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A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

For some models of interacting fermions the known solution to the notorious sign-problem in Monte Carlo (MC) simulations is to work with macroscopic fermionic determinants; the price, however, is a macroscopic scaling of the numerical…

Strongly Correlated Electrons · Physics 2009-11-10 Evgueni Bourovski , Nikolay Prokof'ev , Boris Svistunov

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…

This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…

Methodology · Statistics 2016-05-30 Christopher Nemeth , Chris Sherlock , Paul Fearnhead

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…

High Energy Physics - Lattice · Physics 2008-11-26 J. B. Kogut , D. K. Sinclair

GNM: The MCMC Jagger. A rocking awesome sampler. This python package is an affine invariant Markov chain Monte Carlo (MCMC) sampler based on the dynamic Gauss-Newton-Metropolis (GNM) algorithm. The GNM algorithm is specialized in sampling…

Computation · Statistics 2020-01-13 Mehmet Ugurbil

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Computation · Statistics 2022-01-24 Guangyao Zhou

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…

Computation · Statistics 2021-06-30 Radford M. Neal

We extend the recently introduced phaseless auxiliary-field quantum Monte Carlo (QMC) approach to any single-particle basis, and apply it to molecular systems with Gaussian basis sets. QMC methods in general scale favorably with system…

Computational Physics · Physics 2007-05-23 W. A. Al-Saidi , Shiwei Zhang , Henry Krakauer

We consider a generalization of the standard Metropolis algorithm acceptance/rejection decision rule and numerically explore its properties using auxiliary field quantum Monte Carlo. The generalization involves a free parameter which, given…

Strongly Correlated Electrons · Physics 2007-05-23 C. L. Martin , R. M. Fye

Monte Carlo calculations in the framework of lattice field theory provide non-perturbative access to the equilibrium physics of quantum fields. When applied to certain fermionic systems, or to the calculation of out-of-equilibrium physics,…

High Energy Physics - Lattice · Physics 2020-06-23 Scott Lawrence

We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…

Strongly Correlated Electrons · Physics 2020-08-13 Jia Li , Markus Wallerberger , Emanuel Gull

We present a Markov chain Monte-Carlo (MCMC) method to make a geometric graph which satisfies the following two conditions: (i) The degree of each vertex is fixed to a positive integer $k$. (ii) The probability that two vertices located on…

Statistical Mechanics · Physics 2020-10-28 Munetaka Sasaki

An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…

Statistical Mechanics · Physics 2015-05-19 Enrique Martinez , Paul R Monasterio , Jaime Marian

In this paper, we develop the self-learning Monte-Carlo (SLMC) algorithm for non-abelian gauge theory with dynamical fermions in four dimensions to resolve the autocorrelation problem in lattice QCD. We perform simulations with the…

High Energy Physics - Lattice · Physics 2020-10-26 Yuki Nagai , Akinori Tanaka , Akio Tomiya

Ab-initio Monte Carlo simulations of strongly-interacting fermionic systems are plagued by the fermion sign problem, making the non-perturbative study of many interesting regimes of dense quantum matter, or of theories of odd numbers of…

High Energy Physics - Lattice · Physics 2024-03-05 Debasish Banerjee , Emilie Huffman

Continuous-time determinantal algorithm is proposed for the quantum Monte Carlo simulation of the interacting fermions. The scheme does not invoke Hubbard-Stratonovich transformation. The fermionic action is divided into two parts. One of…

Strongly Correlated Electrons · Physics 2007-05-23 A. N. Rubtsov