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Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

In this work, we report, for the first time, an implementation of fermionic auxiliary-field quantum Monte Carlo (AFQMC) using matrix product state (MPS) trial wavefunctions, dubbed MPS-AFQMC. Calculating overlaps between an MPS trial and…

Chemical Physics · Physics 2025-01-13 Tong Jiang , Bryan O'Gorman , Ankit Mahajan , Joonho Lee

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We present a novel technique for learning the mass matrices in samplers obtained from discretized dynamics that preserve some energy function. Existing adaptive samplers use Riemannian preconditioning techniques, where the mass matrices are…

Machine Learning · Computer Science 2017-11-08 Anirban Roychowdhury , Srinivasan Parthasarathy

Policy-guided Monte Carlo is an adaptive method to simulate classical interacting systems. It adjusts the proposal distribution of the Metropolis-Hastings algorithm to maximize the sampling efficiency, using a formalism inspired by…

Soft Condensed Matter · Physics 2024-08-23 Leonardo Galliano , Riccardo Rende , Daniele Coslovich

Quantum computing (QC) has the potential to revolutionise the future of scientific simulations. To harness the capabilities that QC offers, we can integrate it into hybrid quantum-classical simulations, which can boost the capabilities of…

Plasma Physics · Physics 2026-01-08 Lucas I. Iñigo Gamiz , Óscar Amaro , Efstratios Koukoutsis , Marija Vranić

We tutorially review the determinantal Quantum Monte Carlo method for fermionic systems, using the Hubbard model as a case study. Starting with the basic ingredients of Monte Carlo simulations for classical systems, we introduce aspects…

Strongly Correlated Electrons · Physics 2007-05-23 Raimundo R. dos Santos

Estimating the eigenvalue or energy gap of a Hamiltonian H is vital for studying quantum many-body systems. Particularly, many of the problems in quantum chemistry, condensed matter physics, and nuclear physics investigate the energy gap…

Quantum Physics · Physics 2023-05-22 Yongdan Yang , Ying Li , Xiaosi Xu , Xiao Yuan

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo…

Statistical Mechanics · Physics 2022-04-27 Cole Miles , Benjamin Cohen-Stead , Owen Bradley , Steven Johnston , Richard Scalettar , Kipton Barros

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…

High Energy Physics - Lattice · Physics 2022-06-10 Genki Fujisawa , Jun Nishimura , Katsuta Sakai , Atis Yosprakob

We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of statistical quantities and such twisting functions can be learnt…

Methodology · Statistics 2022-08-09 Joshua J Bon , Christopher Drovandi , Anthony Lee

As a solution towards the numerical sign problem, we propose a novel Hybrid Monte Carlo algorithm, in which molecular dynamics is performed on a continuum set of integration surfaces foliated by the antiholomorphic gradient flow ("the…

High Energy Physics - Lattice · Physics 2021-03-10 Masafumi Fukuma , Nobuyuki Matsumoto

In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…

Numerical Analysis · Mathematics 2023-01-04 Junpeng Hu , Shi Jin , Jinglai Li , Lei Zhang
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