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Monte Carlo switching moves ("perturbations") are defined between two or more classical Hamiltonians sharing a common ground-state energy. The ratio of the density of states (DOS) of one system to that of another is related to the ensemble…

Computational Physics · Physics 2012-12-27 Rasmus A. X. Persson

Consider a central problem in randomized approximation schemes that use a Monte Carlo approach. Given a sequence of independent, identically distributed random variables $X_1,X_2,\ldots$ with mean $\mu$ and standard deviation at most $c…

Statistics Theory · Mathematics 2014-11-18 Mark Huber

We introduce a simple but efficient method for grand-canonical twist averaging in quantum Monte Carlo calculations. By evaluating the thermodynamic grand potential instead of the ground state total energy, we greatly reduce the sampling…

Materials Science · Physics 2020-01-01 Sam Azadi , W. M. C. Foulkes

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

Poisson log-linear models are ubiquitous in many applications, and one of the most popular approaches for parametric count regression. In the Bayesian context, however, there are no sufficient specific computational tools for efficient…

Computation · Statistics 2022-09-02 Laura D'Angelo , Antonio Canale

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

Statistical Mechanics · Physics 2008-06-24 Y. Okamoto

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

We propose a tensor network algorithm for the efficient sampling of quantum pure states belonging to a generalized microcanonical ensemble. The algorithm consists in an adaptation of the power method to a recently introduced ensemble of…

Quantum Physics · Physics 2013-09-05 Silvano Garnerone , Thiago R. de Oliveira

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We propose a new recursive procedure to estimate the microcanonical density of states in multicanonical Monte Carlo simulations which relies only on measurements of moments of the energy distribution, avoiding entirely the need for energy…

Statistical Mechanics · Physics 2007-05-23 J. Viana Lopes , Miguel D. Costa , J. M. B. Lopes dos Santos , R. Toral

Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…

Computation · Statistics 2026-05-14 Buu Phan , Gergely Flamich , Ashish Khisti , Shahab Asoodeh

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

A brief introduction to the statistical hadronization approach to particle production in relativistic heavy-ion collisions is given. In the context of fluid dynamics modeling various aspects of hadron emission at the freeze-out are…

Nuclear Theory · Physics 2022-07-13 Radoslaw Ryblewski

The multiplicity distributions of hadrons produced in central nucleus-nucleus collisions are studied within the hadron-resonance gas model in the large volume limit. The microscopic correlator method is used to enforce conservation of three…

Nuclear Theory · Physics 2008-11-26 V. V. Begun , M. Gazdzicki , M. I. Gorenstein , M. Hauer , V. P. Konchakovski , B. Lungwitz

The Monte Carlo (MC) procedure for sampling the hadron yields within hadron resonance gas (HRG) model is presented. The effects of excluded-volume due to the finite hadron eigenvolumes and of exact charge conservation within the canonical…

Nuclear Theory · Physics 2019-01-01 Volodymyr Vovchenko , Mark I. Gorenstein , Horst Stoecker