Related papers: Better HMC integrators for dynamical simulations
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
In Hybrid Monte Carlo simulations for full QCD, the gauge fields evolve smoothly as a function of Molecular Dynamics time. Here we investigate improved methods of estimating the trial or starting solutions for the Dirac matrix inversion as…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
-Molecular simulations allow the study of properties and interactions of molecular systems. This article presents an improved version of the Adaptive Resolution Scheme that links two systems having atomistic (also called fine-grained) and…
We introduce an efficient scheme for the molecular dynamics of electronic systems by means of quantum Monte Carlo. The evaluation of the (Born-Oppenheimer) forces acting on the ionic positions is achieved by two main ingredients: i) the…
We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of…
We apply a recent proposal to speed up the Hybrid-Monte-Carlo simulation of systems with dynamical fermions to two flavour QCD with clover-improvement. The basic idea of our proposal is to split the fermion matrix into two factors with a…
We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…
An approximate treatment of exchange in finite-temperature path integral Monte Carlo simulations for fermions has been proposed. In this method, some of the fine details of density matrix due to permutations have been smoothed over or…
This survey explores the development of adjoint Monte Carlo methods for solving optimization problems governed by kinetic equations, a common challenge in areas such as plasma control and device design. These optimization problems are…
We present initial results on Hessian-free force-gradient integrators for lattice field theories. Integrators of this framework promise to provide substantial performance enhancements, particularly for larger lattice volumes where…
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorithms yield fewer rejections with a given computational effort.…
This paper invites the reader to experiment with an easy-to-use MATLAB implementation of Metropolis integrators for Molecular Dynamics (MD) simulation. These integrators are analysis-based, in the sense that they can rigorously simulate…
Riemannian manifold Hamiltonian Monte Carlo is traditionally carried out using the generalized leapfrog integrator. However, this integrator is not the only choice and other integrators yielding valid Markov chain transition operators may…
It was recently shown that path integral Monte Carlo can be used to directly compute partition functions of Hamiltonians with vibronic coupling [J. Chem. Phys. 148, 194110 (2018)]. While the importance sampling Monte Carlo integration…