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We discuss the use of a recent class of sequential Monte Carlo methods for solving inverse problems characterized by a semi-linear structure, i.e. where the data depend linearly on a subset of variables and nonlinearly on the remaining…

Applications · Statistics 2014-11-06 Sara Sommariva , Alberto Sorrentino

Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Igor V. Chilingarian , Kirill A. Grishin

The bold diagrammatic Monte Carlo (BDMC) method performs an unbiased sampling of Feynman's diagrammatic series using skeleton diagrams. For lattice models the efficiency of BDMC can be dramatically improved by incorporating dynamic…

Statistical Mechanics · Physics 2015-05-20 L. Pollet , N. V. Prokof'ev , B. V. Svistunov

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

Auxiliary field quantum Monte Carlo methods for Hubbard models are generally based on a Hubbard-Stratonovitch transformation where the field couples to the z-component of the spin. This transformation breaks SU(2) spin invariance. The…

Strongly Correlated Electrons · Physics 2007-05-23 F. F. Assaad

We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…

Computation · Statistics 2023-09-20 Qijia Jiang

We propose using an equation-of-motion approach as an impurity solver for dynamical mean field theory. As an illustration of this technique, we consider a finite-$U$ Hubbard model defined on the Bethe lattice with infinite connectivity at…

Strongly Correlated Electrons · Physics 2007-05-23 Jian-Xin Zhu , R. C. Albers , J. M. Wills

Detailed mean field and Monte Carlo studies of the dynamic magnetization-reversal transition in the Ising model in its ordered phase under a competing external magnetic field of finite duration have been presented here. Approximate…

Statistical Mechanics · Physics 2009-10-31 Arkajyoti Misra , Bikas K Chakrabarti

We analyze and compare the computational complexity of different simulation strategies for Monte Carlo in the setting of classically scaled population processes. This allows a range of widely used competing strategies to be judged…

Numerical Analysis · Mathematics 2018-06-05 David F. Anderson , Desmond J. Higham , Yu Sun

We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

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…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

We employ dynamical mean field theory (DMFT) with a Quantum Monte Carlo (QMC) atomic solver to investigate the finite temperature Mott transition in the Hubbard model with the nearest neighbor hopping on a triangular lattice at…

Strongly Correlated Electrons · Physics 2009-11-11 K. Aryanpour , W. E. Pickett , R. T. Scalettar

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…

Computational Finance · Quantitative Finance 2024-07-29 Devang Sinha , Siddhartha P. Chakrabarty

We propose a modified coupled cluster Monte Carlo algorithm that stochastically samples connected terms within the truncated Baker--Campbell--Hausdorff expansion of the similarity transformed Hamiltonian by construction of coupled cluster…

Chemical Physics · Physics 2019-06-19 Charles J. C. Scott , Roberto Di Remigio , T. Daniel Crawford , Alex J. W. Thom

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

High Energy Physics - Lattice · Physics 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…

Strongly Correlated Electrons · Physics 2022-03-08 J. Wang , W. Pan , D. Y. Sun

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

In this paper, I discuss the finite-temperature metal-insulator transition of the paramagnetic Hubbard model within dynamical mean-field theory. I show that coexisting solutions, the hallmark of such a transition, can be obtained in a…

Strongly Correlated Electrons · Physics 2009-10-31 Werner Krauth

Quantum Monte Carlo simulations offer an unbiased means to study the static and dynamic properties of quantum critical systems, while quantum field theory provides direct analytical results. We study three dimensional, critical quantum…

Strongly Correlated Electrons · Physics 2017-11-15 H. D. Scammell , Y. Kharkov , Yan Qi Qin , Zi Yang Meng , B. Normand , O. P. Sushkov