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Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

We study the underdamped Langevin diffusion when the log of the target distribution is smooth and strongly concave. We present a MCMC algorithm based on its discretization and show that it achieves $\varepsilon$ error (in 2-Wasserstein…

Machine Learning · Statistics 2018-01-30 Xiang Cheng , Niladri S. Chatterji , Peter L. Bartlett , Michael I. Jordan

We present ground and excited state energies obtained from Diffusion Monte Carlo (DMC) calculations, using accurate multiconfiguration wave functions, for $N$ electrons ($N\le13$) confined to a circular quantum dot. We analyze the…

Condensed Matter · Physics 2009-10-31 F. Pederiva , C. J. Umrigar , E. Lipparini

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

The coalescence of binary neutron stars are one of the main sources of gravitational waves for ground-based gravitational wave detectors. As Bayesian inference for binary neutron stars is computationally expensive, more efficient and faster…

General Relativity and Quantum Cosmology · Physics 2019-11-20 Yann Bouffanais , Edward K. Porter

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Two of the primary sources of error in the Cluster dynamical mean-field theory (CDMFT) technique arise from the use of finite size clusters and finite size baths, which makes the development of impurity solvers that can treat larger systems…

Strongly Correlated Electrons · Physics 2023-12-12 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

Diffusion models (DMs) have recently shown remarkable performance on inverse problems (IPs). Optimization-based methods can fast solve IPs using DMs as powerful regularizers, but they are susceptible to local minima and noise overfitting.…

Machine Learning · Computer Science 2026-04-21 Yingzhi Xia , Setthakorn Tanomkiattikun , Liangli Zhen , Zaiwang Gu

In statistical data assimilation (SDA) and supervised machine learning (ML), we wish to transfer information from observations to a model of the processes underlying those observations. For SDA, the model consists of a set of differential…

Data Analysis, Statistics and Probability · Physics 2020-01-22 Zheng Fang , Adrian S. Wong , Kangbo Hao , Alexander J. A. Ty , Henry D. I. Abarbanel

We propose an algorithm for accurate, systematic and scalable computation of interatomic forces within the auxiliary-field Quantum Monte Carlo (AFQMC) method. The algorithm relies on the Hellman-Fenyman theorem, and incorporates Pulay…

Computational Physics · Physics 2018-05-30 Mario Motta , Shiwei Zhang

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Phys. Rev. B {\bf 79}, 195117 (2009), {\it ibid.} {\bf 80}, 125110 (2009)] is shown to be an accurate and robust method for calculating the ground state of atoms and molecules. By…

Strongly Correlated Electrons · Physics 2015-05-14 Michal Bajdich , Murilo L. Tiago , Randolph Q. Hood , Paul R. C. Kent , Fernando A. Reboredo

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

The small magnitude and long-range character of non-covalent interactions pose a significant challenge for computational quantum chemical and electronic-structure methods alike. State-of-the-art coupled cluster (CC) theory and…

Chemical Physics · Physics 2026-01-22 S. Lambie , P. López-Ríos , D. Kats , Ali Alavi

We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala