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We show that high-temperature expansions may serve as a basis for the novel approach to efficient Monte Carlo simulations. "Worm" algorithms utilize the idea of updating closed path configurations (produced by high-temperature expansions)…

Condensed Matter · Physics 2009-11-07 Nikolay Prokof'ev , Boris Svistunov

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…

Computation · Statistics 2018-06-08 Yang Ni , Peter Müller , Maurice Diesendruck , Sinead Williamson , Yitan Zhu , Yuan Ji

The Massive Parallel Computation (MPC) model is a theoretical framework for popular parallel and distributed platforms such as MapReduce, Hadoop, or Spark. We consider the task of computing a large matching or small vertex cover in this…

Data Structures and Algorithms · Computer Science 2018-07-24 Krzysztof Onak

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , Z. Toroczkai , P. A. Rikvold

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

Quantum Physics · Physics 2007-05-23 N. J. Cerf , S. E. Koonin

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring…

Quantum Physics · Physics 2016-09-08 Stefan Heinrich

A parallel numerical simulation algorithm is presented for fractional-order systems involving Caputo-type derivatives, based on the Adams-Bashforth-Moulton (ABM) predictor-corrector scheme. The parallel algorithm is implemented using…

Mathematical Software · Computer Science 2017-10-04 Cosmin Bonchis , Eva Kaslik , Florin Rosu

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

As quantum computers continue to improve and support larger, more complex computations, smart control hardware and compilers are needed to efficiently leverage the capabilities of these systems. This paper introduces a novel approach to…

Quantum Physics · Physics 2025-11-19 Folkert de Ronde , Alexander Knapen , Stephan Wong , Sebastian Feld

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

We consider a stochastic blockmodel equipped with node covariate information, that is helpful in analyzing social network data. The key objective is to obtain maximum likelihood estimates of the model parameters. For this task, we devise a…

Computation · Statistics 2018-08-08 Sandipan Roy , Yves Atchadé , George Michailidis
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