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Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

The application of the diffusion Monte Carlo method to a strongly interacting Fermi system as normal liquid $^3$He is explored. We show that the fixed-node method together with the released-node technique and a systematic method to…

Statistical Mechanics · Physics 2009-10-31 Joaquim Casulleras , Jordi Boronat

The effectiveness of the recently developed Fixed-Node Quantum Monte Carlo method for lattice fermions, developed by van Leeuwen and co-workers, is tested by applying it to the 1D Kondo lattice, an example of a one-dimensional model with a…

Condensed Matter · Physics 2007-05-23 H. J. M. van Bemmel , W. van Saarloos , D. F. B. ten Haaf

By use of a special wave function derived from similarly transformed propagators, this work shows that the energy of a thousand spin-balanced fermions in a three-dimensional harmonic potential can be accurately computed using the Monte…

Computational Physics · Physics 2023-10-31 Siu A. Chin

In a computer experiment the choice of suitable estimators to measure a physical quantity plays an important role. We propose a new direct route to determine estimators for observables which do not commute with the Hamiltonian. Our new…

Statistical Mechanics · Physics 2013-07-11 Riccardo Fantoni

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

Quantum Monte Carlo (QMC) is an advanced simulation methodology for studies of manybody quantum systems. In this review, we focus on the electronic structure QMC, i.e., methods relevant for systems described by the electron-ion…

Other Condensed Matter · Physics 2010-08-16 Michal Bajdich , Lubos Mitas

We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…

Materials Science · Physics 2009-10-31 Mathis Plapp , Alain Karma

This paper presents a novel way to approximate a distribution governing a system of coupled particles with a product of independent distributions. The approach is an extension of mean field theory that allows the independent distributions…

Statistical Mechanics · Physics 2007-05-23 David H. Wolpert

We give a brief discussion of the recently developed Constrained-Path Monte Carlo Method. This method is a quantum Monte Carlo technique that eliminates the fermion sign problem plaguing simulations of systems of interacting electrons. The…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Gubernatis , M. Guerrero

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

We develop a Monte Carlo scheme for sampling series of Feynman diagrams for the proper self-energy which are self-consistently expressed in terms of renormalized particle propagators. This approach is used to solve the problem of a single…

Strongly Correlated Electrons · Physics 2008-01-08 Nikolay Prokof'ev , Boris Svistunov

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…

Strongly Correlated Electrons · Physics 2016-07-07 Sergei Iskakov , Andrey E. Antipov , Emanuel Gull

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…

High Energy Physics - Lattice · Physics 2016-01-27 Andrei Alexandru , Gokce Basar , Paulo Bedaque

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

Materials Science · Physics 2020-03-04 Yueqing Chang , Lucas K. Wagner