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相关论文: Policy-guided Monte Carlo on general state spaces:…

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Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

统计力学 · 物理学 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

计算物理 · 物理学 2009-11-07 S. P. Li

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…

统计力学 · 物理学 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

统计计算 · 统计学 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

统计力学 · 物理学 2007-05-23 Ligang Chen , Michael W. Deem

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

机器学习 · 计算机科学 2024-10-03 Shuze Liu , Shangtong Zhang

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

机器学习 · 计算机科学 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

统计计算 · 统计学 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

统计力学 · 物理学 2012-04-16 Stephen Whitelam

Successful computer studies of glass-forming materials need to overcome both the natural tendency to structural ordering and the dramatic increase of relaxation times at low temperatures. We present a comprehensive analysis of eleven…

统计力学 · 物理学 2017-06-09 Andrea Ninarello , Ludovic Berthier , Daniele Coslovich

Combinatorial optimization problems are central to both practical applications and the development of optimization methods. While classical and quantum algorithms have been refined over decades, machine learning--assisted approaches are…

无序系统与神经网络 · 物理学 2026-05-12 Luca Maria Del Bono , Federico Ricci-Tersenghi , Francesco Zamponi

We propose a novel computational strategy to study the glass transition of molecular fluids. Our approach combines the construction of simple yet realistic models with the development of Monte Carlo algorithms to accelerate equilibration…

统计力学 · 物理学 2026-03-31 Romain Simon , Jean-Louis Barrat , Ludovic Berthier

We introduce \textit{Policy Guided Monte Carlo} (PGMC), a computational framework using reinforcement learning to improve Markov chain Monte Carlo (MCMC) sampling. The methodology is generally applicable, unbiased and opens up a new path to…

计算物理 · 物理学 2018-12-12 Troels Arnfred Bojesen

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…

统计计算 · 统计学 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We present a Monte-Carlo simulation algorithm for real-time policy improvement of an adaptive controller. In the Monte-Carlo simulation, the long-term expected reward of each possible action is statistically measured, using the initial…

机器学习 · 计算机科学 2025-04-07 Gerald Tesauro , Gregory R. Galperin

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

量子物理 · 物理学 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

计算物理 · 物理学 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

机器学习 · 计算机科学 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…

量子物理 · 物理学 2021-01-04 Katsuhiro Endo , Taichi Nakamura , Keisuke Fujii , Naoki Yamamoto

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

天体物理学 · 物理学 2009-11-13 C. W. Ormel , M. Spaans
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