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We present a set of related Hybrid Monte Carlo methods to simulate an arbitrary number of dynamical overlap fermions. Each fermion is represented by a chiral pseudo-fermion field. The new algorithm reduces critical slowing down in the…

High Energy Physics - Lattice · Physics 2009-11-11 Thomas DeGrand , Stefan Schaefer

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

The purpose of this paper is to introduce a new Markov chain Monte Carlo method and exhibit its efficiency by simulation and high-dimensional asymptotic theory. Key fact is that our algorithm has a reversible proposal transition kernel,…

Methodology · Statistics 2014-12-22 Kengo Kamatani

1. Temporal trends in species distributions are necessary for monitoring changes in biodiversity, which aids policymakers and conservationists in making informed decisions. Dynamic species distribution models are often fitted to ecological…

Applications · Statistics 2024-01-15 Kwaku Peprah Adjei , Rob Cooke , Nick Isaac , Robert B. O'Hara

We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…

Strongly Correlated Electrons · Physics 2018-02-14 Alice Moutenet , Wei Wu , Michel Ferrero

We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…

A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…

High Energy Physics - Lattice · Physics 2016-01-27 Andrei Alexandru , Gokce Basar , Paulo Bedaque

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

Computation · Statistics 2019-11-19 Arya A. Pourzanjani , Linda R. Petzold

We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for…

Statistical Mechanics · Physics 2009-10-30 R. Salazar , R. Toral

We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2011-11-10 David Mesterházy , Karl Jansen

High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…

Computation · Statistics 2024-02-22 Jun Yang , Krzysztof Łatuszyński , Gareth O. Roberts

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

Diffusion Monte Carlo (DMC) simulations for fermions are becoming the standard to provide high quality reference data in systems that are too large to be investigated via quantum chemical approaches. DMC with the fixed-node approximation…

Chemical Physics · Physics 2016-07-06 Andrea Zen , Sandro Sorella , Michael J. Gillan , Angelos Michaelides , Dario Alfè

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

The Monte Carlo calculation of R\'enyi entanglement entropies $S^{}_n$ of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few…

Strongly Correlated Electrons · Physics 2015-10-28 Joaquín E. Drut , William J. Porter

Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…

Econometrics · Economics 2019-11-22 Jean-Jacques Forneron