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Spatial Monte Carlo integration (SMCI) is an extension of standard Monte Carlo integration and can approximate expectations on Markov random fields with high accuracy. SMCI was applied to pairwise Boltzmann machine (PBM) learning, with…

Machine Learning · Statistics 2021-04-28 Muneki Yasuda , Kei Uchizawa

We unify slice sampling and Hamiltonian Monte Carlo (HMC) sampling, demonstrating their connection via the Hamiltonian-Jacobi equation from Hamiltonian mechanics. This insight enables extension of HMC and slice sampling to a broader family…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Xiangyu Wang , Changyou Chen , Ricardo Henao , Kai Fan , Lawrence Carin

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…

High Energy Physics - Lattice · Physics 2025-05-07 Johann Ostmeyer , Pavel Buividovich

Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

Machine Learning · Statistics 2020-10-20 Difan Zou , Pan Xu , Quanquan Gu

We extend the continuous-time interaction-expansion quantum Monte Carlo method with respect to measuring observables for fermion-boson lattice models. Using generating functionals, we express expectation values involving boson operators,…

Strongly Correlated Electrons · Physics 2017-01-04 Manuel Weber , Fakher F. Assaad , Martin Hohenadler

To analyze quantum many-body Hamiltonians, recently, machine learning techniques have been shown to be quite useful and powerful. However, the applicability of such machine learning solvers is still limited. Here, we propose schemes that…

Strongly Correlated Electrons · Physics 2020-04-17 Yusuke Nomura

The Worldvolume Hybrid Monte Carlo (WV-HMC) method [arXiv:2012.08468] is an efficient algorithm for addressing the numerical sign problem at moderate computational cost. It mitigates the sign problem while avoiding the ergodicity issues…

Strongly Correlated Electrons · Physics 2026-05-15 Masafumi Fukuma , Yusuke Namekawa

We benchmark constrained-path Monte Carlo (CPMC) on the triangular-lattice Hubbard model for several fillings and $U$ values and show that symmetry-adapted trial wave functions are essential for quantitative accuracy. Away from…

Strongly Correlated Electrons · Physics 2026-03-17 Shu Fay Ung , Ankit Mahajan , David R. Reichman

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

High Energy Physics - Lattice · Physics 2009-10-30 Thomas Lippert

Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Machine Learning · Statistics 2025-05-20 Andrew Millard , Zheng Zhao , Joshua Murphy , Simon Maskell

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Computation of ionic forces using quantum Monte Carlo methods has long been a challenge. We introduce a simple procedure, based on known properties of physical electronic densities, to make the variance of the Hellmann-Feynman estimator…

Computational Physics · Physics 2007-05-23 Simone Chiesa , David Ceperley , Shiwei Zhang

We report developments of the kinetic Monte Carlo (KMC) method with improved accuracy and increased versatility for the description of atomic diffusivity on metal surfaces. The on-lattice constraint built into our recently proposed…

Materials Science · Physics 2008-11-27 Oleg Trushin , Handan Yildirim , Abdelkader Kara , Talat S. Rahman

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…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla
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