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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

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St\"ormer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size…

Numerical Analysis · Mathematics 2022-12-02 F. Diele , C. Marangi , C. Tamborrino , C. Tarantino

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

Strongly Correlated Electrons · Physics 2009-10-30 Yukitoshi Motome , Masatoshi Imada

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…

Machine Learning · Computer Science 2021-02-10 Zhengmian Hu , Feihu Huang , Heng Huang

We show that the standard Lanczos algorithm can be efficiently implemented statistically and self consistently improved, using the stochastic reconfigurat ion method, which has been recently introduced to stabilize the Monte Carlo sign…

Strongly Correlated Electrons · Physics 2009-02-05 S. Sorella

Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In order to foster…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , D. Luengo , J. Corander , F. Louzada

Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies. We will review methods we have…

Computational Physics · Physics 2007-05-23 David Ceperley , Mark Dewing , Carlo Pierleoni

The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…

High Energy Physics - Lattice · Physics 2008-11-26 J. B. Kogut , D. K. Sinclair

With our recently proposed effective Hamiltonian via Monte Carlo, we are able to compute low energy physics of quantum systems. The advantage is that we can obtain not only the spectrum of ground and excited states, but also wave functions.…

High Energy Physics - Lattice · Physics 2015-06-25 Xiang-Qian Luo , C. Q. Huang , J. Q. Jiang , H. Jirari , H. Kroeger , K. Moriarty

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

We present and motivate an efficient way to include orbital dependent many--body correlations in trial wave function of real--space Quantum Monte Carlo methods for use in electronic structure calculations. We apply our new…

Computational Physics · Physics 2019-10-17 Markus Holzmann , Saverio Moroni

Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the fact that RWMH separately updates each coordinate of the…

Methodology · Statistics 2014-08-29 Kushal K. Dey , Sourabh Bhattacharya

We propose improved versions of the standard diffusion Monte Carlo (DMC) and the lattice regularized diffusion Monte Carlo (LRDMC) algorithms. For the DMC method, we refine a scheme recently devised to treat non-local pseudopotential in a…

Other Condensed Matter · Physics 2015-05-18 Michele Casula , Saverio Moroni , Sandro Sorella , Claudia Filippi

We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…

High Energy Physics - Lattice · Physics 2021-07-16 Masafumi Fukuma , Nobuyuki Matsumoto , Yusuke Namekawa

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan