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It is demonstrated that Monte Carlo sampling can be used to efficiently extract the expectation value of projected entangled pair states with large virtual bond dimension. We use the simple update rule introduced by Xiang et al. to obtain…

Strongly Correlated Electrons · Physics 2011-04-26 Ling Wang , Iztok Pizorn , Frank Verstraete

We present results for lattice QCD in the limit of infinite gauge coupling on a discrete spatial but continuous Euclidean time lattice. A worm type Monte Carlo algorithm is applied in order to sample two-point functions which gives access…

High Energy Physics - Lattice · Physics 2018-11-06 Marc Klegrewe , Wolfgang Unger

We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…

Statistics Theory · Mathematics 2021-11-02 Juan Kuntz , Francesca R. Crucinio , Adam M. Johansen

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

We develop a Monte Carlo-free approach to inference post output from randomized algorithms with a convex loss and a convex penalty. The pivotal statistic based on a truncated law, called the selective pivot, usually lacks closed form…

Methodology · Statistics 2017-05-19 Snigdha Panigrahi , Jelena Markovic , Jonathan Taylor

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

We study analytically the computational cost of the Generalised Hybrid Monte Carlo (GHMC) algorithm for free field theory. We calculate the Metropolis acceptance probability for leapfrog and higher-order discretisations of the Molecular…

High Energy Physics - Lattice · Physics 2009-10-31 A. D. Kennedy , Brian Pendleton

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

We introduce a new method to simulate the physics of rare events. The method, an extension of the Temperature Accelerated Molecular Dynamics, comes in use when the collective variables introduced to characterize the rare events are either…

Computational Physics · Physics 2017-09-13 Giovanni Ciccotti , Simone Meloni

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

We derive non-asymptotic quantitative bounds for convergence to equilibrium of the exact preconditioned Hamiltonian Monte Carlo algorithm (pHMC) on a Hilbert space. As a consequence, explicit and dimension-free bounds for pHMC applied to…

Probability · Mathematics 2021-02-26 Nawaf Bou-Rabee , Andreas Eberle

In a Monte-Carlo test, the observed dataset is fixed, and several resampled or permuted versions of the dataset are generated in order to test a null hypothesis that the original dataset is exchangeable with the resampled/permuted ones.…

Methodology · Statistics 2025-05-05 Lasse Fischer , Aaditya Ramdas

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

Here the recently proposed time-dependent quantum Monte Carlo method is applied to three dimensional para- and ortho-helium atoms subjected to an external electromagnetic field with amplitude sufficient to cause significant ionization. By…

Atomic Physics · Physics 2025-02-05 Ivan P. Christov

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…

Soft Condensed Matter · Physics 2009-10-31 Alex Bunker , Burkhard Duenweg

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez