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Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

Using quantum Monte Carlo (QMC) simulations we study the ground-state properties of the one-dimensional fermionic Hubbard model in traps with an underlying lattice. Since due to the confining potential the density is space dependent,…

Strongly Correlated Electrons · Physics 2007-05-23 Marcos Rigol , Alejandro Muramatsu

Monte Carlo simulation code has been developed and tested for studying the passage of charged particle beams and radiation through the crystalline matter at energies from tens of MeV up to hundreds of GeV. The developed Monte Carlo code…

Computational Physics · Physics 2007-05-23 Armen Apyan

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

We discuss the status of Monte Carlo simulations of (mainly finite dimensional) spin glass systems. After a short historical note and a brief theoretical introduction we start by discussing the (crucial) 3D case: the warm phase, the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Enzo Marinari , Giorgio Parisi , Juan Ruiz-Lorenzo

We present a simple and efficient method to optimize within energy minimization the determinantal component of the many-body wave functions commonly used in quantum Monte Carlo calculations. The approach obtains the optimal wave function as…

Other Condensed Matter · Physics 2009-11-11 Anthony Scemama , Claudia Filippi

A new parallelized simulation code is presented, which uses a Monte Carlo method to determine particle spectra in the KATRIN source. Reaction chains are generated from the decay of tritium within the source. The code includes all relevant…

Computational Physics · Physics 2025-03-14 Christian Sendlinger , Jonas Kellerer , Felix Spanier

We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…

Statistical Mechanics · Physics 2015-06-24 Riccardo Rota , Joaquim Casulleras , Ferran Mazzanti , Jordi Boronat

We study a generalized clock model on the simple cubic lattice. The parameter of the model can be tuned such that the amplitude of the leading correction to scaling vanishes. In the main part of the study we simulate the model with $Z_8$…

Statistical Mechanics · Physics 2020-01-09 Martin Hasenbusch

We study several aspects of the recently introduced fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC) method, in particular, its relation to the fixed-node method and its potential use as a general approach for electronic structure…

Computational Physics · Physics 2017-10-18 Cody A. Melton , Lubos Mitas

We use the Gutzwiller Monte Carlo approach to simulate the dissipative XYZ-model in the vicinity of a dissipative phase transition. This approach captures classical spatial correlations together with the full on-site quantum behavior, while…

Quantum Physics · Physics 2018-06-12 Wim Casteels , Ryan M. Wilson , Michiel Wouters

Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…

Computation · Statistics 2020-03-10 Akihiko Nishimura , David Dunson

Voltage-gated ion channels are key molecules for the generation and propagation of electrical signals in excitable cell membranes. The voltage-dependent switching of these channels between conducting and nonconducting states is a major…

Biological Physics · Physics 2009-09-10 Riza Erdem , Ekrem Aydiner

We analyze and compare the computational complexity of different simulation strategies for Monte Carlo in the setting of classically scaled population processes. This allows a range of widely used competing strategies to be judged…

Numerical Analysis · Mathematics 2018-06-05 David F. Anderson , Desmond J. Higham , Yu Sun

When a system undergoes a quantum phase transition, the ground-state wave-function shows a change of nature, which can be monitored using the fidelity concept. We introduce two Quantum Monte Carlo schemes that allow the computation of…

Strongly Correlated Electrons · Physics 2009-10-21 David Schwandt , Fabien Alet , Sylvain Capponi

Interacting spin systems are of fundamental relevance in different areas of physics, as well as in quantum information science, and biology. These spin models represent the simplest, yet not fully understood, manifestation of quantum…

Quantum Physics · Physics 2015-02-27 Johannes Schachenmayer , Alexander Pikovski , Ana Maria Rey