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We consider a high dimensional binary classification problem and construct a classification procedure by minimizing the empirical misclassification risk with a penalty on the number of selected features. We derive non-asymptotic probability…

Methodology · Statistics 2018-11-26 Le-Yu Chen , Sokbae Lee

The negative-sign problem in one-dimensional frustrated quantum spin systems is solved. We can remove negative signs of the local Boltzmann weights by using a dimer basis that has the spin-reversal symmetry. Validity of this new basis is…

Condensed Matter · Physics 2009-10-30 Tota Nakamura

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

We explore different ways of incorporating accurate trial wave functions into free projection auxiliary field quantum Monte Carlo (fp-AFQMC). Trial states employed include coupled cluster singles and doubles, multi-Slater, and symmetry…

Chemical Physics · Physics 2021-04-15 Ankit Mahajan , Sandeep Sharma

A numerical method is presented for reproducing fermionic quantum gas microscope experiments in equilibrium. By employing nested componentwise direct sampling of fermion pseudo-density matrices, as they arise naturally in determinantal…

Quantum Gases · Physics 2021-08-31 Stephan Humeniuk , Yuan Wan

Explicit treatment of many-body Fermi statistics in path integral Monte Carlo (PIMC) results in exponentially scaling computational cost due to the near cancellation of contributions to observables from even and odd permutations. Through…

Strongly Correlated Electrons · Physics 2014-09-12 Jonathan L DuBois , Ethan W. Brown , Berni J. Alder

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. We apply it in random matrix…

High Energy Physics - Lattice · Physics 2017-08-23 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot

The quantum theory of antiferromagnetism in metals is necessary for our understanding of numerous intermetallic compounds of widespread interest. In these systems, a quantum critical point emerges as external parameters (such as chemical…

Strongly Correlated Electrons · Physics 2012-12-24 Erez Berg , Max A. Metlitski , Subir Sachdev

We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Halasz , J. C. Osborn , J. J. M. Verbaarschot

The numerical sign problem poses a seemingly insurmountable barrier to the simulation of many fascinating systems. We apply neural networks to deform the region of integration, mitigating the sign problem of systems with strongly correlated…

Strongly Correlated Electrons · Physics 2023-12-01 Marcel Rodekamp , Evan Berkowitz , Maria Dincă , Christoph Gäntgen , Stefan Krieg , Thomas Luu

A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…

Mesoscale and Nanoscale Physics · Physics 2024-07-02 Andre Erpenbeck , Thomas Blommel , Lei Zhang , Wei-Ting Lin , Guy Cohen , Emanuel Gull

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

Ab-initio Monte Carlo simulations of strongly-interacting fermionic systems are plagued by the fermion sign problem, making the non-perturbative study of many interesting regimes of dense quantum matter, or of theories of odd numbers of…

High Energy Physics - Lattice · Physics 2024-03-05 Debasish Banerjee , Emilie Huffman

We study conditional risk minimization (CRM), i.e. the problem of learning a hypothesis of minimal risk for prediction at the next step of sequentially arriving dependent data. Despite it being a fundamental problem, successful learning in…

Machine Learning · Statistics 2018-11-06 Alexander Zimin , Christoph Lampert

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

Quantum Monte Carlo method is applied to fractional quantum Hall systems. The use of the linear programming method enables us to avoid the negative-sign problem in the Quantum Monte Carlo calculations. The formulation of this method and the…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Sei Suzuki , Tatsuya Nakajima

We present a numerically exact Inchworm Monte Carlo method for equilibrium multiorbital quantum impurity problems with general interactions and hybridizations. We show that the method, originally developed to overcome the dynamical sign…

Strongly Correlated Electrons · Physics 2020-05-25 Eitan Eidelstein , Emanuel Gull , Guy Cohen

This article gives an introduction to the multilevel blocking (MLB) approach to both the fermion and the dynamical sign problem in path-integral Monte Carlo simulations. MLB is able to substantially relieve the sign problem in many…

Statistical Mechanics · Physics 2007-05-23 R. Egger , C. H. Mak

As an intrinsically unbiased method, the quantum Monte Carlo (QMC) method is of unique importance in simulating interacting quantum systems. Although the QMC method often suffers from the notorious sign problem, the sign problem of quantum…

Strongly Correlated Electrons · Physics 2023-08-03 Zhou-Quan Wan , Shi-Xin Zhang , Hong Yao
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