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Recently there have been experimental indications that solid 4He might be a supersolid. We discuss the relation of supersolid behavior to ring exchange. The tunnelling frequencies for ring exchanges in quantum solids are calculated using…
A higher-order change-of-measure multilevel Monte Carlo (MLMC) method is developed for computing weak approximations of the invariant measures of SDE with drift coefficients that do not satisfy the contractivity condition. This is achieved…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
This work addresses the quantization of a self-interacting higher order time derivative theory using path integrals. To quantize this system and avoid the problems of energy not bounded from below and states of negative norm, we observe the…
We introduce the feedforward neural network to attack the sign problem via the path optimization method. The variables of integration is complexified and the integration path is optimized in the complexified space by minimizing the cost…
Designing clinical trials requires evaluating multiple operating characteristics (OCs), such as the likelihood of an early stopping decision, the probability of detecting a treatment effect, and the Type I error rate. In most cases, these…
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…
We have performed Monte Carlo simulations to investigate the temperature dependence of the ordering of the side chains of the X-shape liquid crystal molecules which are arranged in a hexagonal array. Each hexagon contains six side chains,…
The field of indefinite causal order (ICO) has seen a recent surge in interest. Much of this research has focused on the quantum SWITCH, wherein multiple parties act in a superposition of different orders in a manner transcending the…
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…
Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum amplitude estimation (QAE) can compute an integral with a…
In this paper we give explicit constructions of point sets in the $s$ dimensional unit cube yielding quasi-Monte Carlo algorithms which achieve the optimal rate of convergence of the worst-case error for numerically integrating high…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…
This paper introduces a novel second-order splitting scheme for charged-particle dynamics in strong magnetic fields characterized by the maximal ordering. The proposed scheme is explicit and symmetric, which respectively ensure the…
Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…
We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…
Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…
Traders are often faced with large block orders in markets with limited liquidity and varying volatility. Executing the entire order at once usually incurs a large trading cost because of this limited liquidity. In order to minimize this…