CHEVALLIER , Augustin

This manuscript introduces new random walks for the computation of densities of states, a central problem in statistical physics, and the computation of the volume of polytopes. First, we focus on the Wang-Landau (WL) algorithm, a recently developed stochastic algorithm computing the density of states of a physical system. We propose an...

The Wang-Landau (WL) algorithm is a stochastic algorithm designed to compute densities of states of a physical system. Is has also been recently used to perform challenging numerical integration in high-dimensional spaces. Using WL requires specifying the system handled, the proposal to explore the definition domain, and the measured against...

The Wang-Landau (WL) algorithm is a recently developed stochastic algorithm computing densities of states of a physical system. Since its inception, it has been used on a variety of (bio-)physical systems, and in selected cases, its convergence has been proved. The convergence speed of the algorithm is tightly tied to the connectivity...

The Wang-Landau (WL) algorithm is a recently developed stochastic algorithm computing densities of states of a physical system. Since its inception, it has been used on a variety of (bio-)physical systems, and in selected cases, its convergence has been proved. The convergence speed of the algorithm is tightly tied to the connectivity...

Computing the volume of a polytope in high dimensions is computationally challenging but has wide applications. Current state-of-the-art algorithms to compute such volumes rely on efficient sampling of a Gaussian distribution restricted to the polytope, using e.g. Hamiltonian Monte Carlo. We present a new sampling strategy that uses a Piecewise...

Computing the volume of a high dimensional polytope is a fundamental problem in geometry, also connected to the calculation of densities of states in statistical physics, and a central building block of such algorithms is the method used to sample a target probability distribution. This paper studies Hamiltonian Monte Carlo (HMC) with...

This paper studies HMC with reflections on the boundary of a domain, providing an enhanced alternative to Hit-and-run (HAR) to sample a target distribution in a bounded domain. We make three contributions. First, we provide a convergence bound, paving the way to more precise mixing time analysis. Second, we present a robust implementation based...