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It is sometimes speculated that the sign problem that afflicts many quantum field theories might be reduced or even eliminated by choosing an alternative domain of integration within a complexified extension of the path integral (in the…
This paper investigates the self-similar solutions of the Einstein-axion-dilaton configuration from type IIB string theory and the global SL(2,R) symmetry. We consider the Continuous Self Similarity (CSS), where the scale transformation is…
We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…
We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra computational cost. This results in a general, convenient,…
The Metropolis algorithm is arguably the most fundamental Markov chain Monte Carlo (MCMC) method. But the algorithm is not guaranteed to converge to the desired distribution in the case of multivariate binary distributions (e.g., Ising…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…
We demonstrate that Monte-Carlo simulation is a practical tool to study nonperturbative aspects of supersymmetric quantum mechanics. As an example we study D0-brane quantum mechanics in the context of superstring theory. Numerical data…
We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…
Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…
We propose a modified coupled cluster Monte Carlo algorithm that stochastically samples connected terms within the truncated Baker--Campbell--Hausdorff expansion of the similarity transformed Hamiltonian by construction of coupled cluster…
Diffusion Monte Carlo (DMC) simulations for fermions are becoming the standard to provide high quality reference data in systems that are too large to be investigated via quantum chemical approaches. DMC with the fixed-node approximation…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…
We outline two alternative schemes to perform numerical calculations in quantum field theory. In principle, both of these approaches are better suited to study phase structure than conventional Monte Carlo. The first method, Source…
Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…
We introduce the adiabatic quantum Monte Carlo (AQMC) method, where we gradually crank up the interaction strength, as an amelioration of the sign problem. It is motivated by the adiabatic theorem and will approach the true ground-state if…
We investigate the sign problem for full configuration interaction quantum Monte Carlo (FCIQMC), a stochastic algorithm for finding the ground state solution of the Schr\"odinger equation with substantially reduced computational cost…
Building on recent solutions of the fermion sign problem for specific models we present two continuous-time quantum Monte Carlo methods for efficient simulation of mass-imbalanced Hubbard models on bipartite lattices at half-filling. For…
We modified the recently proposed multicanonical MC algorithm for the case of a magnetic field driven order--order phase transition. We test this {\it multimagnetic} Monte Carlo algorithm for the D=2 Ising model at $\beta=0.5$ and simulate…