中文
相关论文

相关论文: Heat Bath Efficiency with Metropolis-Type Updating

200 篇论文

We develop diffusion models for simulating lattice gauge theories, where stochastic quantization is explicitly incorporated as a physical condition for sampling. We demonstrate the applicability of this novel sampler to U(1) gauge theory in…

高能物理 - 格点 · 物理学 2026-01-26 Qianteng Zhu , Gert Aarts , Wei Wang , Kai Zhou , Lingxiao Wang

In this paper, we introduce a new approach for integrating score-based models with the Metropolis-Hastings algorithm. While traditional score-based diffusion models excel in accurately learning the score function from data points, they lack…

机器学习 · 计算机科学 2025-04-01 Ahmed Aloui , Ali Hasan , Juncheng Dong , Zihao Wu , Vahid Tarokh

In modern lattice simulations, conventional update algorithms do not allow for tunneling between topological sectors at fine lattice spacings. We compare the viability of multiple less commonly used algorithms (metadynamics, instanton…

高能物理 - 格点 · 物理学 2025-03-14 Timo Eichhorn , Christian Hoelbling

Based on the algorithm Informed Importance Tempering (IIT) proposed by Li et al. (2023) we propose an algorithm that uses an adaptive bounded balancing function. We argue why implementing parallel tempering where each replica uses a…

An optimization algorithm is presented which consists of cyclically heating and quenching by Metropolis and local search procedures, respectively. It works particularly well when it is applied to an archive of samples instead of to a single…

无序系统与神经网络 · 物理学 2009-11-11 A. Mobius , A. Neklioudov , A. Diaz-Sanchez , K. H. Hoffmann , A. Fachat , M. Schreiber

The new method of nonperturbative calculation of the beta-function in the lattice gauge theory is proposed. The method is based on the finite size scaling hypothesis.

高能物理 - 格点 · 物理学 2007-05-23 O. Mogilevsky

We study four dimensional SU(2) lattice gauge theory in the Hamiltonian formalism by Green's Function Monte Carlo methods. A trial ground state wave function is introduced to improve the configuration sampling and we discuss the interplay…

高能物理 - 格点 · 物理学 2009-10-31 Matteo Beccaria

The multi-point Metropolis algorithm is an advanced MCMC technique based on drawing several correlated samples at each step and choosing one of them according to some normalized weights. We propose a variation of this technique where the…

统计计算 · 统计学 2012-10-18 Luca Martino , Victor Pascual Del Olmo , Jesse Read

We present several implementations of the Metropolis method, an adaptive Monte Carlo algorithm, which allow for the calculation of multi-dimensional integrals over arbitrary on-shell four-momentum phase space. The Metropolis technique…

高能物理 - 唯象学 · 物理学 2009-10-31 Hamid Kharraziha , Stefano Moretti

The pivot algorithm is the most efficient known method for sampling polymer configurations for self-avoiding walks and related models. Here we introduce two recent improvements to an efficient binary tree implementation of the pivot…

统计力学 · 物理学 2021-12-22 Nathan Clisby , Dac Thanh Chuong Ho

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

统计计算 · 统计学 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

We present a novel algorithm to compute the density of states, which is proven to converge to the correct result. The algorithm is very general and can be applied to a wide range of models, in the frameworks of Statistical Mechanics and…

高能物理 - 格点 · 物理学 2014-11-04 R. Pellegrini , K. Langfeld , B. Lucini , A. Rago

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

统计计算 · 统计学 2020-05-19 Zexi Song , Zhiqiang Tan

We develop lagged Metropolis-Hastings walk for sampling from simple undirected graphs according to given stationary sampling probabilities. We explain how to apply the technique together with designed graphs for sampling of units-in-space.…

统计方法学 · 统计学 2022-05-16 Li-Chun Zhang

We construct a simple quantum version of the classical Metropolis algorithm to prepare and observe quantum thermal states. It induces both a quantum Markov chain that mixes the quantum thermal state and a classical Markov chain that mixes…

量子物理 · 物理学 2022-06-10 Jonathan E. Moussa

Gibbs sampling is a workhorse for Bayesian inference but has several limitations when used for parameter estimation, and is often much slower than non-sampling inference methods. SAME (State Augmentation for Marginal Estimation)…

机器学习 · 计算机科学 2014-09-19 Huasha Zhao , Biye Jiang , John Canny

We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm.…

概率论 · 数学 2009-03-04 Lars Holden , Ragnar Hauge , Marit Holden

Recent papers in the field of Finite Element Model (FEM) updating have highlighted the benefits of Bayesian techniques. The Bayesian approaches are designed to deal with the uncertainties associated with complex systems, which is the main…

计算工程、金融与科学 · 计算机科学 2011-10-18 I. Boulkaibet , T. Marwala , L. Mthembu , M. I. Friswell , S. Adhikari

I show how Markov chain sampling with the Metropolis-Hastings algorithm can be modified so as to take bigger steps when the distribution being sampled from has the characteristic that its density can be quickly recomputed for a new point if…

统计理论 · 数学 2007-06-13 Radford M. Neal

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

数据结构与算法 · 计算机科学 2019-07-16 Weiming Feng , Thomas P. Hayes , Yitong Yin