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High-dimensional integration with respect to complex target measures remains a fundamental challenge in computational science. While Flow Matching (FM) offers a powerful paradigm for constructing continuous-time transport maps, its…

Numerical Analysis · Mathematics 2026-01-06 Zhijun Zeng , Jianlong Chen

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

Quantum computers (QCs) must implement quantum error correcting codes (QECCs) to protect their logical qubits from errors, and modeling the effectiveness of QECCs on QCs is an important problem for evaluating the QC architecture. The…

Quantum Physics · Physics 2009-11-13 Eric Chi , Stephen A. Lyon , Margaret Martonosi

Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across…

Data Structures and Algorithms · Computer Science 2026-03-25 Matthew S. Zhang , Jason M. Altschuler , Sinho Chewi

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

We introduce a Markov Chain Monte Carlo (MCMC) algorithm that dramatically accelerates the simulation of quantum many-body systems, a grand challenge in computational science. State-of-the-art methods for these problems are severely limited…

Strongly Correlated Electrons · Physics 2025-10-17 Deqian Kong , Shi Feng , Jianwen Xie , Ying Nian Wu

The coupled cluster method (CCM) is a powerful and widely applied technique of modern-day quantum many-body theory. It has been used with great success in order to understand the properties of quantum magnets at zero temperature. This is…

Strongly Correlated Electrons · Physics 2009-09-11 D. J. J. Farnell

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here, we show that the coupling between PIC and MC algorithms can…

Plasma Physics · Physics 2021-01-15 E. Paulo Alves , Warren B. Mori , Frederico Fiuza

Cluster Perturbation Theory (CPT) is a technique for computing the spectral function of fermionic models with local interactions. By combining the solution of the model on a finite cluster with perturbation theory on intra-cluster hoppings,…

Strongly Correlated Electrons · Physics 2021-07-26 Edwin W. Huang , Yao Wang

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

Some algorithms for the numerically exact treatment of fermion determinants are summarised. This is not supposed to be a review, rather a concise handbook. The audience is expected to have a basic understanding of how to put fermions on a…

Computational Physics · Physics 2026-04-03 Johann Ostmeyer

Quantum Monte Carlo methods are first-principle approaches that approximately solve the Schr\"odinger equation stochastically. As compared to traditional quantum chemistry methods, they offer important advantages such as the ability to…

Chemical Physics · Physics 2020-02-11 Jonas Feldt , Claudia Filippi

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala

Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…

Numerical Analysis · Mathematics 2017-01-24 Yoshihito Kazashi

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

Full configuration interaction quantum Monte Carlo (FCIQMC) is a stochastic approach for finding the ground state of a quantum many-body Hamiltonian. It is based on the dynamical evolution of a walker population in Hilbert space, which…

Quantum Gases · Physics 2020-11-04 Mingrui Yang , Elke Pahl , Joachim Brand

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…

Strongly Correlated Electrons · Physics 2016-08-24 Lucas K. Wagner , David M. Ceperley

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro
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