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In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley

Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…

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.…

Numerical Analysis · Mathematics 2023-01-04 Junpeng Hu , Shi Jin , Jinglai Li , Lei Zhang

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

The projective quantum Monte Carlo (PQMC) algorithms are among the most powerful computational techniques to simulate the ground state properties of quantum many-body systems. However, they are efficient only if a sufficiently accurate…

Computational Physics · Physics 2019-10-04 S. Pilati , E. M. Inack , P. Pieri

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

Strongly Correlated Electrons · Physics 2013-10-24 F. R. Petruzielo , A. A. Holmes , Hitesh J. Changlani , M. P. Nightingale , C. J. Umrigar

We introduce an algorithm for sampling many-body quantum states in Fock space. The algorithm efficiently samples states with probability approximately proportional to an arbitrary function of the second-quantized Hamiltonian matrix element…

Strongly Correlated Electrons · Physics 2016-04-28 Adam Holmes , Hitesh J. Changlani , C. J. Umrigar

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

We suggest and implement a new Monte Carlo strategy for correlated models involving fermions strongly coupled to classical degrees of freedom, with accurate handling of quenched disorder as well. Current methods iteratively diagonalise the…

Strongly Correlated Electrons · Physics 2007-05-23 Sanjeev Kumar , Pinaki Majumdar

Quantum Monte Carlo (QMC) methods are essential for the numerical study of large-scale quantum many-body systems, yet their utility has been significantly hampered by the difficulty in computing key quantities such as off-diagonal operators…

Quantum Physics · Physics 2025-11-19 Poetri Sonya Tarabunga , Yi-Ming Ding

Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) is a momentum version of stochastic gradient descent with properly injected Gaussian noise to find a global minimum. In this paper, non-asymptotic convergence analysis of SGHMC is given in…

Machine Learning · Statistics 2020-02-26 Huy N. Chau , Miklos Rasonyi

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

Machine Learning · Statistics 2025-09-11 Ponkrshnan Thiagarajan , Tamer A. Zaki , Michael D. Shields

A new Quantum Monte-Carlo (QMC) approach is proposed to investigate low-lying states of nuclei within the shell model. The formalism relies on a variational symmetry-restored wave-function to guide the underlying Brownian motion. Sign/phase…

Nuclear Theory · Physics 2015-10-20 Jérémy Bonnard , Olivier Juillet

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Computation · Statistics 2021-11-22 James A. Brofos , Roy R. Lederman

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum.…

Optimization and Control · Mathematics 2020-11-19 Xuefeng Gao , Mert Gürbüzbalaban , Lingjiong Zhu

The integration of deep neural networks with the Variational Monte Carlo (VMC) method has marked a significant advancement in solving the Schr\"odinger equation. In this work, we enforce spin symmetry in the neural network-based VMC…

Chemical Physics · Physics 2024-06-04 Zhe Li , Zixiang Lu , Ruichen Li , Xuelan Wen , Xiang Li , Liwei Wang , Ji Chen , Weiluo Ren