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In this work, we propose a new splitting algorithm for solving structured monotone inclusion problems composed of a maximally monotone operator, a maximally monotone and Lipschitz continuous operator and a cocoercive operator. Our method…

Optimization and Control · Mathematics 2025-11-07 Liqian Qin , Yuchao Tang , Jigen Peng

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

The simulation of quantum many-body systems poses a significant challenge in physics due to the exponential scaling of Hilbert space with the number of particles. Traditional methods often struggle with large system sizes and frustrated…

Materials Science · Physics 2024-05-27 Avishek Singh , Nirmal Ganguli

We introduce a general tensor model suitable for data analytic tasks for {\em heterogeneous} datasets, wherein there are joint low-rank structures within groups of observations, but also discriminative structures across different groups. To…

Machine Learning · Statistics 2022-10-04 Davoud Ataee Tarzanagh , George Michailidis

In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…

Optimization and Control · Mathematics 2026-05-14 Minh N. Dao , Hung M. Phan , Matthew K. Tam , Thang D. Truong

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

The goal of this work is to lay the groundwork to construct and characterize a quantum device; which we refer to as a superfluid ring lattice; that could serve as a multi-qubit system in the future. Accordingly, a mathematical framework,…

Quantum Gases · Physics 2024-06-07 Orjan Ameye

In this paper, we propose an improved iterative method for solving the monotone inclusion problem in the form of $0 \in Ax + Dx + N_{C}(x)$ in real Hilbert space, where $A$ is a maximally monotone operator, $D$ and $B$ are monotone and…

Optimization and Control · Mathematics 2023-06-30 Buris Tongnoi

We propose a computationally efficient method to solve the dynamics of operators of bosonic quantum systems coupled to their environments. The method maps the operator under interest to a set of complex-valued functions, and its adjoint…

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

This paper proposes a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coherent inference. This surprisingly challenging problem…

Methodology · Statistics 2019-07-22 Hongsheng Dai , Murray Pollock , Gareth Roberts

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

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

We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…

Quantum Physics · Physics 2007-05-23 Daniel S. Abrams , Colin P. Williams

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al.…

Computation · Statistics 2014-12-01 Mathieu Gerber , Nicolas Chopin

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…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…

Quantum Physics · Physics 2023-04-28 Shuvro Chowdhury , Kerem Y. Camsari , Supriyo Datta