Related papers: Higher Order Hamiltonian Monte Carlo Sampling for …
Symplectic N-body integrators are widely used to study problems in celestial mechanics. The most popular algorithms are of 2nd and 4th order, requiring 2 and 6 substeps per timestep, respectively. The number of substeps increases rapidly…
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorithms yield fewer rejections with a given computational effort.…
We study the Hamiltonian truncation for the two-dimensional $\lambda\phi^4$ theory within the framework of Hamiltonian truncation effective theory, where truncation artifacts are mitigated through a systematic inclusion of corrective terms…
This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…
Utilizing the sparsity of the electronic structure problem, fragmentation methods have been researched for decades with great success, pushing the limits of ab initio quantum chemistry ever further. Recently, this set of methods was…
We present a new linear scaling method for the energy minimization step of semiempirical and first-principles Hartree-Fock and Kohn-Sham calculations. It is based on the self-consistent calculation of the optimum localized orbitals of any…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
It is shown analytically that the energy-conserving implicit nonsymplectic scheme of Bacchini, Ripperda, Chen and Sironi provides a first-order accuracy to numerical solutions of a six-dimensional conservative Hamiltonian system. Because of…
In this work, the benefits of the phase fitting technique are embedded in high order discrete Lagrangian integrators. The proposed methodology creates integrators with zero phase lag in a test Lagrangian in a similar way used in phase…
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…
We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SGHMC). Our method extends standard HMC by allowing the use of…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
This work develops a symplectic framework for quantum computing to be applied to classical Hamiltonian systems, exploiting the intrinsic geometric compatibility between unitary quantum evolution and symplectic phase-space dynamics in a…
We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization…
We propose a class of weighted compact central (WCC) schemes for solving hyperbolic conservation laws. The linear version can be considered as a high-order extension of the central Lax-Friedrichs (LxF) scheme and the central conservation…
The Lyman-alpha forest provides strong constraints on both cosmological parameters and intergalactic medium astrophysics, which are forecast to improve further with the next generation of surveys including eBOSS and DESI. As is generic in…
We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…
We investigate the effect of using local and non-local second derivative information on the performance of Hamiltonian Monte Carlo (HMC) sampling methods, for high-dimension non-Gaussian distributions, with application to Bayesian inference…