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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…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley

Markov Chain Monte Carlo (MCMC) is a powerful method for drawing samples from non-standard probability distributions and is utilized across many fields and disciplines. Methods such as Metropolis-Adjusted Langevin (MALA) and Hamiltonian…

Computation · Statistics 2024-10-28 Lee Devlin , Paul Horridge , Peter L. Green , Simon Maskell

We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…

Computation · Statistics 2016-08-26 Janne Mannseth , Tore Selland Kleppe , Hans J. Skaug

The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to perform the mechanics as a result of the lack of global…

Computation · Statistics 2019-04-22 Alessandro Barp , Anthony Kennedy , Mark Girolami

Accurate prediction of materials phase diagrams from first principles remains a central challenge in computational materials science. Machine-learning interatomic potentials can provide near-DFT accuracy at a fraction of the cost, but their…

Materials Science · Physics 2026-02-23 Nico Unglert , Michael Ketter , Georg K. H. Madsen

We revise the basic concepts beneath the idea of \textit{superparamagnetism} and the suitability of Monte Carlo (MC) simulations to study superparamagnetic (SPM) properties. Starting with the description of the characteristic features of…

Mesoscale and Nanoscale Physics · Physics 2015-03-19 David Serantes , Daniel Baldomir

We designed a procedure to train a machine learning interatomic potential (MLIP) at benchmark-quality quantum Monte Carlo (QMC) accuracy. To avoid the complexities of high-quality atomic force determination with the stochastic QMC methods,…

Materials Science · Physics 2026-05-22 Adam Hložný , Ján Brndiar , Ye Luo , Ivan Štich

Speculative decoding (SD) accelerates language model inference by drafting tokens from a cheap proposal model and verifying them against an expensive target model via rejection sampling. Because rejection truncates the draft block at the…

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

We examine the zero-temperature Metropolis Monte Carlo algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis…

Machine Learning · Computer Science 2022-08-11 Stephen Whitelam , Viktor Selin , Ian Benlolo , Corneel Casert , Isaac Tamblyn

We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…

Strongly Correlated Electrons · Physics 2017-06-14 Junwei Liu , Huitao Shen , Yang Qi , Zi Yang Meng , Liang Fu

Extracting consistent statistics between relevant free-energy minima of a molecular system is essential for physics, chemistry and biology. Molecular dynamics (MD) simulations can aid in this task but are computationally expensive,…

Chemical Physics · Physics 2024-04-17 Ana Molina-Taborda , Pilar Cossio , Olga Lopez-Acevedo , Marylou Gabrié

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…

Computational Physics · Physics 2026-02-26 Ehsan Roohi , Ahmad Shoja-Sani , Stefan Stefanov

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Reboredo, Hood and Kent, Phys. Rev. B {\bf 79}, 195117 (2009); Reboredo, {\it ibid.} {\bf 80}, 125110 (2009)] is extended to study the ground and excited states of magnetic and…

Strongly Correlated Electrons · Physics 2011-06-10 Fernando Agustín Reboredo

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

Computation · Statistics 2010-05-11 Paul Fearnhead , Benjamin M. Taylor

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Computation · Statistics 2025-04-28 Jimmy Huy Tran , Tore Selland Kleppe
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