相关论文: Entropic sampling via Wang-Landau random walks in …

Sampling from distributions of implicitly defined shapes enables analysis of various energy functionals used for image segmentation. Recent work describes a computationally efficient Metropolis-Hastings method for accomplishing this task.…

Wang-Landau sampling (WLS) of large systems requires dividing the energy range into "windows" and joining the results of simulations in each window. The resulting density of states (and associated thermodynamic functions) are shown to…

We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms where the target distribution has a discontinuous probability density function. Almost all previous analysis has focused upon continuous…

In this work we present a thorough analysis of the phase transitions that occur in a ferromagnetic 2D Ising model, with only nearest-neighbors interactions, in the framework of the Tsallis nonextensive statistics. We performed Monte Carlo…

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

We develop a fully microscopic, statistical mechanics approach to study phase transitions in Ising systems with competing interactions at different scales. Our aim is to consider orientational and positional order parameters in a unified…

An easy-to-implement form of the Metropolis Algorithm is described which, unlike most standard techniques, is well suited to sampling from multi-modal distributions on spaces with moderate numbers of dimensions (order ten) in environments…

In this work we propose a criterion to finish the simulations of the Wang-Landau sampling. Instead of determining a final modification factor for all simulations and every sample sizes, we investigate the behavior of the temperature of the…

Because of their multimodality, mixture posterior distributions are difficult to sample with standard Markov chain Monte Carlo (MCMC) methods. We propose a strategy to enhance the sampling of MCMC in this context, using a biasing procedure…

This paper proposes an approach based on graph theory and combinatorial enumeration for sizing of movable energy resources (MERs) to improve the resilience of the electric power supply. The proposed approach determines the size and number…

We report a numerical study of self-avoiding polymers on the square lattice, including an attractive potential between nonconsecutive monomers. Using Wang-Landau sampling (WLS) with adaptive windows, we obtain the density of states for…

We investigate the zero-temperature quantum phase transition of the random bond Ising chain in a transverse magnetic field. Its critical properties are identical to those of the McCoy-Wu model, which is a classical Ising model in two…

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

The Landau-Lifshitz equation governing magnetization dynamics is written in terms of the amplitudes of normal modes associated with the micromagnetic system's appropriate ground state. This results in a system of nonlinear ordinary…

We examine the optimal scaling and the efficiency of the pseudo-marginal random walk Metropolis algorithm using a recently-derived result on the limiting efficiency as the dimension, $d\rightarrow \infty$. We prove that the optimal scaling…

We propose an empirical method for identifying low damped modes and corresponding mode shapes using frequency measurements from a Wide Area Monitoring System. The method consists of two main steps: Firstly, Complex Principal Component…

This paper studies numerically the Weeks-Chandler-Andersen (WCA) system, which is shown to obey hidden scale invariance with a density-scaling exponent that varies from below 5 to above 500. This unprecedented variation makes it…

In this paper, we shall optimize the efficiency of Metropolis algorithms for multidimensional target distributions with scaling terms possibly depending on the dimension. We propose a method for determining the appropriate form for the…

Evaporation/condensation transition of the Potts model on square lattice is numerically investigated by the Wang-Landau sampling method. Intrinsically system size dependent discrete transition between supersaturation state and…

We report on numerical simulations of the two-dimensional Blume-Capel ferromagnet embedded in the triangular lattice. The model is studied in both its first- and second-order phase transition regime for several values of the crystal field…