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Importance sampling (IS) is a Monte Carlo technique for the approximation of intractable distributions and integrals with respect to them. The origin of IS dates from the early 1950s. In the last decades, the rise of the Bayesian paradigm…

Computation · Statistics 2024-06-21 Víctor Elvira , Luca Martino

In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…

Path-Integral-Monte-Carlo simulation has been used to calculate the properties of a two-dimensional (2D) interacting Bose system. The bosons interact with hard-core potentials and are confined to a harmonic trap. Results for the density…

Statistical Mechanics · Physics 2007-05-23 Stefan Heinrichs , William J. Mullin

Importance sampling and independent Metropolis-Hastings (IMH) are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approximates the target distribution. The Radon-Nikodym…

Statistics Theory · Mathematics 2025-06-17 George Deligiannidis , Pierre E. Jacob , El Mahdi Khribch , Guanyang Wang

The diffusion Monte Carlo method is applied to describe a trapped atomic Bose-Einstein condensate at zero temperature, fully quantum mechanically and nonperturbatively. For low densities, $n(0)a^3 \le 2 \cdot 10^{-3}$ [n(0): peak density,…

Condensed Matter · Physics 2009-10-31 D. Blume , Chris H. Greene

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

We use a diffusion Monte Carlo method to calculate the lowest energy state of a uniform gas of bosons interacting through different model potentials, both strictly repulsive and with an attractive well. We explicitly verify that at low…

Condensed Matter · Physics 2009-10-31 S. Giorgini , J. Boronat , J. Casulleras

Bose-Einstein condensation has been experimentally found to take place in finite trapped systems when one of the confining frequencies is increased until the gas becomes effectively two-dimensional (2D). We confirm the plausibility of this…

Statistical Mechanics · Physics 2009-11-11 Juan Pablo Fernández , William J. Mullin

The projected entangled pair states (PEPS) methods have been proved to be powerful tools to solve the strongly correlated quantum many-body problems in two-dimension. However, due to the high computational scaling with the virtual bond…

Quantum Physics · Physics 2017-05-31 Wen-Yuan Liu , Shao-Jun Dong , Yong-Jian Han , Guang-Can Guo , Lixin He

Importance sampling (IS) is a Monte Carlo technique that relies on weighted samples, simulated from a proposal distribution, to estimate intractable integrals. The quality of the estimators improves with the number of samples. However, for…

Computation · Statistics 2022-07-18 Medha Agarwal , Dootika Vats , Víctor Elvira

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , G. Camps-Valls

A quantum Monte Carlo method with non-local update scheme is presented. The method is based on a path-integral decomposition and a worm operator which is local in imaginary time. It generates states with a fixed number of particles and…

Statistical Mechanics · Physics 2009-11-11 Kris Van Houcke , Stefan Rombouts , Lode Pollet

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

The Pade approximant technique and the variational Monte Carlo method are applied to determine the ground-state energy of a finite number of charged bosons in two dimensions confined by a parabolic trap. The particles interact repulsively…

Condensed Matter · Physics 2009-10-31 A. Gonzalez , B. Partoens , A. Matulis , F. M. Peeters

Variational Monte Carlo studies employing projected entangled-pair states (PEPS) have recently shown that they can provide answers on long-standing questions such as the nature of the phases in the two-dimensional $J_1 - J_2$ model. The…

Strongly Correlated Electrons · Physics 2022-06-10 Tom Vieijra , Jutho Haegeman , Frank Verstraete , Laurens Vanderstraeten

The classical Monte Carlo method is used to study the properties of the ground state and phase transitions of the spin-pseudospin model, which describes a two-dimensional Ising magnet with competing charge and spin interactions. This…

Statistical Mechanics · Physics 2021-09-23 D. N. Yasinskaya , V. A. Ulitko , Yu. D. Panov

The ground state properties of a single-component one-dimensional Coulomb gas are investigated. We use Bose-Fermi mapping for the ground state wave function which permits to solve the Fermi sign problem in the following respects (i) the…

Quantum Gases · Physics 2014-03-31 G. E. Astrakharchik , M. D. Girardeau

A ground state path integral quantum Monte Carlo algorithm is introduced that allows for the study of entanglement in lattice bosons at zero temperature. The R\'enyi entanglement entropy between spatial subregions is explored across the…

Quantum Gases · Physics 2023-03-29 Emanuel Casiano-Diaz , C. M. Herdman , Adrian Del Maestro

Computing the ground-state properties of quantum many-body systems is a promising application of near-term quantum hardware with a potential impact in many fields. The conventional algorithm quantum phase estimation uses deep circuits and…

Quantum Physics · Physics 2023-02-14 Mingxia Huo , Ying Li