Related papers: Symmetry Enforced Self-Learning Monte Carlo Method…
Self-learning Monte Carlo (SLMC) methods are recently proposed to accelerate Markov chain Monte Carlo (MCMC) methods using a machine learning model. With latent generative models, SLMC methods realize efficient Monte Carlo updates with less…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…
The Field-Transformation Hybrid Monte-Carlo (FTHMC) algorithm potentially mitigates the issue of critical slowing down by combining the HMC with a field transformation, originally proposed by L\"{u}scher and motivated as trivializing the…
We present a polynomial Hybrid Monte Carlo (PHMC) algorithm as an exact simulation algorithm with dynamical Kogut-Susskind fermions. The algorithm uses a Hermitian polynomial approximation for the fractional power of the KS fermion matrix.…
We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…
In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…
While the self-learning kinetic Monte Carlo (SLKMC) method enables the calculation of transition rates from a realistic potential, implementations of it were usually limited to one specific surface orientation. An example is the fcc (111)…
Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…
Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…
Latent state space systems are ubiquitous in statistical modelling, arising naturally when a time series is observed through a noisy measurement function, however training deep state space models (DSSM) at scale remains difficult. Two…
Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…
We study the effects of anharmonicity on the physics of the Holstein model, which describes the coupling of itinerant fermions and localized quantum phonons, by introducing a quartic term in the phonon potential energy. We find that the…
We present in detail the recently developed multi-configurational symmetrized projector quantum Monte Carlo (MSPQMC) method for excited states of the Hubbard model. We describe the implementation of the Monte Carlo method for a…
Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…
Boson lattices are theoretically well described by the Hubbard model. The basic model and its variants can be effectively simulated using Monte Carlo techniques. We describe two newly developed approaches, the Stochastic Series Expansion…
We study the problem of learning the Hamiltonian of a quantum many-body system given samples from its Gibbs (thermal) state. The classical analog of this problem, known as learning graphical models or Boltzmann machines, is a well-studied…
A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…