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We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…

Statistical Mechanics · Physics 2023-05-29 Yang He , Vassiliy Lubchenko

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We study a harmonically confined Bose-Bose mixture using quantum Monte Carlo methods. Our results for the density profiles are systematically compared with mean-field predictions derived through the Gross-Pitaevskii equation in the same…

Quantum Gases · Physics 2018-09-12 V. Cikojevic , L. Vranjes Markic , J. Boronat

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

Solving the quantum many-body ground state problem remains a central challenge in computational physics. In this context, the Variational Monte Carlo (VMC) framework based on Projected Entangled Pair States (PEPS) has witnessed rapid…

Disordered Systems and Neural Networks · Physics 2026-01-29 Tao Chen , Jing Liu , Yantao Wu , Pan Zhang , Youjin Deng

Importance sampling (IS) is an important technique to reduce the estimation variance in Monte Carlo simulations. In many practical problems, however, the use of IS method may result in unbounded variance, and thus fail to provide reliable…

Computation · Statistics 2019-02-26 Tengchao Yu , Linjun Lu , Jinglai Li

We propose bandit importance sampling (BIS), a powerful importance sampling framework tailored for settings in which evaluating the target density is computationally expensive. BIS facilitates accurate sampling while minimizing the required…

Methodology · Statistics 2026-03-17 Takuo Matsubara , Andrew Duncan , Simon Cotter , Konstantinos Zygalakis

The superfluid fraction of ideal and interacting inhomogeneous Bose gases with varying asymmetry is investigated at finite temperature using well-known properties of the harmonic oscillator as well as the essentially exact microscopic path…

Other Condensed Matter · Physics 2007-05-23 K. Nho , D. Blume

Grid-free Monte Carlo methods such as walk on spheres can be used to solve elliptic partial differential equations without mesh generation or global solves. However, such methods independently estimate the solution at every point, and hence…

Graphics · Computer Science 2023-05-16 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

In this Thesis, we report a detailed study of the ground-state properties of a set of quantum few- and many-body systems in one and two dimensions with different types of interactions by using Quantum Monte Carlo methods. Nevertheless, the…

Quantum Gases · Physics 2021-04-28 G. Guijarro

The quasi-Monte Carlo method is widely used in computational finance, whose efficiency strongly depends on the smoothness and effective dimension of the integrand. In this work, we investigate the combination of importance sampling and the…

Numerical Analysis · Mathematics 2026-03-05 Jiaxin Yu , Xiaoqun Wang

We formulate a convergent sequence for the energy gap estimation in the worldline quantum Monte Carlo method. The ambiguity left in the conventional gap calculation for quantum systems is eliminated. Our estimation will be unbiased in the…

Statistical Mechanics · Physics 2015-09-02 Hidemaro Suwa , Synge Todo

Here we discuss the annealing behavior of an infinite-range $\pm J$ Ising spin glass in presence of a transverse field using a zero-temperature quantum Monte Carlo. Within the simulation scheme, we demonstrate that quantum annealing not…

Quantum Physics · Physics 2009-11-13 Arnab Das , Bikas K. Chakrabarti

We study the physics of soft-core bosons at zero temperature in two dimensions for a class of potentials that could be realised in experiments with Rydberg dressed Bose-Einstein condensates. We analyze the ground state properties of the…

Quantum Gases · Physics 2015-06-18 Tommaso Macri , Sebastiano Saccani , Fabio Cinti

We propose a new quantum Monte Carlo algorithm to compute fermion ground-state properties. The ground state is projected from an initial wavefunction by a branching random walk in an over-complete basis space of Slater determinants. By…

Condensed Matter · Physics 2016-08-31 Shiwei Zhang , J. Carlson , J. E. Gubernatis

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of…

Chaotic Dynamics · Physics 2017-07-12 Shamik Gupta , Jorge C. Leitao , Eduardo G. Altmann

The critical properties of the 2D Ising and 3-state Potts models are investigated using Monte Carlo simulations. Special interest is given to measurement of 3-point correlation functions and associated universal objects, i.e. structure…

High Energy Physics - Lattice · Physics 2009-10-28 Gerard Barkema , John McCabe

The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…

Statistical Mechanics · Physics 2015-06-25 Dong-Hee Kim , Yu-Cheng Lin , Heiko Rieger

This article is devoted to the design of importance sampling method for the Monte Carlo simulation of a linear transport equation. This model is of great importance in the simulation of inertial confinement fusion experiments. Our method is…

Numerical Analysis · Mathematics 2018-04-18 X Blanc , C Bordin , G Kluth , G Samba