$ and dissipation fields compatible with the…

Statistics Theory · Mathematics 2019-03-22 Alexis Arnaudon , Alessandro Barp , So Takao

We provide a unified description of efficiency correction and error estimation for moments of conserved quantifies in heavy-ion collisions. Moments and cumulants are expressed in terms of the factorial moments, which can be easily corrected…

Data Analysis, Statistics and Probability · Physics 2017-10-18 Xiaofeng Luo

The complex Langevin method, a numerical method used to compute the ensemble average with a complex partition function, often suffers from runaway instability. We study the regularization of the complex Langevin method via augmenting the…

Computational Physics · Physics 2022-02-09 Zhenning Cai , Yang Kuang , Hong Kiat Tan

The pseudofermion functional renormalization group (pffRG) is a computational method for determining zero-temperature phase diagrams of frustrated quantum magnets. In a recent methodological advance, the commonly employed Katanin truncation…

Strongly Correlated Electrons · Physics 2022-07-04 Marc K. Ritter , Dominik Kiese , Tobias Müller , Fabian B. Kugler , Ronny Thomale , Simon Trebst , Jan von Delft

Optimizing highly complex cost/energy functions over discrete variables is at the heart of many open problems across different scientific disciplines and industries. A major obstacle is the emergence of many-body effects among certain…

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