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Diagrammatic Monte Carlo (DiagMC) is a numeric technique that allows one to calculate quantities specified in terms of diagrammatic expansions, the latter being a standard tool of many-body quantum statistics. The sign problem that is…

Statistical Mechanics · Physics 2019-10-18 Kris Van Houcke , Evgeny Kozik , Nikolay Prokof'ev , Boris Svistunov

These notes are intended as a detailed discussion on how to implement the diagrammatic Monte Carlo method for a physical system which is technically simple and where it works extremely well, namely the Fr\"ohlich polaron problem. Sampling…

Statistical Mechanics · Physics 2019-07-02 Jonas Greitemann , Lode Pollet

We introduce a Diagrammatic Monte Carlo (DiagMC) approach to angular momentum properties of quantum many-particle systems possessing a macroscopic number of degrees of freedom. The treatment is based on a diagrammatic expansion that merges…

Quantum Gases · Physics 2018-10-24 G. Bighin , T. V. Tscherbul , M. Lemeshko

The Quantum Monte Carlo (QMC) method can yield the imaginary-time dependence of a correlation function $C(\tau)$ of an operator $\hat O$. The analytic continuation to real-time proceeds by means of a "numerical inversion" of these data to…

Strongly Correlated Electrons · Physics 2015-03-11 Nikolaos G. Diamantis , Efstratios Manousakis

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

We discuss a sampling algorithm which generates flat histogram in energy. In combination with transition matrix Monte Carlo, the density of states and derived quantities such as entropy and free energy as a function of temperature can be…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…

Materials Science · Physics 2026-04-15 Yu-Chen Wang , Yi Zhao

Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the…

Statistical Mechanics · Physics 2013-05-31 Jorge C. Leitão , João M. Viana Parente Lopes , Eduardo G. Altmann

We consider two large polaron systems that are described by a Fr\"{o}hlich type of Hamiltonian, namely the Bose-Einstein condensate (BEC) polaron in the continuum and the acoustic polaron in a solid. We present ground-state energies of…

We present a precise solution of the polaron problem by a novel Monte Carlo method. Basing on conventional diagrammatic expansion for the Green function of the polaron, $G({\bf k}, \tau)$, we construct a process of generating continuous…

Condensed Matter · Physics 2009-10-31 Nikolai V. Prokof'ev , Boris V. Svistunov

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

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats
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