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A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

Applications · Statistics 2023-11-09 Cory McCartan , Kosuke Imai

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Data Structures and Algorithms · Computer Science 2023-04-05 Weiming Feng , Heng Guo , Chunyang Wang , Jiaheng Wang , Yitong Yin

We provide algorithms for performing computations in generalized numerical semigroups, that is, submonoids of $\mathbb{N}^{d}$ with finite complement in $\mathbb{N}^{d}$. These semigroups are affine semigroups, which in particular implies…

Combinatorics · Mathematics 2019-11-22 Carmelo Cisto , Manuel Delgado , Pedro A. García-Sánchez

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

Statistical depth functions provide center-outward orderings in spaces of dimension larger than one, where a natural ordering does not exist. The numerical evaluation of such depth functions can be computationally prohibitive, even for…

Methodology · Statistics 2025-07-09 Felix Gnettner , Claudia Kirch , Alicia Nieto-Reyes

Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Machine Learning · Statistics 2025-05-20 Andrew Millard , Zheng Zhao , Joshua Murphy , Simon Maskell

Renormalization group theory is a powerful and intriguing technique with a wide range of applications. One of the main successes of renormalization group theory is the description of continuous phase transitions and the development of…

Statistical Mechanics · Physics 2025-02-04 Luca Di Carlo

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Data Structures and Algorithms · Computer Science 2025-10-20 L. A. Garcia-Cortes , C. Cabrillo

The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead…

Statistical Mechanics · Physics 2017-04-26 Bernd A Berg

The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods…

Machine Learning · Computer Science 2022-11-03 Yaoguang Zhai , Sicun Gao

Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…

Computation · Statistics 2013-06-25 Yan Zhou

In this paper we introduce and formalize Substochastic Monte Carlo (SSMC) algorithms. These algorithms, originally intended to be a better classical foil to quantum annealing than simulated annealing, prove to be worthy optimization…

Data Structures and Algorithms · Computer Science 2017-05-01 Michael Jarret , Brad Lackey

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option or when the computing…

Machine Learning · Computer Science 2026-05-27 Tristan Cazenave

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

We consider the problem of interpolating a sparse multivariate polynomial over a finite field, represented with a black box. Building on the algorithm of Ben-Or and Tiwari for interpolating polynomials over rings with characteristic zero,…

Symbolic Computation · Computer Science 2020-02-11 Qiao-Long Huang

We present an implementation of a Monte Carlo algorithm that generates points randomly and uniformly on a set of arbitrary surfaces. The algorithm is completely general and only requires the geometry modeling software to provide the…

Nuclear Experiment · Physics 2009-03-19 J. A. Detwiler , R. Henning , R. A. Johnson , M. G. Marino

We present a polynomial time Monte-Carlo algorithm for finite simple black box classical groups of odd characteristic which constructs all root ${\rm{SL}}_2(q)$-subgroups associated with the nodes of the extended Dynkin diagram of the…

Group Theory · Mathematics 2010-08-18 Alexandre Borovik , Sukru Yalcinkaya

We survey group-theoretic algorithms for finding (some or all) subgroups of a finite group and discuss the implementation of these algorithms in the computer algebra system GAP

Group Theory · Mathematics 2020-12-04 Alexander Hulpke