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While statisticians are well-accustomed to performing exploratory analysis in the modeling stage of an analysis, the notion of conducting preliminary general-purpose exploratory analysis in the Monte Carlo stage (or more generally, the…

统计计算 · 统计学 2012-06-15 Luke Bornn , Pierre Jacob , Pierre Del Moral , Arnaud Doucet

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

统计力学 · 物理学 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

Two cluster algorithms, based on constructing and flipping loops, are presented for worldline quantum Monte Carlo simulations of fermions and are tested on the one-dimensional repulsive Hubbard model. We call these algorithms the loop-flip…

凝聚态物理 · 物理学 2007-05-23 N. Kawashima , J. E. Gubernatis , H. G. Evertz

We investigate local update algorithms for the fully frustrated XY model on a square lattice. In addition to the standard updating procedures like the Metropolis or heat bath algorithm we include overrelaxation sweeps, implemented through…

无序系统与神经网络 · 物理学 2007-05-23 S. Grosse Pawig , K. Pinn

We investigate the properties of two standard energy estimators used in path-integral Monte Carlo simulations. By disentangling the variance of the estimators and their autocorrelation times we analyse the dependence of the performance on…

凝聚态物理 · 物理学 2009-10-30 Wolfhard Janke , Tilman Sauer

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

统计力学 · 物理学 2007-05-23 C. H. Mak , Sergei Zakharov

I propose a new algorithm, a free energy Monte Carlo algorithm, for calculations where conventional Monte Carlo simulations struggle with ergodicity problems. The simplest version of the proposed algorithm allows for the determination of…

凝聚态物理 · 物理学 2007-05-23 M. J. Thill

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

统计力学 · 物理学 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

统计力学 · 物理学 2007-05-23 Erik Luijten

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

统计力学 · 物理学 2009-11-11 Douglas J. Ashton , Lester O. Hedges , Juan P. Garrahan

Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…

统计力学 · 物理学 2015-05-28 Ronald Dickman , A. G. Cunha-Netto

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

最优化与控制 · 数学 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We provide an algorithm that maintains, against an adaptive adversary, a $(1-\varepsilon)$-approximate maximum matching in $n$-node $m$-edge general (not necessarily bipartite) undirected graph undergoing edge deletions with high…

数据结构与算法 · 计算机科学 2024-12-05 Jiale Chen , Aaron Sidford , Ta-Wei Tu

In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

统计力学 · 物理学 2008-06-24 Y. Okamoto

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

统计力学 · 物理学 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We study the statistical physics of the classical Ising model in the so-called $\alpha$-R\'enyi ensemble, a finite-temperature thermal state approximation that minimizes a modified free energy based on the $\alpha$-R\'enyi entropy. We begin…

统计力学 · 物理学 2025-09-23 Andrew Jreissaty , Juan Carrasquilla

An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…

统计力学 · 物理学 2007-05-23 Jurij Smakov , Kenji Harada , Naoki Kawashima

We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its…

统计力学 · 物理学 2019-10-17 Manon Michel , Xiaojun Tan , Youjin Deng

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

概率论 · 数学 2007-10-29 Yefim I. Leifman

We implement a cluster-update Monte Carlo algorithm to simulate magnetic dipoles of the XY-spin type confined in a two-dimensional plane. The long-range character and anisotropy in the dipole interaction are handled by using the…

统计力学 · 物理学 2011-09-29 Seung Ki Baek