相关论文: Probing tails of energy distributions using import…

We introduce a variational algorithm based on Matrix Product States that is trained by minimizing a generalized free energy defined using Tsallis entropy instead of the standard Gibbs entropy. As a result, our model can generate the…

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

We present a statistical method for complex energy landscape exploration which provides information on the metastable states--or valleys--actually explored by an unperturbed aging process following a quench. Energy fluctuations of record…

The phase diagram of correlated, disordered electron systems is calculated within dynamical mean-field theory for the Anderson-Falicov-Kimball model with nearest-neighbors and next-nearest-neighbors hopping. The half-filled band is analyzed…

In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is based on the criterion of minimizing the variance of the…

The weak coupling asymptotics to order $\gamma$ of the ground state energy of the delta-function Fermi gas, derived heuristically in the literature, is here made rigorous. Further asymptotics are in principle computable. The analysis…

We study a classical fully-frustrated honeycomb lattice Ising model using Markov chain Monte Carlo methods and exact calculations . The Hamiltonian realizes a degenerate ground state manifold of equal-energy states, where each hexagonal…

We present an algorithm for finding ground states of two dimensional spin glass systems based on ideas from matrix product states in quantum information theory. The algorithm works directly at zero temperature and defines an approximate…

The variational and diffusion quantum Monte Carlo methods are used to calculate the correlation energy of the paramagnetic three-dimensional homogeneous electron gas at intermediate to high density. Ground state energies in finite cells are…

The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…

We study numerically the structure of metastable states in the Sherrington-Kirkpatrick spin glass. We find that all non-paramagnetic stationary points of the free energy are organized into pairs, consisting in a minimum and a saddle of…

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Using numerical simulations, we investigate the distribution of Kondo temperatures at the Anderson transition. In agreement with previous work, we find that the distribution has a long tail at small Kondo temperatures. Recently, an…

The ground-state energy of the Hubbard model on a Bethe lattice with infinite connectivity at half filling is calculated for the insulating phase. Using Kohn's transformation to derive an effective Hamiltonian for the strong-coupling limit,…

Achieving high efficiency in modern photorealistic rendering hinges on using Monte Carlo sampling distributions that closely approximate the illumination integral estimated for every pixel. Samples are typically generated from a set of…

In quantum spin systems obeying hyperscaling, the probability distribution of the total magnetization takes on a universal scaling form at criticality. We obtain this scaling function exactly for the ground state and first excited state of…

Galam reshuffling introduced in opinion dynamics models is investigated under the nearest neighbor Ising model on a square lattice using Monte Carlo simulations. While the corresponding Galam analytical critical temperature T_C \approx 3.09…

We study the probability distribution of the pseudo-critical temperature in a mean-field and in a short-range spin-glass model: the Sherrington-Kirkpatrick (SK) and the Edwards-Anderson (EA) model. In both cases, we put in evidence the…

We develop a quantum Monte Carlo method to estimate the ground-state energy of a fermionic many-particle system in the configuration-interaction shell model approach. The fermionic sign problem is circumvented by using a guiding wave…