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We focus on generative autoencoders, such as variational or adversarial autoencoders, which jointly learn a generative model alongside an inference model. Generative autoencoders are those which are trained to softly enforce a prior on the…

Machine Learning · Computer Science 2017-01-13 Antonia Creswell , Kai Arulkumaran , Anil Anthony Bharath

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

Computation · Statistics 2012-04-17 Iain Murray , Lloyd T. Elliott

New machine learning based algorithms have been developed and tested for Monte Carlo integration based on generative Boosted Decision Trees and Deep Neural Networks. Both of these algorithms exhibit substantial improvements compared to…

High Energy Physics - Phenomenology · Physics 2017-07-04 Joshua Bendavid

Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…

Quantum Physics · Physics 2026-02-26 Yuichiro Nakano , Ken N. Okada , Keisuke Fujii

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…

Strongly Correlated Electrons · Physics 2017-06-14 Junwei Liu , Huitao Shen , Yang Qi , Zi Yang Meng , Liang Fu

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…

Machine Learning · Statistics 2018-03-09 Brooks Paige , Frank Wood

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob

Let $\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for simulating from a probability measure…

Statistics Theory · Mathematics 2011-07-18 Christophe Andrieu , Ajay Jasra , Arnaud Doucet , Pierre Del Moral

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

We introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov Chain Monte Carlo sampling procedure to iteratively train network layers, avoiding…

Machine Learning · Computer Science 2025-03-07 Owen Davis , Gianluca Geraci , Mohammad Motamed

In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…

Numerical Analysis · Mathematics 2025-09-16 Sudeb Majee , Anuj Abhishek , Thilo Strauss , Taufiquar Khan

Self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this…

Strongly Correlated Electrons · Physics 2018-06-06 Huitao Shen , Junwei Liu , Liang Fu

We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…

Machine Learning · Statistics 2018-03-06 Daniel Levy , Matthew D. Hoffman , Jascha Sohl-Dickstein

We discuss differences and similarities between variational Monte Carlo approaches that use conventional and artificial neural network parameterizations of the ground-state wave function for systems of fermions. We focus on a relatively…

Mesoscale and Nanoscale Physics · Physics 2025-01-13 Even M. Nordhagen , Jane M. Kim , Bryce Fore , Alessandro Lovato , Morten Hjorth-Jensen

Strongly-coupled fermionic systems can support a variety of low-energy phenomena, giving rise to collective condensation, symmetry breaking and a rich phase structure. We explore the potential of worldline Monte Carlo methods for analyzing…

High Energy Physics - Theory · Physics 2010-11-11 Gerald Dunne , Holger Gies , Klaus Klingmuller , Kurt Langfeld

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution…

High Energy Physics - Lattice · Physics 2019-09-10 M. S. Albergo , G. Kanwar , P. E. Shanahan

We tutorially review the determinantal Quantum Monte Carlo method for fermionic systems, using the Hubbard model as a case study. Starting with the basic ingredients of Monte Carlo simulations for classical systems, we introduce aspects…

Strongly Correlated Electrons · Physics 2007-05-23 Raimundo R. dos Santos

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiago P. Peixoto