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Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang

We present a stable and systematically improvable quantum Monte Carlo (QMC) approach to calculating excited-state energies, which we implement using our fast randomized iteration method for the full configuration interaction problem…

Computational Physics · Physics 2023-10-03 Samuel M. Greene , Robert J. Webber , James E. T. Smith , Jonathan Weare , Timothy C. Berkelbach

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

One of the major problems in adaptive filtering is the problem of system identification. It has been studied extensively due to its immense practical importance in a variety of fields. The underlying goal is to identify the impulse response…

Systems and Control · Computer Science 2015-05-11 Muhammad Ali Raza Anjum

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

A numerical method is presented for reproducing fermionic quantum gas microscope experiments in equilibrium. By employing nested componentwise direct sampling of fermion pseudo-density matrices, as they arise naturally in determinantal…

Quantum Gases · Physics 2021-08-31 Stephan Humeniuk , Yuan Wan

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

It is a challenge to obtain an accurate model of the state-to-state dynamics of a complex biological system from molecular dynamics (MD) simulations. In recent years, Markov State Models have gained immense popularity for computing…

Chemical Physics · Physics 2020-01-29 Animesh Agarwal , Nicolas W. Hengartner , S. Gnanakaran , Arthur F. Voter

We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Dutta and Bhattacharya (2014)), a methodology that is designed to update all the parameters simultaneously using some simple deterministic…

Methodology · Statistics 2017-01-24 Kushal Kumar Dey , Sourabh Bhattacharya

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

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…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

In this paper, we address technical difficulties that arise when applying Markov chain Monte Carlo (MCMC) to hierarchical models designed to perform clustering in the space of latent parameters of subject-wise generative models.…

Quantitative Methods · Quantitative Biology 2020-12-15 Yu Yao , Klaas E. Stephan

In common with many high-accuracy electronic structure methods, the initiator adaptation of full configuration interaction quantum Monte Carlo (i-FCIQMC) has difficulty treating realistic systems with large numbers of electrons. This…

We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…

Strongly Correlated Electrons · Physics 2016-07-07 Sergei Iskakov , Andrey E. Antipov , Emanuel Gull

We suggest an efficient method to resolve electronic cusps in electronic structure calculations by using an effective transcorrelated Hamiltonian. This effective Hamiltonian takes a simple form for plane wave bases, containing up to…

Computational Physics · Physics 2018-02-14 Hongjun Luo , Ali Alavi

We introduce a generalised micro-macro Markov chain Monte Carlo (mM-MCMC) method with pseudo-marginal approximation to the free energy, that is able to accelerate sampling of the microscopic Gibbs distributions when there is a time-scale…

Numerical Analysis · Mathematics 2023-03-28 Hannes Vandecasteele , Giovanni Samaey

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N -body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures.…

Strongly Correlated Electrons · Physics 2015-10-15 Fionn D. Malone , N. S. Blunt , James J. Shepherd , D. K. K. Lee , J. S. Spencer , W. M. C. Foulkes

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira