相关论文: Optimum Monte Carlo Simulations: Some Exact Result…
Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…
We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…
Squared deviations from the equilibrium positions of one-dimensional coupled harmonic oscillators with fixed and free endpoints are calculated, and the time averages are expressed as a function of the initial displacements and velocities.…
We study Hamiltonian Monte Carlo (HMC) for sampling from a strongly logconcave density proportional to $e^{-f}$ where $f:\mathbb{R}^d \to \mathbb{R}$ is $\mu$-strongly convex and $L$-smooth (the condition number is $\kappa = L/\mu$). We…
Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…
We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…
We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…
The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…
We present a new unbiased algorithm that estimates the expected value of f(U) via Monte Carlo simulation, where U is a vector of d independent random variables, and f is a function of d variables. We assume that f does not depend equally on…
We apply the recently developed adaptive ensemble optimization technique to simulate dense Lennard-Jones fluids and a particle-solvent model by broad-histogram Monte Carlo techniques. Equilibration of the simulated fluid is improved by…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…
Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…
We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…
The dynamics of samples in the continuous-imaginary-time quantum world-line Monte Carlo simulations with extended ensembles are investigated. In the case of a conventional flat ensemble on the one-dimensional quantum S=1 bi-quadratic model,…
We numerically study the Euclidean quantum cosmology of a closed, homogeneous and isotropic universe with a cosmological constant. A dust field acts as a clock, and we compute the ground state wavefunction, correlation function, and mean…
While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…