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The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

We propose a new quantum Monte Carlo algorithm to compute fermion ground-state properties. The ground state is projected from an initial wavefunction by a branching random walk in an over-complete basis space of Slater determinants. By…

Condensed Matter · Physics 2016-08-31 Shiwei Zhang , J. Carlson , J. E. Gubernatis

We examine Gaussian-basis Monte Carlo method (GBMC) introduced by Corney and Drummond. This method is based on an expansion of the density-matrix operator rho by means of the coherent Gaussian-type operator basis Lambda and does not suffer…

Strongly Correlated Electrons · Physics 2007-08-29 Takeshi Aimi , Masatoshi Imada

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Determinant quantum Monte Carlo (DQMC), formulated in complex-fermion representation, has played a key role in studying strongly-correlated fermion systems. However, its applicability is limited due to the requirement of particle-number…

Strongly Correlated Electrons · Physics 2024-08-21 Ze-Yao Han , Zhou-Quan Wan , Hong Yao

We develop a Monte Carlo scheme for sampling series of Feynman diagrams for the proper self-energy which are self-consistently expressed in terms of renormalized particle propagators. This approach is used to solve the problem of a single…

Strongly Correlated Electrons · Physics 2008-01-08 Nikolay Prokof'ev , Boris Svistunov

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

The quantum Monte Carlo algorithm is arguably one of the most powerful computational many-body methods, enabling accurate calculation of many properties in interacting quantum systems. In the presence of the so-called sign problem, the…

Strongly Correlated Electrons · Physics 2018-02-23 Chia-Chen Chang , Miguel A. Morales

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…

History and Philosophy of Physics · Physics 2016-11-23 Tilman Sauer

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

Diagrammatic expansions are a central tool for treating correlated electron systems. At thermal equilibrium, they are most naturally defined within the Matsubara formalism. However, extracting any dynamic response function from a Matsubara…

Strongly Correlated Electrons · Physics 2020-02-19 Jaksa Vucicevic , Michel Ferrero

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…

High Energy Physics - Lattice · Physics 2016-01-27 Andrei Alexandru , Gokce Basar , Paulo Bedaque

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Monte Carlo simulations are a powerful tool for elucidating the properties of complex systems across many disciplines. Not requiring any a priori knowledge, they are particularly well suited for exploring new phenomena. However, when…

Strongly Correlated Electrons · Physics 2016-03-02 Mauro Iazzi , Alexey A. Soluyanov , Matthias Troyer

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich