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Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

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…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

Operator learning is a rapidly growing field that aims to approximate nonlinear operators related to partial differential equations (PDEs) using neural operators. These rely on discretization of input and output functions and are, usually,…

Machine Learning · Computer Science 2026-02-04 James Rowbottom , Stefania Fresca , Pietro Lio , Carola-Bibiane Schönlieb , Nicolas Boullé

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

Hierarchical Bayesian models based on Gaussian processes are considered useful for describing complex nonlinear statistical dependencies among variables in real-world data. However, effective Monte Carlo algorithms for inference with these…

Machine Learning · Statistics 2025-11-11 Takashi Hayakawa , Satoshi Asai

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

Correlated many-body problems ubiquitously appear in various fields of physics such as condensed matter physics, nuclear physics, and statistical physics. However, due to the interplay of the large number of degrees of freedom, it is…

Strongly Correlated Electrons · Physics 2018-02-12 Hiroyuki Fujita , Yuya O. Nakagawa , Sho Sugiura , Masaki Oshikawa

We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…

High Energy Physics - Lattice · Physics 2021-05-10 Sam Foreman , Xiao-Yong Jin , James C. Osborn

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

We propose a Kolmogorov-Arnold Representation-based Hamiltonian Neural Network (KAR-HNN) that replaces the Multilayer Perceptrons (MLPs) with univariate transformations. While Hamiltonian Neural Networks (HNNs) ensure energy conservation by…

Machine Learning · Computer Science 2025-08-28 Zongyu Wu , Ruichen Xu , Luoyao Chen , Georgios Kementzidis , Siyao Wang , Yuefan Deng

In this paper, we develop the self-learning Monte-Carlo (SLMC) algorithm for non-abelian gauge theory with dynamical fermions in four dimensions to resolve the autocorrelation problem in lattice QCD. We perform simulations with the…

High Energy Physics - Lattice · Physics 2020-10-26 Yuki Nagai , Akinori Tanaka , Akio Tomiya

Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…

Computation · Statistics 2025-10-28 Apratim Shukla , Dootika Vats , Eric C. Chi

Since Hamming distances can be calculated by bitwise computations, they can be calculated with less computational load than L2 distances. Similarity searches can therefore be performed faster in Hamming distance space. The elements of…

Machine Learning · Computer Science 2013-03-19 Yui Noma , Makiko Konoshima

We develop a machine learning method to construct accurate ground-state wave functions of strongly interacting and entangled quantum spin as well as fermionic models on lattices. A restricted Boltzmann machine algorithm in the form of an…

Strongly Correlated Electrons · Physics 2017-11-30 Yusuke Nomura , Andrew S. Darmawan , Youhei Yamaji , Masatoshi Imada

There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…

Computational Physics · Physics 2022-07-01 Marios Mattheakis , David Sondak , Akshunna S. Dogra , Pavlos Protopapas
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