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We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich

The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…

Methodology · Statistics 2013-10-14 S. Pandolfi , F. Bartolucci , N. Friel

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…

Quantum Physics · Physics 2024-03-26 Mark-Oliver Wolf , Tom Ewen , Ivica Turkalj

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Kirill Antonov , Maxim Buzdalov , Arina Buzdalova , Carola Doerr

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

Inspired by previous works on epidemic-like processes in open quantum systems, we derive an elementary quantum epidemic model that is simple enough to be studied via Quantum Jump Monte Carlo simulations at reasonably large system sizes. We…

Statistical Mechanics · Physics 2025-12-30 Alexander Sturges , Hugo Smith , Matteo Marcuzzi

In this paper, we solve quantum many-body problem by propagating ensembles of trajectories and guiding waves in physical space. We introduce the 'effective potential' correction within the recently proposed time-dependent quantum Monte…

Quantum Physics · Physics 2025-02-05 Ivan P. Christov

We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…

Condensed Matter · Physics 2007-05-23 Nikolai Prokof'ev , Boris Svistunov , Igor Tupitsyn

We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dimensional parameter sets, such as those associated to neural…

Machine Learning · Statistics 2024-12-19 John-Joseph Brady , Yuhui Luo , Wenwu Wang , Víctor Elvira , Yunpeng Li

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

We have employed the steepest descent method to optimise the variational ground state quantum Monte Carlo wave function for He, Li, Be, B and C atoms. We have used both the direct energy minimisation and the variance minimisation…

Computational Physics · Physics 2015-05-19 M. Ebrahim Foulaadvand , Mohammad Zarenia

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

We reformulate the projected imaginary-time evolution of Full Configuration Interaction Quantum Monte Carlo in terms of a Lagrangian minimization. This naturally leads to the admission of polynomial complex wavefunction parameterizations,…

Strongly Correlated Electrons · Physics 2017-05-03 Lauretta R. Schwarz , A. Alavi , George H. Booth

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…

Plasma Physics · Physics 2018-01-17 Konsta Särkimäki , Eero Hirvijoki , Juuso Terävä

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini