Questions tagged [monte-carlo]

Questions on Monte Carlo methods, methods that require the repeated generation of (pseudo-, quasi-)random numbers for computing their results.

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Generating particles from a distribution function using Monte Carlo

I have been given a 4D ($x, y, v_x, v_y$) distribution function, $f(x,y,v_x, v_y)$, generated by an external code. I want to generate a set of particles from this distribution function, say 10k ...
96 views

Good method for correlated samples and estimating autocorrelation times

I'm working on a Monte Carlo project similar to the Ising model. I've found many examples on which I've based my code. From some papers I read on binning analysis, the errors after each binning step ...
52 views

Why is perfect sampling not used in large-scale lattice model simulations?

The statistical physics literature is replete with papers describing simulations of lattice models, such as the Ising model. Typically, these are done through Monte Carlo methods, such as the ...
52 views

Error in Monte Carlo integration

I am looking for a concise description to help me understand the error for Monte Carlo Integration using Uniform Sampling and Importance Sampling For Importance Sampling I have that the error is just ...
174 views

1k views

Estimate information entropy through Monte Carlo sampling

I am looking for methods that allow estimating the information entropy of a distribution when the only practical ways of sampling from that distribution are Monte Carlo methods. My problem is not ...
149 views

Why are Hamiltonian dynamics used in MCMC?

In Hamiltonian Monte Carlo, Hamiltonian dynamics are used to generate new proposals from the current state. I understand why these dynamics are used as opposed to random walk behavior to generate ...
405 views

optimization problem. Monte Carlo stochastic method or another one?

I have the following problem, there is an objective function f() depending on 7 variables x=(x1,x2,...x7), so f(x)=f((x1,x2,...x7)) and I want to find the combination of variables that minimize the ...
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Use Monte Carlo method to simulate consecutive decay in MATLAB

I'm trying to use MATLAB to simulate an atom decay process by using Monte Carlo approach. The process is as follow: Suppose that atom 1 decay to atom 2, which, in turn, decay to stable atoms of type ...
76 views

Metropolis algorithm and thermal sine-Gordon model

I try to simulate thermal version of 1D $(x, t)$ sine-Gordon field model. I am interested in finding thermal static solution that minimizes functional of energy $E$: E = \int dx \left( \frac{1}{2} \...
238 views

Fast Python implementation of short-range interacting particles under Metroplis algorithm

Can anyone write a Python implementation of a set of particles interacting in 2D according to a short-range particle-particle force and evolving in time under a Metropolis algorithm, which randomly ...
77 views

RNG float range for metropolis monte carlo

I have a robust RNG that generates random 32-bit (unsigned) ints. As is probably well known, for metropolis MC simulation, a random number between 0 and 1 is needed to determine acceptance/rejection ...