相关论文: Extending the Broad Histogram Method for Continuou…

We propose a way of implementing the Broad Histogram Monte Carlo method to systems with continuous degrees of freedom, and we apply these ideas to investigate the three-dimensional XY-model with periodic boundary conditions. We have found…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

In this work we investigate the classical ferromagnetic XY-model in two dimensions subject to a symmetry breaking field which impose a $Z_2$ symmetry to the system. We used the broad histogram method combined with microcanonical simulations…

We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than…

We apply the Broad Histogram Method to an Ising system in the context of the recently reformulated Generalized Thermostatistics, and we claim it to be a very efficient simulation tool for this non-extensive statistics. Results are obtained…

We construct a rejection-free Monte Carlo algorithm for a system with continuous degrees of freedom. We illustrate the algorithm by applying it to the classical three-dimensional Heisenberg model with canonical Metropolis dynamics. We…

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

The Broad Histogram Method (BHM) allows one to determine the energy degeneracy g(E), i.e. the energy spectrum of a given system, from the knowledge of the microcanonical averages <Nup(E)> and <Ndn(E)> of two macroscopic quantities Nup and…

In order to extend the recently proposed Monte Carlo Hamiltonian to many-body systems, we suggest to concept of a stochastic basis. We apply it to the chain of $N_s=9$ coupled anharmonic oscillators. We compute the spectrum of excited…

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

We present a method for fast optimal estimation of the temperature angular power spectrum from observations of the cosmic microwave background. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from the posterior…

In this paper, we propose a discontinuous Hamilton Monte Carlo (DHMC) to sample from dimensional varying distributions, and particularly the grand canonical ensemble. The DHMC was proposed in [Biometrika, 107(2)] for discontinuous potential…

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Monte Carlo simulations are performed for the S = 1/2 XY and ferro- and antiferromagnetic Heisenberg model in two dimensions using the loop algorithm. Thermodynamic properties of all these models are investigated in wide temperature range.…

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

We propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It simulates the Nos\'e-Hoover dynamics of a…

In a recent work, M. Troyer, F. Alet and S. Wessel \cite{brazilean} proposed a way to extend histogram methods to quantum systems in the World Line Quantum Monte Carlo (WLQMC) formulation. The strategy, also proposed in \cite{josedaniel},…

We present extensive Monte Carlo simulations on a two-dimensional XY model with a modified form of interaction potential. Thermodynamic quantities other than energy, specific heat etc (such as magnetization, susceptibility, fourth order…