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We optimise the parameters of the Population Monte Carlo algorithm using numerical simulations. The optimisation is based on an efficiency statistic related to the number of samples evaluated prior to convergence, and is applied to a…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-17 Darell Moodley , Kavilan Moodley

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…

Methodology · Statistics 2019-09-19 Charles Matthews , Jonathan Weare

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

In adiabatic quantum computing the aim is to track an eigenstate as the Hamiltonian changes. In the usual setup this is achieved using the natural time-dependent Hamiltonian evolution of the system and the main technical tool is the…

Quantum Physics · Physics 2026-05-29 Joseph Cunningham , Jérémie Roland

In this work, we investigate the fidelity of orbital optimization in variational Monte Carlo to improve diffusion Monte Carlo results on correlated magnetic systems, using CrSBr as a model system. We compare the performance of different…

Strongly Correlated Electrons · Physics 2026-04-27 Cody A. Melton , Jaron T. Krogel

We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift-diffusion-Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the…

Numerical Analysis · Mathematics 2020-07-15 Amirreza Khodadadian , Maryam Parvizi , Clemens Heitzinger

In this paper we introduce and formalize Substochastic Monte Carlo (SSMC) algorithms. These algorithms, originally intended to be a better classical foil to quantum annealing than simulated annealing, prove to be worthy optimization…

Data Structures and Algorithms · Computer Science 2017-05-01 Michael Jarret , Brad Lackey

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Recently a method for adiabatic quantum computation has been proposed and there has been considerable speculation about its efficiency for NP-complete problems. Heuristic arguments in its favor are based on the unproven assumption of an…

Quantum Physics · Physics 2007-05-23 Mary Beth Ruskai

While it is well-known that every nearly-periodic Hamiltonian system possesses an adiabatic invariant, extant methods for computing terms in the adiabatic invariant series are inefficient. The most popular method involves the heavy…

Plasma Physics · Physics 2022-06-22 J. W. Burby , J. Squire

Non-stoquastic Hamiltonians have both positive and negative signs in off-diagonal elements in their matrix representation in the standard computational basis and thus cannot be simulated efficiently by the standard quantum Monte Carlo…

Quantum Physics · Physics 2017-02-21 Hidetoshi Nishimori , Kabuki Takada

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

Adiabatic quantum optimization is a procedure to solve a vast class of optimization problems by slowly changing the Hamiltonian of a quantum system. The evolution time necessary for the algorithm to be successful scales inversely with the…

Quantum Physics · Physics 2015-12-16 Salvatore Mandrà , Gian Giacomo Guerreschi , Alán Aspuru-Guzik

We present an algorithm to sample stochastic differential equations conditioned on rather general constraints, including integral constraints, endpoint constraints, and stochastic integral constraints. The algorithm is a pathspace…

Machine Learning · Statistics 2025-06-23 Tobias Grafke

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…

Strongly Correlated Electrons · Physics 2025-08-21 Oscar Bouverot-Dupuis , Alberto Rosso , Manon Michel

A recently developed self-healing diffusion Monte Carlo algorithm [PRB 79, 195117] is extended to the calculation of excited states. The formalism is based on an excited-state fixed-node approximation and the mixed estimator of the…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo

According to the adiabatic theorem of quantum mechanics, a system initially in the ground state of a Hamiltonian remains in the ground state if one slowly changes the Hamiltonian. This can be used in principle to solve hard problems on…

Quantum Physics · Physics 2025-09-03 Etienne Granet , Henrik Dreyer
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