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Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

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

Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…

Computational Physics · Physics 2017-01-06 Li Huang , Lei Wang

The `dynamic' Hubbard Hamiltonian describes interacting fermions on a lattice whose on-site repulsion is modulated by a coupling to a fluctuating bosonic field. We investigate one such model, introduced by Hirsch, using the determinant…

Superconductivity · Physics 2009-11-13 K. Bouadim , M. Enjalran , F. Hebert , G. G. Batrouni , R. T. Scalettar

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

In this work we present a novel quantum Monte-Carlo method for fermions, based on an exact decomposition of the Boltzmann operator $exp(-\beta H)$. It can be seen as a synthesis of several related methods. It has the advantage that it is…

Strongly Correlated Electrons · Physics 2009-10-31 S. Rombouts , K. Heyde , N. Jachowicz

We propose a method for Monte Carlo simulation of statistical physical models with discretized energy. The method is based on several ideas including the cluster algorithm, the multicanonical Monte Carlo method and its acceleration proposed…

Statistical Mechanics · Physics 2009-11-07 Chiaki Yamaguchi , Naoki Kawashima

Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC…

Strongly Correlated Electrons · Physics 2009-02-06 Congjun Wu , Shou-Cheng Zhang

Simulations of strongly interacting lattice field theories are typically performed using Markov chain Monte Carlo algorithms. Therefore estimators of statistical errors must incorporate the effect of autocorrelations by integrating the…

High Energy Physics - Lattice · Physics 2026-05-11 Mattia Bruno , Gabriele Morandi

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian.…

Statistical Mechanics · Physics 2010-09-30 Hiroshi Koibuchi

Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…

Statistics Theory · Mathematics 2026-05-11 Bin Yang , Xiaojie Wang

Based on the scheme of variational Monte Carlo sampling, we develop an accurate and efficient two-dimensional tensor-network algorithm to simulate quantum lattice models. We find that Monte Carlo sampling shows huge advantages in dealing…

Strongly Correlated Electrons · Physics 2021-06-28 Wen-Yuan Liu , Yi-Zhen Huang , Shou-Shu Gong , Zheng-Cheng Gu

Wang and Landau proposed recently, a simple and flexible non-Boltzmann Monte Carlo method for estimating the density of states, from which the macroscopic properties of a closed system can be calculated. They demonstrated their algorithm by…

Statistical Mechanics · Physics 2009-11-11 D. Jayasri , V. S. S. Sastry , K. P. N. Murthy

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

We propose a quantum Monte Carlo algorithm capable of simulating the Bose-Hubbard model on arbitrary graphs, obviating the need for devising lattice-specific updates for different input graphs. We show that with our method, which is based…

Statistical Mechanics · Physics 2024-04-29 Itay Hen , Emre Akaturk

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…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

We develop an approach to apply Wang-Landau algorithm to multicomponent alloys in semi-grand-canonical ensemble. Although the Wang-Landau algorithm has great advantages over conventional sampling methods, there are few applications to…

Materials Science · Physics 2017-10-18 Kazuhito Takeuchi , Ryohei Tanaka , Koretaka Yuge

A randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) which involves a very minor modification to the usual Verlet time integrator, and hence, is easy to implement. For target distributions of the form…

Probability · Mathematics 2025-03-03 Nawaf Bou-Rabee , Milo Marsden