Related papers: mVMC - Open-source software for many-variable vari…
In this article, we present a high performance, portable and well templated implementation for computing and fast-updating Pfaffian and inverse of an even-ranked skew-symmetric (antisymmetric) matrix. It is achieved with a skew-symmetric,…
We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…
We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…
Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a…
Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…
Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…
This paper summarizes the development of mVEM, a MATLAB software package containing efficient and easy-following codes for various virtual element methods (VEMs) published in the literature. We explain in detail the numerical implementation…
Variational quantum algorithms are considered one of the most promising methods for obtaining near-term quantum advantages; however, most of these algorithms are only expressed in the conventional quantum circuit scheme. The roadblock to…
The numerical sign problem remains one of the central challenges in computational physics. The Worldvolume Hybrid Monte Carlo (WV-HMC) method has recently been proposed as a reliable and computationally efficient algorithm that crucially…
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…
We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…
With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…
Model Predictive Control (MPC) method is a class of advanced control techniques most widely applied in industry. The major advantages of the MPC are its straightforward procedure which can be applied for both linear and nonlinear system.…
Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…
Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…
Nonparametric varying coefficient (NVC) models are useful for modeling time-varying effects on responses that are measured repeatedly for the same subjects. When the number of covariates is moderate or large, it is desirable to perform…