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Performance of Wang-Landau (W-L) algorithm in two continuous spin models is tested by determining the fluctuations in energy histogram. Finite size scaling is performed on a modified XY-model using different W-L sampling schemes.…

Statistical Mechanics · Physics 2010-04-20 Suman Sinha , Soumen Kumar Roy

For some models of interacting fermions the known solution to the notorious sign-problem in Monte Carlo (MC) simulations is to work with macroscopic fermionic determinants; the price, however, is a macroscopic scaling of the numerical…

Strongly Correlated Electrons · Physics 2009-11-10 Evgueni Bourovski , Nikolay Prokof'ev , Boris Svistunov

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

The choice of transition kernel critically influences the performance of the Markov chain Monte Carlo method. Despite the importance of kernel choice, guiding principles for optimal kernels have not been established. Here, we propose a…

Statistical Mechanics · Physics 2023-11-28 Hidemaro Suwa

We consider an autocorrelation function of a quantum mechanical system through the lens of the so-called recursive method, by iteratively evaluating Lanczos coefficients, or solving a system of coupled differential equations in the Mori…

Statistical Mechanics · Physics 2024-08-28 Christian Bartsch , Anatoly Dymarsky , Mats H. Lamann , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to perform the mechanics as a result of the lack of global…

Computation · Statistics 2019-04-22 Alessandro Barp , Anthony Kennedy , Mark Girolami

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

The effectiveness of the recently developed Fixed-Node Quantum Monte Carlo method for lattice fermions, developed by van Leeuwen and co-workers, is tested by applying it to the 1D Kondo lattice, an example of a one-dimensional model with a…

Condensed Matter · Physics 2007-05-23 H. J. M. van Bemmel , W. van Saarloos , D. F. B. ten Haaf

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

Condensed Matter · Physics 2009-10-30 Chien-Jung Huang , C. J. Umrigar , M. P. Nightingale

Inspired by the multicanonical approach to simulations of first-order phase transitions we propose for $q$-state Potts models a combination of cluster updates with reweighting of the bond configurations in the…

High Energy Physics - Lattice · Physics 2009-10-22 Wolfhard Janke , Stefan Kappler

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…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

We present a modular analysis program written in Python devoted to the estimation of autocorrelation times for Monte Carlo simulations by means of the $\Gamma$-method algorithm. We give a brief review of this method and describe the main…

High Energy Physics - Lattice · Physics 2018-09-14 Barbara De Palma , Marco Erba , Luca Mantovani , Nicola Mosco

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Hamiltonian Monte Carlo is a popular sampling technique for smooth target densities. The scale lengths of the target have long been known to influence integration error and sampling efficiency. However, quantitative measures intrinsic to…

Computation · Statistics 2020-02-06 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob Von Behren

Hybrid classical-quantum algorithms aim at variationally solving optimisation problems, using a feedback loop between a classical computer and a quantum co-processor, while benefitting from quantum resources. Here we present experiments…

We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the…

Statistical Mechanics · Physics 2009-11-11 Sylvain Reynal , Hung-The Diep

The goal of this paper is to provide a cohesive description and a critical comparison of the main estimators proposed in the literature for spatial binary choice models. The properties of such estimators are investigated using a theoretical…

Methodology · Statistics 2019-06-03 Raffaella Calabrese , Johan A. Elkink

Efficient sampling from ensembles of Hamiltonian cycles is critical for predicting the thermodynamic properties of compact polymers, with applications including modeling protein and RNA folding and designing soft materials. Although…

Quantum Physics · Physics 2026-03-16 Davide Rattacaso , Daniel Jaschke , Antonio Trovato , Ilaria Siloi , Simone Montangero
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