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We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-$t$ probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with…
We present an unbiased numerical integration algorithm that handles both low-frequency regions and high frequency details of multidimensional integrals. It combines quadrature and Monte Carlo integration, by using a quadrature-base…
This paper presents a nonlinear mixing model for hyperspectral image unmixing. The proposed model assumes that the pixel reflectances are post-nonlinear functions of unknown pure spectral components contaminated by an additive white…
Using trial wavefunctions prepared on quantum devices to reduce the bias of auxiliary-field quantum Monte Carlo (QC-AFQMC) has established itself as a promising hybrid approach to the simulation of strongly correlated many body systems.…
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…
We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CP^{N-1} model, we find a small improvement with the leading order transformation, which is however…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…
We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…
Many modern production and measurement facilities incorporate multiphase systems at low pressures. In this region of flows at small, non-zero Knudsen- and low Mach numbers the classical mesoscopic Monte Carlo methods become increasingly…
Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…
We demonstrate that the recently proposed pruned-enriched Rosenbluth method (P. Grassberger, Phys. Rev. E 56 (1997) 3682) leads to extremely efficient algorithms for the folding of simple model proteins. We test them on several models for…
The combination of a non-overlapping Schwarz preconditioner and the Hybrid Monte Carlo (HMC) algorithm is shown to yield an efficient simulation algorithm for two-flavour lattice QCD with Wilson quarks. Extensive tests are performed, on…
The choice of appropriate interaction models is among the major disadvantages of conventional methods such as molecular dynamics and Monte Carlo simulations. On the other hand, the so-called reverse Monte Carlo (RMC) method, based on…
Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…
Photomultiplier tubes (PMTs) are widely deployed at neutrino and dark matter experiments for photon counting. When multiple photons hit a PMT consecutively, their photo-electron (PE) pulses pile up to hinder the precise measurements of the…
We report on a new variant of the hybrid Monte Carlo algorithm employing a polynomial approximation of the inverse of the non-Hermitian Dirac-Wilson operator. Our approximation relies on simple and stable recurrence relations of complex…
Tempering is used to change the quark mass while remaining in equilibrium between the trajectories of a standard hybrid Monte Carlo simulation of four flavours of staggered fermions. The algorithm is faster for small enough quark masses,…
Systems of correlated quantum matter can be a steep challenge to any would-be method of solution. Matrix-product state (MPS)-based methods can describe 1D systems quasiexactly, but often struggle to retain sufficient bipartite entanglement…
We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…
We present a novel, generally applicable Monte Carlo algorithm for the simulation of fluid systems. Geometric transformations are used to identify clusters of particles in such a manner that every cluster move is accepted, irrespective of…