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We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

Diffusion Monte Carlo (DMC) calculations typically yield highly accurate results in solid-state and quantum-chemical calculations. However, operators that do not commute with the Hamiltonian are at best sampled correctly up to second order…

Other Condensed Matter · Physics 2009-11-13 R. Gaudoin , J. M. Pitarke

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

Normal factor graph duality offers new possibilities for Monte Carlo algorithms in graphical models. Specifically, we consider the problem of estimating the partition function of the ferromagnetic Ising and Potts models by Monte Carlo…

Computation · Statistics 2018-11-27 Mehdi Molkaraie , Vicenc Gomez

We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner

Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…

History and Philosophy of Physics · Physics 2016-11-23 Tilman Sauer

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

DL_MONTE is an open source, general-purpose software package for performing Monte Carlo simulations. It includes a wide variety of force fields and MC techniques, and thus is applicable to a broad range of problems in molecular simulation.…

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

Monte Carlo techniques have been widely employed in statistical physics as well as in quantum theory in the Lagrangian formulation. However, in some areas of application to quantum theories computational progress has been slow. Here we…

Statistical Mechanics · Physics 2011-04-15 Xiang-Qian Luo , C. Huang , J. Jiang , H. Jirari , H. Kroger , K. Moriarty

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of…

Computation · Statistics 2017-05-09 Alessandro Barp , Francois-Xavier Briol , Anthony D. Kennedy , Mark Girolami

We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

The Hubbard model has often been studied with exact diagonalization (ED). This impurity solver is fundamentally limited by the exponential scaling of the Fock space. To address this problem, we introduce Monte Carlo diagonalization. Using a…

Strongly Correlated Electrons · Physics 2025-09-30 B. Bernard , M. Charlebois

We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal

We show that Monte Carlo sampling of the Feynman diagrammatic series (DiagMC) can be used for tackling hard fermionic quantum many-body problems in the thermodynamic limit by presenting accurate results for the repulsive Hubbard model in…

Strongly Correlated Electrons · Physics 2015-05-13 E. Kozik , K. Van Houcke , E. Gull , L. Pollet , N. Prokof'ev , B. Svistunov , M. Troyer