Related papers: Valence-Bond Quantum Monte Carlo Algorithms Define…
We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and consider the means by which constrained random…
Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…
We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…
Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…
We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…
We consider a model of an artificial neural network that uses quantum-mechanical particles in a two-humped potential as a neuron. To simulate such a quantum-mechanical system the Monte-Carlo integration method is used. A form of the…
Machine-learning (ML) ans\"atze have greatly expanded the accuracy and reach of variational quantum Monte Carlo (QMC) calculations, in particular when exploring the manifold quantum phenomena exhibited by spin systems. However, the…
We present a numerically exact steady-state inchworm Monte Carlo method for nonequilibrium quantum impurity models. Rather than propagating an initial state to long times, the method is directly formulated in the steady-state. This…
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…
We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…
We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…
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…
We review the background of the cluster algorithms in Monte Carlo simulation of statistical physics problems. One of the first such successful algorithm was developed by Swendsen and Wang eight years ago. In contrast to the local…
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
A simple and stable method for computing accurate expectation values of observable with Variational Monte Carlo (VMC) or Diffusion Monte Carlo (DMC) algorithms is presented. The basic idea consists in replacing the usual ``bare'' estimator…
Variational quantum algorithms stand at the forefront of simulations on near-term and future fault-tolerant quantum devices. While most variational quantum algorithms involve only continuous optimization variables, the representational…
Monte Carlo is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…
In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be…