Related papers: Towards an Effective Importance Sampling in Monte …
We propose a novel approach toward the general solution of the sign problem in real-time path-integral simulations. Using a recursive multilevel blocking strategy, this method circumvents the sign problem by synthesizing the phase…
The sign problem is a major obstacle in quantum Monte Carlo simulations for many-body fermion systems. We examine this problem with a new perspective based on the Majorana reflection positivity and Majorana Kramers positivity. Two…
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the problem of adapting to the function at 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…
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
The notorious sign problem severely limits the applicability of quantum Monte Carlo (QMC) simulations, as statistical errors grow exponentially with system size and inverse temperature. A recent proposal of a quantum-computing stochastic…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
The Monte Carlo shell model is a powerful technique for computational nuclear structure. Only a certain class of nuclear interactions, however, such as pairing and quadrupole, are free of the numerical noise known as the sign problem.This…
Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…
The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…
Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty. The method…
A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…
The path integral formulation of quantum mechanical problems including fermions is often affected by a severe numerical sign problem. We show how such a sign problem can be alleviated by a judiciously chosen constant imaginary offset to the…
Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
We study the hardness of classically simulating Gaussian boson sampling at nonzero photon distinguishability. We find that similar to regular boson sampling, distinguishability causes exponential attenuation of the many-photon interference…
A simulation method based on the RG blocking is shown to yield statistical errors smaller than that of the crude MC using absolute values of the original measures. The new method is particularly suitable to apply to the sign problem of…
This work shows that the recently discovered operator contraction identity for solving the discreet Path Integral of the harmonic oscillator can be applied equally to fermions in any dimension. This then yields an exactly solvable model for…
We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses…