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We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

An algorithm of the tensor renormalization group is proposed based on a randomized algorithm for singular value decomposition. Our algorithm is applicable to a broad range of two-dimensional classical models. In the case of a square…

Statistical Mechanics · Physics 2018-03-23 Satoshi Morita , Ryo Igarashi , Hui-Hai Zhao , Naoki Kawashima

The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…

Computational Physics · Physics 2009-11-13 Cristian Predescu

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

It is possible to extract values for critical couplings and gamma_string in matrix models by deriving a renormalization group equation for the variation of the of the free energy as the size N of the matrices in the theory is varied. In…

High Energy Physics - Theory · Physics 2009-10-28 D. Johnston

Renormalization group (RG) methods, which model the way in which the effective behavior of a system depends on the scale at which it is observed, are key to modern condensed-matter theory and particle physics. We compare the ideas behind…

Quantum Physics · Physics 2013-03-14 Cédric Bény

The Renormalization Group (RG) methods are still far from being completely understood in quenched disordered systems. In order to gain insight into the nature of the phase transition of these systems, it is common to investigate simple…

Disordered Systems and Neural Networks · Physics 2014-04-02 Aurélien Decelle , Giorgio Parisi , Jacopo Rocchi

The Numerical Renormalization Group method (NRG) has been developed by Wilson in the 1970's to investigate the Kondo problem. The NRG allows the non-perturbative calculation of static and dynamic properties for a variety of impurity models.…

Strongly Correlated Electrons · Physics 2009-10-31 R. Bulla

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

A simulation method based on the RG blocking is shown to yield statistical errors smaller than that of the crude MC using absolute values of the original measures. The new method is particularly suitable to apply to the sign problem of…

High Energy Physics - Lattice · Physics 2007-05-23 J. F. Markham , T. D. Kieu

We present an algorithm based on maximum likelihood for the estimation and renormalization (marginalization) of exponential densities. The moment-matching problem resulting from the maximization of the likelihood is solved as an…

Statistics Theory · Mathematics 2009-11-10 Panagiotis Stinis

We newly develop a renormalization group (RG) improvement for thermally resummed effective potentials. In this method, $\beta$-functions are consistently defined in resummed perturbation theories, so that order-by-order RG invariance is not…

High Energy Physics - Phenomenology · Physics 2024-03-12 Koichi Funakubo , Eibun Senaha

We discuss possible sources of systematic errors in the computation of critical exponents by renormalization-group methods, extrapolations from exact enumerations and Monte Carlo simulations. A careful Monte Carlo determination of the…

High Energy Physics - Lattice · Physics 2009-10-30 Sergio Caracciolo , Maria Serena Causo , Andrea Pelissetto

A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…

Statistical Mechanics · Physics 2007-05-23 Anders W. Sandvik

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Enzo Marinari

Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…

Optimization and Control · Mathematics 2021-06-14 Werner Römisch , Thomas M. Surowiec

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

Recent Monte Carlo simulations of the critical point of the restricted primitive model for ionic solutions are reported. Only the continuum version of the model is considered. A finite size scaling analysis based in the Bruce-Wilding…

Statistical Mechanics · Physics 2007-05-23 Jean-Michel Caillol