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In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…
We introduce a general semiparametric clusterwise elliptical distribution to assess how latent cluster structure shapes continuous outcomes. Using a subjectwise representation, we first estimate cluster-specific mean vectors and a…
Biological circuits such as neural or gene regulation networks use internal states to map sensory input to an adaptive repertoire of behavior. Characterizing this mapping is a major challenge for systems biology, and though experiments that…
In recent years, constant applied potential molecular dynamics has allowed to study the structure and dynamics of the electrochemical double-layer of a large variety of nanoscale capacitors. Nevertheless it remained impossible to simulate…
Self-learning hybrid Monte Carlo (SLHMC) is a first-principles simulation that allows for exact ensemble generation on potential energy surfaces based on density functional theory. The statistical sampling can be accelerated with the…
Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…
The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…
We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequential Monte Carlo (cSMC) algorithm introduced in…
The optimisation of the sensitive region of CMOS sensors with complex non-uniform electric fields requires precise simulations, and this can be achieved by a combination of electrostatic field simulations and Monte Carlo methods. This paper…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
Particle-in-Cell (PIC) Monte Carlo (MC) simulations are central to plasma physics but face increasing challenges on heterogeneous HPC systems due to excessive data movement, synchronization overheads, and inefficient utilization of multiple…
The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…
Adiabatic quantum computers, such as the quantum annealers commercialized by D-Wave Systems Inc., are routinely used to tackle combinatorial optimization problems. In this article, we show how to exploit them to accelerate equilibrium…
The inchworm expansion is a promising approach to solving strongly correlated quantum impurity models due to its reduction of the sign problem in real and imaginary time. However, inchworm Monte Carlo is computationally expensive,…
We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
In this paper, we consider a Monte Carlo simulation method (MinMC) that approximates prices and risk measures for a range $\Gamma$ of model parameters at once. The simulation method that we study has recently gained popularity [HS20, FPP22,…