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We propose an improved Path Integral Monte Carlo (PIMC) algorithm called Harmonic PIMC (H-PIMC) and its generalization, Mixed PIMC (M-PIMC). PIMC is a powerful tool for studying quantum condensed phases. However, it often suffers from a low…

Computational Physics · Physics 2026-05-22 Sourav Karmakar , Sutirtha Paul , Adrian Del Maestro , Barak Hirshberg

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

In this work, we present a quantum Markov chain algorithm for many-body systems that utilizes a special phase of matter known as the Many-Body Localized (MBL) phase. We show how the properties of the MBL phase enable one to address the…

Quantum Physics · Physics 2026-05-05 Mauro D'Arcangelo , Younes Javanmard , Natalie Pearson

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…

High Energy Physics - Lattice · Physics 2013-11-19 K. Jansen , H. Leovey , A. Ammon , A. Griewank , M. Müller-Preussker

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Use each of n exact samples as the initial state for a MCMC sampler run for m steps. We give confidence intervals for accuracy of estimators which are always valid and which, in certain settings, are almost as good as the intervals one…

Probability · Mathematics 2007-05-23 David J. Aldous , Antar Bandyopadhyay

Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions…

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Computation · Statistics 2026-05-05 Joonha Park

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

With the path integral approach, the thermal average in a multi-electronic-state quantum systems can be approximated by the ring polymer representation on an extended configuration space, where the additional degrees of freedom are…

Numerical Analysis · Mathematics 2020-11-24 Xiaoyu Lei , Zhennan Zhou

Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…

Statistics Theory · Mathematics 2014-02-17 Kengo Kamatani

We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…

Other Condensed Matter · Physics 2016-08-31 D. Alfe` , M. J. Gillan

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

Path integral Monte Carlo with Green's function analysis allows the sampling of quantum mechanical properties of molecules at finite temperature. While a high-precision computation of the energy of the Born-Oppenheimer surface from path…

Quantum Physics · Physics 2007-05-23 Daejin Shin , Ming-Chak Ho , J. Shumway

The numerically exact path integral Monte Carlo approach for the real-time evolution of dissipative quantum systems (PIMC), particularly suited for systems with discrete configuration space (tight-binding systems), is extended to treat…

Statistical Mechanics · Physics 2009-11-11 Lothar Muehlbacher , Charlotte Escher , Joachim Ankerhold

When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…

Computation · Statistics 2026-01-14 Tiangang Cui , Jing Dong , Ajay Jasra , Xin T. Tong