Related papers: Flat histogram quantum Monte Carlo for analytic co…
Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…
We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…
We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double-well. In classical (thermal)…
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…
We propose a method to study dynamical response of a quantum system by evolving it with an imaginary-time dependent Hamiltonian. The leading non-adiabatic response of the system driven to a quantum-critical point is universal and…
Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…
We construct an effective low-energy Hamiltonian from the classical action via Monte Carlo with importance sampling. We use Monte Carlo (i) to compute matrix elements of the transition amplitude and (ii) to construct stochastically a basis.…
A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…
We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…
Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…
High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…
Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…
A continuous-time formulation of the Diffusion Monte Carlo method for lattice models is presented. In its simplest version, without the explicit use of trial wavefunctions for importance sampling, the method is an excellent tool for…
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…