Quantum Monte Carlo Loop Algorithm for the t-J Model

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local algorithms. The method is completely ergodic and can be formulated directly in continuous time. We introduce improved estimators for simulations with a local sign problem. Some first results of finite temperature simulations are presented for a t-J chain, a frustrated Heisenberg chain, and t-J ladder models.Comment: 22 pages, including 12 figures. RevTex v3.0, uses psf.te

A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of suitable observables in path space for the Relative Entropy Rate and the corresponding Fisher Information Matrix. The stationary regime is crucial for stochastic dynamics and here allows us to address the sensitivity analysis of complex systems, including examples of processes with complex landscapes that exhibit metastability, non-reversible systems from a statistical mechanics perspective, and high-dimensional, spatially distributed models. All these systems exhibit, typically non-gaussian stationary probability distributions, while in the case of high-dimensionality, histograms are impossible to construct directly. Our proposed methods bypass these challenges relying on the direct Monte Carlo simulation of rigorously derived observables for the Relative Entropy Rate and Fisher Information in path space rather than on the stationary probability distribution itself. We demonstrate the capabilities of the proposed methodology by focusing here on two classes of problems: (a) Langevin particle systems with either reversible (gradient) or non-reversible (non-gradient) forcing, highlighting the ability of the method to carry out sensitivity analysis in non-equilibrium systems; and, (b) spatially extended Kinetic Monte Carlo models, showing that the method can handle high-dimensional problems

Economic Games as Estimators

Discrete event games are discrete time dynamical systems whose state transitions are discrete events caused by actions taken by agents within the game. The agents’ objectives and associated decision rules need not be known to the game designer in order to impose struc- ture on a game’s reachable states. Mechanism design for discrete event games is accomplished by declaring desirable invariant properties and restricting the state transition functions to conserve these properties at every point in time for all admissible actions and for all agents, using techniques familiar from state-feedback control theory. Building upon these connections to control theory, a framework is developed to equip these games with estimation properties of signals which are private to the agents playing the game. Token bonding curves are presented as discrete event games and numerical experiments are used to investigate their signal processing properties with a focus on input-output response dynamics.Series: Working Paper Series / Institute for Cryptoeconomics / Interdisciplinary Researc

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g. coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as em goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where here events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach

Statistical inference framework for source detection of contagion processes on arbitrary network structures

In this paper we introduce a statistical inference framework for estimating the contagion source from a partially observed contagion spreading process on an arbitrary network structure. The framework is based on a maximum likelihood estimation of a partial epidemic realization and involves large scale simulation of contagion spreading processes from the set of potential source locations. We present a number of different likelihood estimators that are used to determine the conditional probabilities associated to observing partial epidemic realization with particular source location candidates. This statistical inference framework is also applicable for arbitrary compartment contagion spreading processes on networks. We compare estimation accuracy of these approaches in a number of computational experiments performed with the SIR (susceptible-infected-recovered), SI (susceptible-infected) and ISS (ignorant-spreading-stifler) contagion spreading models on synthetic and real-world complex networks

Joint data detection and channel estimation for OFDM systems

We develop new blind and semi-blind data detectors and channel estimators for orthogonal frequency-division multiplexing (OFDM) systems. Our data detectors require minimizing a complex, integer quadratic form in the data vector. The semi-blind detector uses both channel correlation and noise variance. The quadratic for the blind detector suffers from rank deficiency; for this, we give a low-complexity solution. Avoiding a computationally prohibitive exhaustive search, we solve our data detectors using sphere decoding (SD) and V-BLAST and provide simple adaptations of the SD algorithm. We consider how the blind detector performs under mismatch, generalize the basic data detectors to nonunitary constellations, and extend them to systems with pilots and virtual carriers. Simulations show that our data detectors perform well