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We explore a self-learning Markov chain Monte Carlo method based on the Adversarial Non-linear Independent Components Estimation Monte Carlo, which utilizes generative models and artificial neural networks. We apply this method to the…

Disordered Systems and Neural Networks · Physics 2021-01-06 Matija Medvidovic , Juan Carrasquilla , Lauren E. Hayward , Bohdan Kulchytskyy

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

Short autocorrelation times are essential for a reliable error assessment in Monte Carlo simulations of lattice systems. In many interesting scenarios, the decay of autocorrelations in the Markov chain is prohibitively slow. Generative…

High Energy Physics - Lattice · Physics 2021-12-24 Jan M. Pawlowski , Julian M. Urban

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Disordered Systems and Neural Networks · Physics 2020-01-22 Or Sharir , Yoav Levine , Noam Wies , Giuseppe Carleo , Amnon Shashua

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…

Machine Learning · Computer Science 2016-06-13 Taesup Kim , Yoshua Bengio

Recently developed neural network-based \emph{ab-initio} solutions (Pfau et. al arxiv:1909.02487v2) for finding ground states of fermionic systems can generate state-of-the-art results on a broad class of systems. In this work, we improve…

Chemical Physics · Physics 2021-03-26 Max Wilson , Nicholas Gao , Filip Wudarski , Eleanor Rieffel , Norm M. Tubman

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates under variance reduction. So far, quasi-random sampling for…

Machine Learning · Statistics 2020-04-06 Marius Hofert , Avinash Prasad , Mu Zhu

We present a geometrically enhanced Markov chain Monte Carlo sampler for networks based on a discrete curvature measure defined on graphs. Specifically, we incorporate the concept of graph Forman curvature into sampling procedures on both…

Machine Learning · Statistics 2021-10-12 John Sigbeku , Emil Saucan , Anthea Monod

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by…

Methodology · Statistics 2018-07-11 Benjamin Bloem-Reddy , Peter Orbanz

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo

Sampling the three-dimensional (3D) spin glass -- i.e., generating equilibrium configurations of a 3D lattice with quenched random couplings -- is widely regarded as one of the central and long-standing open problems in statistical physics.…

Statistical Mechanics · Physics 2025-09-30 Tao Chen , Jing Liu , Youjin Deng , Pan Zhang

Generative neural samplers offer a complementary approach to Monte Carlo methods for problems in statistical physics and quantum field theory. This work tests the ability of generative neural samplers to estimate observables for real-world…

Statistical Mechanics · Physics 2021-06-16 Johanna Vielhaben , Nils Strodthoff

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

Graphics · Computer Science 2016-10-17 Daniel Ritchie , Anna Thomas , Pat Hanrahan , Noah D. Goodman

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák
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