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Monte Carlo studies of many quantum systems face exponentially severe signal-to-noise problems. We show that noise arising from complex phase fluctuations of observables can be reduced without introducing bias using path integral contour…

High Energy Physics - Lattice · Physics 2020-08-05 William Detmold , Gurtej Kanwar , Michael L. Wagman , Neill C. Warrington

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

Given an unnormalized target distribution we want to obtain approximate samples from it and a tight lower bound on its (log) normalization constant log Z. Annealed Importance Sampling (AIS) with Hamiltonian MCMC is a powerful method that…

Machine Learning · Computer Science 2021-11-02 Tomas Geffner , Justin Domke

A new singular perturbation method based on the Lie symmetry group is presented to a system of difference equations. This method yields consistent derivation of a renormalization group equation which gives an asymptotic solution of the…

Chaotic Dynamics · Physics 2009-11-13 Masatomo Iwasa , Kazuhiro Nozaki

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

In optimal prediction methods one estimates the future behavior of underresolved systems by solving reduced systems of equations for expectations conditioned by partial data; renormalization group methods reduce the number of variables in…

Mathematical Physics · Physics 2007-05-23 Alexandre J. Chorin

We revisit the effects of short-ranged random quenched disorder on the universal scaling properties of the classical $N$-vector model with cubic anisotropy. We set up the nonconserved relaxational dynamics of the model, and study the…

Statistical Mechanics · Physics 2020-09-22 Sudip Mukherjee , Abhik Basu

This paper deals with the optimization of trial states for the computation of dominant eigenvalues of operators and very large matrices. In addition to preliminary results for the energy spectrum of van der Waals clusters, we review results…

Chemical Physics · Physics 2007-05-23 Vilen Melik-Alaverdian , M. P. Nightingale

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

Probability · Mathematics 2024-05-14 Evan Camrud , Alain Durmus , Pierre Monmarché , Gabriel Stoltz

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

We investigate the zero-temperature quantum phase transitions of the disordered three-color quantum Ashkin-Teller spin chain by means of large-scale Monte Carlo simulations. We find that the first-order phase transitions of the clean system…

Disordered Systems and Neural Networks · Physics 2017-02-08 Ahmed K. Ibrahim , Thomas Vojta

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez

We develop renormalization group methods for solving partial and stochastic differential equations on coarse meshes. Renormalization group transformations are used to calculate the precise effect of small scale dynamics on the dynamics at…

Statistical Mechanics · Physics 2009-10-31 Qing Hou , Nigel Goldenfeld , Alan McKane

It has recently been shown that the computing abilities of Boltzmann machines, or Ising spin-glass models, can be implemented by chaotic billiard dynamics without any use of random numbers. In this paper, we further numerically investigate…

Statistical Mechanics · Physics 2013-12-17 Hideyuki Suzuki

We use a large cell Monte Carlo Renormalization procedure, to compute the critical exponents of a system of growing linear polymers. We simulate the growth of non-intersecting chains in large MC cells. Dense regions where chains get in each…

Statistical Mechanics · Physics 2009-11-07 Duygu Balcan , Ayse Erzan

Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…

Computation · Statistics 2021-12-10 Guangyao Zhou

We implement Monte Carlo Renormalization Group (MCRG) in the continuous-time Monte Carlo simulation of a quantum system. We demonstrate numerically the emergent isotropy between space and time at large distances for the systems that exhibit…

Statistical Mechanics · Physics 2020-10-07 Yantao Wu , Roberto Car

We consider the two-dimensional randomly site diluted Ising model and the random-bond +-J Ising model (also called Edwards-Anderson model), and study their critical behavior at the paramagnetic-ferromagnetic transition. The critical…

Disordered Systems and Neural Networks · Physics 2009-11-13 M. Hasenbusch , F. Parisen Toldin , A. Pelissetto , E. Vicari

We present a real-space renormalization group approach for the corner Hamiltonian, which is relevant to the reduced density matrix in the density matrix renormalization group. A set of self-consistent equations that the renormalized…

Statistical Mechanics · Physics 2007-05-23 Kouichi Okunishi

Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…

Probability · Mathematics 2023-06-06 Pierre Monmarché