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It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…
Quantum Molecular Dynamics models (QMD) are Monte Carlo approaches targeted at the description of nucleon-ion and ion-ion collisions. We have developed a QMD code, which has been used for the simulation of the fast stage of ion-ion…
A Monte Carlo method to optimize cuts on variables is presented and evaluated. The method gives a much higher signal to noise ratio than does a manual choice of cuts.
We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…
Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…
We briefly summarize theoretical methods for carrying out QCD calculations to next-to-leading order in perturbation theory. In particular, we describe a new general algorithm that can be used for computing arbitrary jet cross sections in…
In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and…
The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
This paper proposes a method of quantum Monte Carlo integration that retains the full quadratic quantum advantage, without requiring any arithmetic or quantum phase estimation to be performed on the quantum computer. No previous proposal…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
Canonical instanton theory is a widespread approach to describe the dynamics of chemical reactions in low temperature environments when tunneling effects become dominant. It is a semiclassical theory which requires locating classical…
Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…
MomentClosure.jl is a Julia package providing automated derivation of the time-evolution equations of the moments of molecule numbers for virtually any chemical reaction network using a wide range of moment closure approximations. It…
Two methods to reduce the CPU time needed for the numerical evaluation of cross-sections and similar quantities are discussed.