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The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

We derive a Markov Chain Monte Carlo sampler based on following ray paths in a medium where the refractive index $n(x)$ is a function of the desired likelihood $\mathcal{L}(x)$. The sampling method propagates rays at constant speed through…

Instrumentation and Methods for Astrophysics · Physics 2025-10-31 Peter Behroozi

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Machine Learning · Computer Science 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

The recurrent neural network with the long short-term memory cell (LSTM-NN) is employed to simulate the long-time dynamics of open quantum system. The bootstrap method is applied in the LSTM-NN construction and prediction, which provides a…

Chemical Physics · Physics 2021-11-05 Kunni Lin , Jiawei Peng , Feng Long Gu , Zhenggang Lan

Sequential Monte Carlo (SMC) methods have recently shown successful results for conditional sampling of generative diffusion models. In this paper we propose a new diffusion posterior SMC sampler achieving improved statistical efficiencies,…

Machine Learning · Statistics 2025-08-25 Zheng Zhao

The two-dimensional Hubbard model is studied using the variational quantum Monte Carlo technique with Gutzwiller-type variational wave functions. In addition to the simple one-site correlated Gutzwiller wave function, we use a form with…

Strongly Correlated Electrons · Physics 2007-05-23 A. Harju

Neural quantum states (NQS) are a novel class of variational many-body wave functions that are very flexible in approximating diverse quantum states. Optimization of an NQS ansatz requires sampling from the corresponding probability…

Strongly Correlated Electrons · Physics 2021-09-15 Andrey A. Bagrov , Askar A. Iliasov , Tom Westerhout

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Quantum state tomography, a process that reconstructs a quantum state from measurements on an ensemble of identically prepared copies, plays a crucial role in benchmarking quantum devices. However, brute-force approaches to quantum state…

A wide range of models have been proposed for Graph Generative Models, necessitating effective methods to evaluate their quality. So far, most techniques use either traditional metrics based on subgraph counting, or the representations of…

Machine Learning · Statistics 2022-06-14 Hamed Shirzad , Kaveh Hassani , Danica J. Sutherland

We use the Gutzwiller Monte Carlo approach to simulate the dissipative XYZ-model in the vicinity of a dissipative phase transition. This approach captures classical spatial correlations together with the full on-site quantum behavior, while…

Quantum Physics · Physics 2018-06-12 Wim Casteels , Ryan M. Wilson , Michiel Wouters

A continuous-time projection quantum Monte Carlo algorithm is employed to simulate the ground state of a short-range quantum spin-glass model, namely, the two-dimensional Edwards-Anderson Hamiltonian with transverse field, featuring…

Disordered Systems and Neural Networks · Physics 2024-12-24 L. Brodoloni , S. Pilati

Quantum mechanics is inherently probabilistic in light of Born's rule. Using quantum circuits as probabilistic generative models for classical data exploits their superior expressibility and efficient direct sampling ability. However,…

Quantum Physics · Physics 2019-05-15 Jinfeng Zeng , Yufeng Wu , Jin-Guo Liu , Lei Wang , Jiangping Hu

Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle…

Machine Learning · Statistics 2015-02-11 Jan-Willem van de Meent , Hongseok Yang , Vikash Mansinghka , Frank Wood

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

To overcome the computational bottleneck of various data perturbation procedures such as the bootstrap and cross validations, we propose the Generative Multiple-purpose Sampler (GMS), which constructs a generator function to produce…

Methodology · Statistics 2023-10-18 Minsuk Shin , Shijie Wang , Jun S Liu

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples…

Numerical Analysis · Mathematics 2025-12-12 Yian Chen , Yuehaw Khoo , Ziang Yu

Sampling from unnormalized densities presents a fundamental challenge with wide-ranging applications, from posterior inference to molecular dynamics simulations. Continuous flow-based neural samplers offer a promising approach, learning a…

Machine Learning · Computer Science 2025-07-22 Wuhao Chen , Zijing Ou , Yingzhen Li
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