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Self-learning Monte Carlo method (SLMC), using a trained effective model to guide Monte Carlo sampling processes, is a powerful general-purpose numerical method recently introduced to speed up simulations in (quantum) many-body systems. In…

Strongly Correlated Electrons · Physics 2018-07-18 Chuang Chen , Xiao Yan Xu , Junwei Liu , George Batrouni , Richard Scalettar , Zi Yang Meng

We discuss the Auxiliary Field Quantum Monte Carlo (AFQMC) method applied to dilute neutron matter at finite temperatures. We formulate the discrete Hubbard-Stratonovich transformation for the interaction with finite effective range which…

Nuclear Theory · Physics 2009-05-29 G. Wlazlowski , P. Magierski

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…

We extend correlated sampling from classical auxiliary-field quantum Monte Carlo to the quantum-classical (QC-AFQMC) framework, enabling accurate nuclear force computations crucial for geometry optimization and reaction dynamics. Stochastic…

We develop a novel multi-configurational Symmetrized Projector Quantum Monte Carlo (MSPQMC) method to calculate excited state properties of Hubbard models. We compare the MSPQMC results for finite Hubbard chains with exact results (where…

Condensed Matter · Physics 2009-10-28 Bhargavi Srinivasan , S. Ramasesha , H. R. Krishnamurthy

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

Applications · Statistics 2020-03-06 Dan Li , Adam Clements , Christopher Drovandi

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez

In this paper, we propose a general analysis framework for inexact power iteration, which can be used to efficiently solve high dimensional eigenvalue problems arising from quantum many-body problems. Under the proposed framework, we…

Numerical Analysis · Mathematics 2018-06-29 Jianfeng Lu , Zhe Wang

Quantum Monte Carlo (QMC) simulations constitute nowadays one of the most powerful methods to study strongly correlated quantum systems, provided that no "sign problem" arises. However, many systems of interest, including highly frustrated…

Strongly Correlated Electrons · Physics 2022-03-30 Andreas Honecker , Lukas Weber , Philippe Corboz , Frédéric Mila , Stefan Wessel

We apply the Quasi Monte Carlo (QMC) and recursive numerical integration methods to evaluate the Euclidean, discretized time path-integral for the quantum mechanical anharmonic oscillator and a topological quantum mechanical rotor model.…

High Energy Physics - Lattice · Physics 2016-01-26 A. Ammon , A. Genz , T. Hartung , K. Jansen , H. Leövey , J. Volmer

Population control is an essential component of any projector Monte Carlo algorithm. This control mechanism usually introduces a bias in the sampled quantities that is inversely proportional to the population size. In this paper, we…

Computational Physics · Physics 2021-04-28 Khaldoon Ghanem , Niklas Liebermann , Ali Alavi

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N -body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures.…

Strongly Correlated Electrons · Physics 2015-10-15 Fionn D. Malone , N. S. Blunt , James J. Shepherd , D. K. K. Lee , J. S. Spencer , W. M. C. Foulkes

In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 J. Jasche , F. S. Kitaura

The generator coordinate method (GCM) casts the wavefunction as an integral over a weighted set of non-orthogonal single determinantal states. In principle this representation can be used like the configuration interaction (CI) or shell…

Nuclear Theory · Physics 2015-06-23 Jason L. Stuber

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian.…

Statistical Mechanics · Physics 2010-09-30 Hiroshi Koibuchi