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Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

Statistics Theory · Mathematics 2009-04-01 Christophe Andrieu , Gareth O. Roberts

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

We propose a novel technique for speeding up the self-learning Monte Carlo method applied to the single-site impurity model. For the case where the effective Hamiltonian is expressed by polynomial functions of differences of imaginary-time…

Strongly Correlated Electrons · Physics 2021-06-23 Ruixiao Cao , Synge Todo

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

Computing the ground-state properties of quantum many-body systems is a promising application of near-term quantum hardware with a potential impact in many fields. The conventional algorithm quantum phase estimation uses deep circuits and…

Quantum Physics · Physics 2023-02-14 Mingxia Huo , Ying Li

We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…

Computation · Statistics 2022-07-18 Fernando Casas , Jesús María Sanz-Serna , Luke Shaw

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

We introduce a novel approach for estimating the spectrum of quantum many-body Hamiltonians, and more generally, of Hermitian operators, using quantum time evolution. In our approach we are evolving a maximally mixed state under the…

Quantum Physics · Physics 2023-12-20 Kaelyn J. Ferris , Zihang Wang , Itay Hen , Amir Kalev , Nicholas T. Bronn , Vojtech Vlcek

We propose a novel quantum Monte Carlo method in configuration space, which stochastically samples the contribution from a large secondary space to the effective Hamiltonian in the energy dependent partitioning of L\"owdin. The method…

Chemical Physics · Physics 2015-06-15 Seiichiro Ten-no

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

Simulating physical systems has been an important application of classical and quantum computers. In this article we present an efficient classical algorithm for simulating time-dependent quantum mechanical Hamiltonians over constant…

Quantum Physics · Physics 2023-01-30 Reyhaneh Aghaei Saem , Ali Hamed Moosavian

We devise a classical algorithm which efficiently computes the quantum expectation values arising in a class of continuous variable quantum circuits wherein the final quantum observable | after the Heisenberg evolution associated with the…

Quantum Physics · Physics 2021-06-22 Agung Budiyono , Hermawan K. Dipojono

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast…

Cosmology and Nongalactic Astrophysics · Physics 2014-08-12 Santanu Das , Tarun Souradeep

We study the influence of Ohmic dissipation on the random transverse-field Ising chain by means of large-scale Monte-Carlo simulations. To this end, we first map the Hamiltonian onto a classical Ising model with long-range $1/\tau^2$…

Strongly Correlated Electrons · Physics 2013-07-30 Manal Al-Ali , Thomas Vojta

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

We present an approach to interface branching random walks with Markov chain Monte Carlo sampling, and to switch seamlessly between the two. The approach is discussed in the context of auxiliary-field quantum Monte Carlo (AFQMC) but is…

Strongly Correlated Electrons · Physics 2023-11-01 Zhi-Yu Xiao , Hao Shi , Shiwei Zhang

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

Materials Science · Physics 2009-11-07 F. Calvo , F. Spiegelman