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In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…

Quantum Physics · Physics 2021-01-04 Katsuhiro Endo , Taichi Nakamura , Keisuke Fujii , Naoki Yamamoto

The quantum Monte Carlo algorithm is arguably one of the most powerful computational many-body methods, enabling accurate calculation of many properties in interacting quantum systems. In the presence of the so-called sign problem, the…

Strongly Correlated Electrons · Physics 2018-02-23 Chia-Chen Chang , Miguel A. Morales

Drawing independent samples from a probability distribution is an important computational problem with applications in Monte Carlo algorithms, machine learning, and statistical physics. The problem can in principle be solved on a quantum…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…

Computational Physics · Physics 2009-10-01 J. R. Trail

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…

Quantum Physics · Physics 2026-03-13 Baptiste Claudon , Sergi Ramos-Calderer , Jean-Philip Piquemal

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…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger

By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…

Strongly Correlated Electrons · Physics 2022-03-08 J. Wang , W. Pan , D. Y. Sun

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

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

In this note, variational Monte Carlo method based on neural quantum states for spin systems is reviewed. Using a neural network as the wave function allows for a more generalized expression of various types of interactions, including…

Strongly Correlated Electrons · Physics 2024-06-04 Yuntai Song

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

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

Materials Science · Physics 2020-03-04 Yueqing Chang , Lucas K. Wagner

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter…

Machine Learning · Statistics 2021-05-11 Theodore Papamarkou , Alexey Lindo , Eric B. Ford

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman
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