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This paper is the third in a series devoted to the development of a rigorous renormalisation group method for lattice field theories involving boson fields, fermion fields, or both. In this paper, we motivate and present a general approach…

Mathematical Physics · Physics 2015-06-19 Roland Bauerschmidt , David C. Brydges , Gordon Slade

Various subsets of self-avoiding walks naturally appear when investigating existing methods designed to predict the 3D conformation of a protein of interest. Two such subsets, namely the folded and the unfoldable self-avoiding walks, are…

Biomolecules · Quantitative Biology 2013-06-19 Jacques M. Bahi , Christophe Guyeux , Kamel Mazouzi , Laurent Philippe

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

We show that the critical manifold of a statistical mechanical system in the vicinity of a critical point is locally accessible through correlation functions at that point. A practical numerical method is presented to determine the tangent…

Statistical Mechanics · Physics 2020-10-07 Yantao Wu , Roberto Car

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

The model of self-avoiding lattice walks and the asymptotic analysis of power-series have been two of the major research themes of Tony Guttmann. In this paper we bring the two together and perform a new analysis of the generating functions…

Statistical Mechanics · Physics 2016-11-03 Iwan Jensen

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…

Machine Learning · Computer Science 2013-01-18 Dale Schuurmans , Finnegan Southey

In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…

Applications · Statistics 2013-06-26 Ilya Gertsbakh , Eyal Neuman , Radislav Vaisman

Extensive Monte Carlo data analysis gives clear evidence that collapsed linear polymers in two dimensions fall in the universality class of athermal, dense self-avoiding walks, as conjectured by B.Duplantier [Phys.Rev.Lett. 71, 4274…

Statistical Mechanics · Physics 2007-05-23 Marco Baiesi , Enzo Orlandini , Attilio L. Stella

We investigate polymers pulled away from an interacting surface, where the force is applied to the untethered endpoint and at an angle $\theta$ to the surface. We use the canonical self-avoiding walk model of polymers and obtain the phase…

Soft Condensed Matter · Physics 2026-03-03 C J Bradly , N R Beaton , A L Owczarek

This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…

Fluid Dynamics · Physics 2020-12-02 Javier Jimenez

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

We analyze the critical behavior of isotropic systems with dipole-dipole interaction by renormalization-group methods in fixed space-time dimensions. Working in three-dimensional theory we analytically find three-loop expressions for…

Statistical Mechanics · Physics 2022-11-09 A. Kudlis , A. Pikelner

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

We present five-loop results for the renormalization of various models with a cubic interaction (in ${d = 6 - 2 \varepsilon}$ dimensions). For the scalar model and its ${O(n)}$-symmetric extension we provide renormalization constants,…

High Energy Physics - Theory · Physics 2021-05-04 Mikhail Kompaniets , Andrey Pikelner

We study a one-dimensional model which undergoes a transition between an active and an absorbing phase. Monte Carlo simulations supported by some additional arguments prompted as to predict the exact location of the critical point and…

Statistical Mechanics · Physics 2009-10-31 Adam Lipowski

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling…

Chaotic Dynamics · Physics 2011-12-22 J. Vanneste

We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…

Statistical Mechanics · Physics 2009-10-30 G. T. Barkema , M. E. J. Newman

We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions,…

Instrumentation and Methods for Astrophysics · Physics 2013-10-09 Ivan L. Andronov , Maria G. Tkachenko