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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

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Quantum Monte Carlo (QMC) methods are powerful tools for simulating quantum many-body systems, yet their applicability is limited by the infamous sign problem. We approach this challenge through the lens of Vanishing Geometric Phases (VGP)…

Quantum Physics · Physics 2025-12-11 Arman Babakhani , Armen Karakashian

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…

General Relativity and Quantum Cosmology · Physics 2016-06-22 John W. Barrett , Lisa Glaser

We present an accurate numerical study of the equation of state of nuclear matter based on realistic nucleon--nucleon interactions by means of Auxiliary Field Diffusion Monte Carlo (AFDMC) calculations. The AFDMC method samples the spin and…

Nuclear Theory · Physics 2008-11-26 Stefano Gandolfi , Francesco Pederiva , Stefano Fantoni , Kevin E. Schmidt

We present a low-scaling diagrammatic Monte Carlo approach to molecular correlation energies. Using combinatorial graph theory to encode many-body Hugenholtz diagrams, we sample the M{\o}ller-Plesset (MPn) perturbation series, obtaining…

Strongly Correlated Electrons · Physics 2023-07-26 G. Bighin , Q. P. Ho , M. Lemeshko , T. V. Tscherbul

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

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

The Monte Carlo calculation of R\'enyi entanglement entropies $S^{}_n$ of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few…

Strongly Correlated Electrons · Physics 2015-10-28 Joaquín E. Drut , William J. Porter

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

The auxiliary-field quantum Monte Carlo (AFQMC) method is a general numerical method for correlated many-electron systems, which is being increasingly applied in lattice models, atoms, molecules, and solids. Here we introduce the theory and…

Computational Physics · Physics 2021-02-24 Hao Shi , Shiwei Zhang

Among many types of quantum entanglement properties, the entanglement spectrum provides more abundant information than other observables. Exact diagonalization and density matrix renormalization group method could handle the system in…

Strongly Correlated Electrons · Physics 2025-03-05 Weilun Jiang , Xiaofan Luo , Bin-Bin Mao , Zheng Yan

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

Numerical Analysis · Mathematics 2024-11-05 Jiarui Du , Zhijian He

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu