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Randomness is an intrinsic feature of quantum theory. The outcome of any quantum measurement will be random, sampled from a probability distribution that is defined by the measured quantum state. The task of sampling from a prescribed…

Quantum Physics · Physics 2021-01-19 Dominik Hangleiter

Quantum Monte Carlo (QMC) simulations constitute nowadays one of the most powerful methods to study strongly correlated quantum systems, provided that no "sign problem" arises. However, many systems of interest, including highly frustrated…

Strongly Correlated Electrons · Physics 2022-03-30 Andreas Honecker , Lukas Weber , Philippe Corboz , Frédéric Mila , Stefan Wessel

Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…

Nuclear Theory · Physics 2026-01-06 Zhong-Wang Niu , Bing-Nan Lu

In this paper, we discuss various problems in the usage and definition of risk matrices. We give an overview of the general process of risk assessment with risk matrices and ordinal scales. Furthermore, we explain the fallacies in each…

Risk Management · Quantitative Finance 2021-03-10 Michael Krisper

Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…

Quantum Physics · Physics 2021-07-16 Tomoya Hayata

We study the 2+1 dimensional XY model at nonzero chemical potential $\mu$ on deformed integration manifolds, with the aim of alleviating its sign problem. We investigate several proposals for the deformations, and considerably improve on…

High Energy Physics - Lattice · Physics 2022-10-12 Matteo Giordano , Kornel Kapas , Sandor D Katz , Attila Pasztor , Zoltan Tulipant

The inverse problem for a disordered system involves determining the interparticle interaction parameters consistent with a given set of experimental data. Recently, Rutledge has shown (Phys. Rev. E63, 021111 (2001)) that such problems can…

Statistical Mechanics · Physics 2009-11-10 N. B. Wilding

Quantum Monte Carlo (QMC) methods for the frustrated quantum spin systems occasionally suffer from the negative sign problem, which makes simulations exponentially harder for larger systems at lower temperatures and severely limits QMC's…

Strongly Correlated Electrons · Physics 2025-01-31 Keisuke Murota , Synge Todo

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

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…

Strongly Correlated Electrons · Physics 2018-01-19 Z. C. Wei , Congjun Wu , Yi Li , Shiwei Zhang , T. Xiang

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Quantum Monte Carlo methods are sophisticated numerical techniques for simulating interacting quantum systems. In some cases, however, they suffer from the notorious "sign problem" and become too inefficient to be useful. A recent…

Strongly Correlated Electrons · Physics 2008-05-16 K. S. D. Beach , Matthieu Mambrini , Fabien Alet

This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…

High Energy Physics - Lattice · Physics 2020-11-11 Scott Lawrence

We present a whole series of novel methods to alleviate the sign problem of the Fermionic Shadow Wave Function in the context of Variational Monte Carlo. The effectiveness of our new techniques is demonstrated on the example of liquid 3He.…

Computational Physics · Physics 2015-04-21 Francesco Calcavecchia , Francesco Pederiva , Malvin H. Kalos , Thomas D. Kühne

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…

High Energy Physics - Lattice · Physics 2015-06-17 H. Fujii , D. Honda , M. Kato , Y. Kikukawa , S. Komatsu , T. Sano

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

The "sign problem" (SP) is the fundamental limitation to simulations of strongly correlated materials in condensed matter physics, solving quantum chromodynamics at finite baryon density, and computational studies of nuclear matter. As a…

Strongly Correlated Electrons · Physics 2022-03-09 Rubem Mondaini , Sabyasachi Tarat , Richard T. Scalettar

The sign problem appears in lattice QCD as soon as a non-zero chemical potential is introduced. This prevents direct simulations to determine the phase structure of the strongly interacting matter. Complex Langevin methods have been…

High Energy Physics - Lattice · Physics 2018-04-18 Felipe Attanasio , Benjamin Jäger
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