Related papers: Deep Learning Hamiltonian Monte Carlo
We propose a generic construction of Lie group agnostic and gauge covariant neural networks, and introduce constraints to make the neural networks continuous differentiable and invertible. We combine such neural networks and build gauge…
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…
Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…
With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
We study a Hamiltonian lattice version of the two-dimensional Wess-Zumino model. Preliminary results obtained by Quantum Monte Carlo with a many-parameter guiding wave function are presented. We analyze the pattern of supersymmetry breaking…
We propose a new Monte Carlo algorithm for the numerical study of general lattice models in Hamiltonian form. The algorithm is based on an initial Ansatz for the ground state wave function depending on a set of free parameters which are…
We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…
The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…
Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…
Monte Carlo methods have led to profound insights into the strong-coupling behaviour of lattice gauge theories and produced remarkable results such as first-principles computations of hadron masses. Despite tremendous progress over the last…
Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…
Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…
Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…
In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…