Related papers: Delayed Slater determinant update algorithms for h…

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

A new algorithm is developed allowing the Monte Carlo study of a 1 + 1 dimensional theory in real time. The main algorithmic development is to avoid the explicit calculation of the Jacobian matrix and its determinant in the update process.…

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is…

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

We propose a novel technique for speeding up the self-learning Monte Carlo method applied to the single-site impurity model. For the case where the effective Hamiltonian is expressed by polynomial functions of differences of imaginary-time…

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Ground-state auxiliary-field quantum Monte Carlo (AFQMC) methods have become key numerical tools for studying quantum phases and phase transitions in interacting many-fermion systems. Despite the broad applicability, the efficiency of these…

The order of convergence of the Monte Carlo method is 1/2 which means that we need quadruple samples to decrease the error in half in the numerical simulation. Multilevel Monte Carlo methods reach the same order of error by spending less…

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…

Various strategies to implement efficiently QMC simulations for large chemical systems are presented. These include: i.) the introduction of an efficient algorithm to calculate the computationally expensive Slater matrices. This novel…

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

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.…

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Due to a hard dependency between time steps, large-scale simulations of gas using the Direct Simulation Monte Carlo (DSMC) method proceed at the pace of the slowest processor. Scalability is therefore achievable only by ensuring that the…

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

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…