Related papers: Flat histogram diagrammatic Monte Carlo method
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…
Variational Monte Carlo and Green's function Monte Carlo are powerful tools for calculations of properties of light nuclei using realistic two-nucleon and three-nucleon potentials. Recently the GFMC method has been extended to multiple…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
In quantum information theory, there is an explicit mapping between general unitary dynamics and Hermitian ground state eigenvalue problems known as the Feynman-Kitaev Clock. A prominent family of methods for the study of quantum ground…
Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…
We study the performance of Monte Carlo simulations that sample a broad histogram in energy by determining the mean first-passage time to span the entire energy space of d-dimensional ferromagnetic Ising/Potts models. We first show that…
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics.…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…
The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…
The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…
By incorporating renormalization procedure into Bold Diagrammatic Monte Carlo (BDMC), we propose a method for studying quantum field theories in the strong coupling regime. BDMC essentially samples Feynman diagrams using local…
Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…
A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…
Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…
In lattice QCD, the trace of the inverse of the discretized Dirac operator appears in the disconnected fermion loop contribution to an observable. As simulation methods get more and more precise, these contributions become increasingly…
We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…
Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…
Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…