English
Related papers

Related papers: Exact ground state Monte Carlo method for Bosons w…

200 papers

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

We describe a simple Importance Sampling strategy for Monte Carlo simulations based on a least squares optimization procedure. With several numerical examples, we show that such Least Squares Importance Sampling (LSIS) provides efficiency…

Physics and Society · Physics 2008-12-10 Luca Capriotti

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

Quantum Physics · Physics 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

Importance sampling (IS) is a Monte Carlo methodology that allows for approximation of a target distribution using weighted samples generated from another proposal distribution. Adaptive importance sampling (AIS) implements an iterative…

Computation · Statistics 2018-06-04 Yousef El-Laham , Victor Elvira , Monica F. Bugallo

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…

Probability · Mathematics 2015-06-22 Jerrad Hampton , Alireza Doostan

We investigate the use of different variational principles in quantum Monte Carlo, namely energy and variance minimization, prompted by the interest in the robust and accurate estimate of electronic excited states. For two prototypical,…

Chemical Physics · Physics 2021-11-19 Alice Cuzzocrea , Anthony Scemama , Wim J. Briels , Saverio Moroni , Claudia Filippi

Monte Carlo simulation techniques, like simulated annealing and parallel tempering, are often used to evaluate low-temperature properties and find ground states of disordered systems. Here we compare these methods using direct calculations…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. J. Moreno , H. G. Katzgraber , Alexander K. Hartmann

A self-contained and tutorial presentation of the diffusion Monte Carlo method for determining the ground state energy and wave function of quantum systems is provided. First, the theoretical basis of the method is derived and then a…

Computational Physics · Physics 2009-10-30 Ioan Kosztin , Byron Faber , Klaus Schulten

It is known that arrays of trapped ions can be used to efficiently simulate a variety of many-body quantum systems. Here, we show how it is possible to build a model representing a spin chain interacting with bosons which is exactly…

Quantum Physics · Physics 2010-06-01 Gian Luca Giorgi , Simone Paganelli , Fernando Galve

The importance sampling (IS) method lies at the core of many Monte Carlo-based techniques. IS allows the approximation of a target probability distribution by drawing samples from a proposal (or importance) distribution, different from the…

Applications · Statistics 2017-04-21 Manuel A. Vázquez , Joaquín Míguez

We present a new Monte Carlo algorithm that produces results of high accuracy with reduced simulational effort. Independent random walks are performed (concurrently or serially) in different, restricted ranges of energy, and the resultant…

Statistical Mechanics · Physics 2009-10-31 Fugao Wang , D. P. Landau

One-dimensional Bose gas with contact interaction in optical lattices at zero temperature is investigated by means of the exact diffusion Monte Carlo algorithm. The results obtained from the fundamental continuous model are compared with…

Evaluating expectations on an Ising model (or Boltzmann machine) is essential for various applications, including statistical machine learning. However, in general, the evaluation is computationally difficult because it involves intractable…

Machine Learning · Statistics 2021-05-19 Muneki Yasuda , Kaiji Sekimoto

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

BosonSampling is a quantum mechanical task involving Fock basis state preparation and detection and evolution using only linear interactions. A classical algorithm for producing samples from this quantum task cannot be efficient unless the…

Quantum Physics · Physics 2017-08-09 A. P. Lund , S. Rahimi-Keshari , T. C. Ralph

For many systems with quenched disorder the study of ground states can crucially contribute to a thorough understanding of the physics at play, be it for the critical behavior if that is governed by a zero-temperature fixed point or for…

Disordered Systems and Neural Networks · Physics 2020-06-12 Manoj Kumar , Martin Weigel

Adaptive importance sampling (AIS) methods are increasingly used for the approximation of distributions and related intractable integrals in the context of Bayesian inference. Population Monte Carlo (PMC) algorithms are a subclass of AIS…

Computation · Statistics 2022-06-08 Víctor Elvira , Émilie Chouzenoux

The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…

Strongly Correlated Electrons · Physics 2017-03-31 Olivier Juillet , Alexandre Leprévost , Jérémy Bonnard , Raymond Frésard