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Nonreversible Markov chains can outperform reversible chains in the Markov chain Monte Carlo method. Lifting is a versatile approach to introducing net stochastic flow in state space and constructing a nonreversible Markov chain. We present…

Statistical Mechanics · Physics 2022-11-11 Hidemaro Suwa

We discuss the implementation of a directed geometrical worm algorithm for the study of quantum link-current models. In this algorithm Monte Carlo updates are made through the biased reptation of a worm through the lattice. A directed…

Strongly Correlated Electrons · Physics 2009-11-10 Fabien Alet , Erik S. Sorensen

We derive the improved estimators for general interactions and employ these for the continuous-time quantum Monte Carlo method. Using a worm algorithm we show how measuring higher-ordered correlators leads to an improved high-frequency…

Strongly Correlated Electrons · Physics 2016-10-07 Patrik Gunacker , Markus Wallerberger , Tin Ribic , Andreas Hausoel , Giorgio Sangiovanni , Karsten Held

We present a dual geometrical worm algorithm for two-dimensional Ising models. The existence of such dual algorithms was first pointed out by Prokof'ev and Svistunov \cite{ProkofevClassical}. The algorithm is defined on the dual lattice and…

Statistical Mechanics · Physics 2009-11-10 Peter Hitchcock , Erik S. Sørensen , Fabien Alet

We present a Markov-chain Monte Carlo algorithm of "worm"type that correctly simulates the O(n) loop model on any (finite and connected) bipartite cubic graph, for any real n>0, and any edge weight, including the fully-packed limit of…

Statistical Mechanics · Physics 2011-07-28 Qingquan Liu , Youjin Deng , Timothy M. Garoni

We present a Markov-chain Monte Carlo algorithm of worm type that correctly simulates the fully-packed loop model on the honeycomb lattice, and we prove that it is ergodic and has uniform stationary distribution. The fully-packed loop model…

Statistical Mechanics · Physics 2009-11-13 Wei Zhang , Timothy M. Garoni , Youjin Deng

Quantum Monte Carlo algorithms based on a world-line representation such as the worm algorithm and the directed loop algorithm are among the most powerful numerical techniques for the simulation of non-frustrated spin models and of bosonic…

Statistical Mechanics · Physics 2007-07-28 Lode Pollet , Kris Van Houcke , Stefan M. A. Rombouts

We study the dynamic critical behavior of the worm algorithm for the two- and three-dimensional Ising models, by Monte Carlo simulation. The autocorrelation functions exhibit an unusual three-time-scale behavior. As a practical matter, the…

Statistical Mechanics · Physics 2008-11-26 Youjin Deng , Timothy M. Garoni , Alan D. Sokal

We apply a worm algorithm to simulate the quantum transverse-field Ising model in a path-integral representation of which the expansion basis is taken as the spin component along the external-field direction. In such a representation, a…

Statistical Mechanics · Physics 2020-09-07 Chun-Jiong Huang , Longxiang Liu , Yi Jiang , Youjin Deng

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…

Statistical Mechanics · Physics 2009-11-11 M. Boninsegni , N. Prokof'ev , B. Svistunov

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

We design an irreversible worm algorithm for the zero-field ferromagnetic Ising model by using the lifting technique. We study the dynamic critical behavior of an energy estimator on both the complete graph and toroidal grids, and compare…

Statistical Mechanics · Physics 2018-04-25 Eren Metin Elçi , Jens Grimm , Lijie Ding , Abrahim Nasrawi , Timothy M. Garoni , Youjin Deng

We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. These methods are most powerful when combined with…

Computation · Statistics 2015-07-01 Espen Bernton , Shihao Yang , Yang Chen , Neil Shephard , Jun S. Liu

We present a novel and open-source implementation of the worm algorithm, which is an algorithm to simulate Bose-Hubbard and sign-positive spin models using a path integral representation of the partition function. The code can deal with…

Statistical Mechanics · Physics 2022-10-03 Nicolas Sadoune , Lode Pollet

Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its…

Statistical Mechanics · Physics 2014-04-14 Akiko Masaki-Kato , Takafumi Suzuki , Kenji Harada , Synge Todo , Naoki Kawashima

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

Quantum dimer model is a low-energy and efficient model to study quantum spin systems and strong-correlated physics. As a foreseeing step and without loss of generality, we study the classical dimers on square lattice by means of Monte…

Strongly Correlated Electrons · Physics 2022-04-28 Yao Hongxu , Li Jiaze , Hou Jintao

Markov chain Monte Carlo algorithms have important applications in counting problems and in machine learning problems, settings that involve estimating quantities that are difficult to compute exactly. How much can quantum computers speed…

Quantum Physics · Physics 2020-02-10 Aram W. Harrow , Annie Y. Wei

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang
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