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Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…

Computation · Statistics 2012-07-02 Iain Murray , Zoubin Ghahramani , David MacKay

We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…

Strongly Correlated Electrons · Physics 2020-08-13 Jia Li , Markus Wallerberger , Emanuel Gull

Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-31 Maximilian Philipp Herzog , Heinrich von Campe , Rebecca Maria Kuntz , Lennart Röver , Björn Malte Schäfer

Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows…

Strongly Correlated Electrons · Physics 2016-08-23 Norm M. Tubman , Joonho Lee , Tyler Y. Takeshita , Martin Head-Gordon , K. Birgitta Whaley

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…

Numerical Analysis · Mathematics 2014-05-27 E. Ostrovsky , L. Sirota

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

We discuss the non-local Variant Monte Carlo algorithm which has been successfully employed in the study of driven elastic strings in disordered media at the depinning threshold. Here we prove two theorems, which establish that the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Alberto Rosso , Werner Krauth

Variational algorithms for strongly correlated chemical and materials systems are one of the most promising applications of near-term quantum computers. We present an extension to the variational quantum eigensolver that approximates the…

Quantum Physics · Physics 2020-08-26 William J. Huggins , Joonho Lee , Unpil Baek , Bryan O'Gorman , K. Birgitta Whaley

We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…

Condensed Matter · Physics 2017-02-01 Tomo Munehisa , Yasuko Munehisa

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Statistical Mechanics · Physics 2009-10-31 Kurt Binder , Erik Luijten , Marcus Müller , Nigel B. Wilding , Henk W. J. Blöte

Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…

Computational Physics · Physics 2023-08-28 Shi-Xin Zhang , Zhou-Quan Wan , Hong Yao

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…

Machine Learning · Computer Science 2022-03-31 Nicholas P Baskerville

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

We propose a parallel version of the cross interpolation algorithm and apply it to calculate high-dimensional integrals motivated by Ising model in quantum physics. In contrast to mainstream approaches, such as Monte Carlo and quasi Monte…

Numerical Analysis · Mathematics 2019-08-27 Sergey Dolgov , Dmitry Savostyanov

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.…

Numerical Analysis · Mathematics 2009-11-13 Jonathan Weare

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

Computation · Statistics 2020-08-31 Nariankadu D. Shyamalkumar , Sanvesh Srivastava

The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…

Numerical Analysis · Mathematics 2023-06-13 Annie Cuyt , Wen-shin Lee
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