Related papers: A short-loop algorithm for quantum Monte Carlo sim…
Various physical models can be expressed in terms of matrices. A valuable tool for analysing matrix models is numerical simulations, often the Metropolis algorithm with various improvements. The downside of this approach is that the…
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…
We present the loop algorithm, a new type of cluster algorithm that we recently introduced for the F model. Using the framework of Kandel and Domany, we show how to GENERALIZE the algorithm to the arrow flip symmetric 6 vertex model. We…
We present an algorithm for Monte Carlo simulations of a nearest-neighbor spin ice model based on its cluster representation. To assess its performance, we estimate a relaxation time, and find that, in contrast to the Metropolis algorithm,…
Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…
If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…
This paper presents a parallel Monte Carlo simulation based performance quantification method for nonlinear model predictive control (NMPC) in closed-loop. The method provides distributions for the controller performance in stochastic…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
We present a new approach for Monte Carlo simulations of lattice quantum spin systems which is able to eliminate the negative sign problem. Its complexity is linear in the volume of the lattice. Its efficiency is tested on a simple…
Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…
A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…
We present an efficient computational approach to sample the histories of nonlinear stochastic processes. This framework builds upon recent work on casting a $d$-dimensional stochastic dynamical system into a $d+1$-dimensional equilibrium…
Various strategies to implement efficiently QMC simulations for large chemical systems are presented. These include: i.) the introduction of an efficient algorithm to calculate the computationally expensive Slater matrices. This novel…
We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…
We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…
We present a new class of algorithms for performing valence-bond quantum Monte Carlo of quantum spin models. Valence-bond quantum Monte Carlo is a T=0 Monte Carlo method based on sampling of a set of operator-strings that can be viewed as…
We investigate in this work a recently proposed diagrammatic quantum Monte Carlo method --- the inchworm Monte Carlo method --- for open quantum systems. We establish its validity rigorously based on resummation of Dyson series. Moreover,…
We apply a meron cluster algorithm to the XY spin chain, which describes a quantum rotor. This is a multi-cluster simulation supplemented by an improved estimator, which deals with objects of half-integer topological charge. This method is…
In this note, variational Monte Carlo method based on neural quantum states for spin systems is reviewed. Using a neural network as the wave function allows for a more generalized expression of various types of interactions, including…