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This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

Machine Learning · Computer Science 2024-07-10 Jiajun Liang , Qian Zhang , Wei Deng , Qifan Song , Guang Lin

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

Two weak coupling Continuous Time Quantum Monte Carlo (CTQMC) methods are shown to be equivalent for Hubbard-like interactions. A relation between these CTQMC methods and the Hirsch-Fye Quantum Monte Carlo (HFQMC) method is established,…

Strongly Correlated Electrons · Physics 2009-11-04 Karlis Mikelsons , Alexandru Macridin , Mark Jarrell

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…

Strongly Correlated Electrons · Physics 2015-11-18 Hiroshi Shinaoka , Yusuke Nomura , Silke Biermann , Matthias Troyer , Philipp Werner

We present an impurity solver based on adaptively truncated Hilbert spaces. The solver is particularly suitable for dynamical mean-field theory in circumstances where quantum Monte Carlo approaches are ineffective. It exploits the sparsity…

Strongly Correlated Electrons · Physics 2017-08-30 Ara Go , Andrew J. Millis

We present a Monte Carlo numerical investigation of the Hamiltonian Mean Field (HMF) model. We begin by discussing canonical Metropolis Monte Carlo calculations, in order to check the caloric curve of the HMF model and study finite size…

Statistical Mechanics · Physics 2009-11-10 Alessandro Pluchino , Giuseppe Andronico , Andrea Rapisarda

We derive exact, universal, closed-form quantum Monte Carlo estimators for finite-temperature energy susceptibility and fidelity susceptibility, applicable to essentially arbitrary Hamiltonians. Combined with recent advancements in Monte…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Lev Barash , Itay Hen

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

We extend the recently introduced phaseless auxiliary-field quantum Monte Carlo (QMC) approach to any single-particle basis, and apply it to molecular systems with Gaussian basis sets. QMC methods in general scale favorably with system…

Computational Physics · Physics 2007-05-23 W. A. Al-Saidi , Shiwei Zhang , Henry Krakauer

A spin version of dynamical mean-field theory is extended for magnetically ordered states in the Heisenberg model. The self-consistency equations are solved with high numerical accuracy by means of the continuous-time quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2013-08-02 Junya Otsuki , Yoshio Kuramoto

Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…

Quantum Physics · Physics 2025-10-21 Xiaogang Li , Kecheng Liu , Qiming Ding

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Machine Learning · Statistics 2015-08-11 Haim Avron , Vikas Sindhwani , Jiyan Yang , Michael Mahoney

Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to replace random variables with low-discrepancy point sets, so as…

Computation · Statistics 2015-06-22 Mathieu Gerber , Nicolas Chopin

We implement a multi-orbital cluster dynamical mean-field theory (DMFT), by improving a sample-update algorithm in the continuous-time quantum Monte Carlo method based on the interaction expansion. The proposed sampling scheme for the…

Strongly Correlated Electrons · Physics 2014-08-20 Yusuke Nomura , Shiro Sakai , Ryotaro Arita

Monte Carlo simulations are performed in classical phase space for a one-dimensional quantum harmonic crystal. Symmetrization effects for spinless bosons and fermions are quantified. The algorithm is tested for a range of parameters against…

Quantum Physics · Physics 2019-04-25 Phil Attard

A quantum Monte Carlo method with non-local update scheme is presented. The method is based on a path-integral decomposition and a worm operator which is local in imaginary time. It generates states with a fixed number of particles and…

Statistical Mechanics · Physics 2009-11-11 Kris Van Houcke , Stefan Rombouts , Lode Pollet

Recently Han and Heary proposed an approach to steady-state quantum transport through mesoscopic structures, which maps the non-equilibrium problem onto a family of auxiliary quantum impurity systems subject to imaginary voltages. We employ…

Strongly Correlated Electrons · Physics 2012-05-07 Andreas Dirks , Philipp Werner , Mark Jarrell , Thomas Pruschke

We show how to use diagrammatic techniques to compute the weak-coupling perturbation series of the self-consistent solution to a Dynamical Mean Field Theory (DMFT) problem. This approach constitutes an alternative to using diagrammatic…

Strongly Correlated Electrons · Physics 2025-04-29 Corentin Bertrand , Michel Ferrero , Olivier Parcollet

The iterative Quasi-Monte Carlo (iQMC) method is a recently proposed method for multigroup neutron transport simulations. iQMC can be viewed as a hybrid between deterministic iterative techniques, Monte Carlo simulation, and Quasi-Monte…

Computational Physics · Physics 2024-01-09 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren
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