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The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

计算物理 · 物理学 2010-02-11 Norbert Nemec

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

无序系统与神经网络 · 物理学 2009-10-31 Yukito Iba

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

计算物理 · 物理学 2015-05-13 T. E. Booth , J. E. Gubernatis

We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…

统计力学 · 物理学 2008-07-09 T. E. Booth , J. E. Gubernatis

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

统计方法学 · 统计学 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

机器学习 · 统计学 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

统计计算 · 统计学 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

材料科学 · 物理学 2009-11-07 F. Calvo , F. Spiegelman

We present an optimized version of a cluster labeling algorithm previously introduced by the authors. This algorithm is well suited for large-scale Monte Carlo simulations of spin models using cluster dynamics on parallel computers with…

高能物理 - 格点 · 物理学 2015-06-25 M. Flanigan , P. Tamayo

Monte Carlo algorithms are frequently used in atomistic simulations, including for computation of magnetic parameter temperature dependences in multiscale simulations. Even though parallelization strategies for Monte Carlo simulations of…

介观与纳米尺度物理 · 物理学 2021-09-15 Serban Lepadatu , George McKenzie , Tim Mercer , Callum Robert MacKinnon , Philip Raymond Bissell

We combine parallelization and cluster Monte Carlo for hard sphere systems and present a parallelized event chain algorithm for the hard disk system in two dimensions. For parallelization we use a spatial partitioning approach into…

统计力学 · 物理学 2014-12-18 Tobias Alexander Kampmann , Horst-Holger Boltz , Jan Kierfeld

We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…

统计力学 · 物理学 2020-11-10 Tasrief Surungan , Yutaka Okabe

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

计算物理 · 物理学 2020-09-01 Shi Jin , Xiantao Li

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

信号处理 · 电气工程与系统科学 2023-10-03 Alexander Lin , Demba Ba

We describe an algorithm for dynamic load balancing of geometrically parallelized synchronous Monte Carlo simulations of physical models. This algorithm is designed for a (heterogeneous) multiprocessor system of the MIMD type with…

高能物理 - 格点 · 物理学 2009-10-22 P. Altevogt , A. Linke

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

定量方法 · 定量生物学 2011-09-27 Qiang Chang , Jin Yang

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

An improved algorithm is proposed for Monte Carlo methods to study fermion systems interacting with adiabatical fields. To obtain a weight for each Monte Carlo sample with a fixed configuration of adiabatical fields, a series expansion…

强关联电子 · 物理学 2007-05-23 Nobuo Furukawa , Yukitoshi Motome

Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…

统计方法学 · 统计学 2019-01-21 Zheng Wei , Erin M. Conlon

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…

统计力学 · 物理学 2011-12-06 John D. Chodera , Michael R. Shirts