Related papers: Network-Initialized Monte Carlo Based on Generativ…

We propose a general way to construct an effective Hamiltonian in the Self-learning Monte Carlo method (SLMC), which speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov…

Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…

We consider a model of an artificial neural network that uses quantum-mechanical particles in a two-humped potential as a neuron. To simulate such a quantum-mechanical system the Monte-Carlo integration method is used. A form of the…

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Using a dual representation of lattice fermion models that is based on spin-charge transformation and fermionisation of the original description, I derive an algorithm for diagrammatic Monte Carlo simulation of strongly correlated systems.…

We present here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…

A long tradition in theoretical neuroscience casts sensory processing in the brain as the process of inferring the maximally consistent interpretations of imperfect sensory input. Recently it has been shown that Gamma-band inhibition can…

Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…

We present a quantum Monte Carlo method which allows calculations on many-fermion systems at finite temperatures without any sign decay. This enables simulations of the grand-canonical ensemble at large system sizes and low temperatures.…

Quantum Monte-Carlo simulations of hybrid quantum-classical models such as the double exchange Hamiltonian require calculating the density of states of the quantum degrees of freedom at every step. Unfortunately, the computational…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

We sample from a given target distribution by constructing a neural network which maps samples from a simple reference, e.g. the standard normal distribution, to samples from the target. To that end, we propose using a neural network…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Although multivariate count data are routinely collected in many application areas, there is surprisingly little work developing flexible models for characterizing their dependence structure. This is particularly true when interest focuses…

Recent developments in parallel Markov chain Monte Carlo (MCMC) algorithms allow us to run thousands of chains almost as quickly as a single chain, using hardware accelerators such as GPUs. While each chain still needs to forget its initial…

High-order virtual excitations play an important role in microscopic models of nuclear reactions at intermediate energies. However, the factorial growth of their complexity has prevented their consistent inclusion in ab initio many-body…

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…

Gibbs sampling is one of the most popular Markov chain Monte Carlo algorithms because of its simplicity, scalability, and wide applicability within many fields of statistics, science, and engineering. In the labeled random finite sets…