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We propose improved versions of the standard diffusion Monte Carlo (DMC) and the lattice regularized diffusion Monte Carlo (LRDMC) algorithms. For the DMC method, we refine a scheme recently devised to treat non-local pseudopotential in a…

Other Condensed Matter · Physics 2015-05-18 Michele Casula , Saverio Moroni , Sandro Sorella , Claudia Filippi

Propagating intrinsic localised modes (discrete breathers) exist in the dissipative driven sine-Gordon chain as attractors of the dynamics. Thermal fluctuations induce random transitions between attracting configurations corresponding to…

Pattern Formation and Solitons · Physics 2007-05-23 Matthias Meister , Luis Vázquez

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

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 show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…

Disordered Systems and Neural Networks · Physics 2009-11-07 Alberto Rosso , Werner Krauth

Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…

Soft Condensed Matter · Physics 2013-11-27 Dezső Boda , Éva Csányi , Dirk Gillespie , Tamás Kristóf

Markov chain Monte Carlo methods such as Gibbs sampling and simple forms of the Metropolis algorithm typically move about the distribution being sampled via a random walk. For the complex, high-dimensional distributions commonly encountered…

bayes-an · Physics 2008-02-03 R. M. Neal

We present two Diffusion Monte Carlo (DMC) algorithms for systems of ultracold quantum gases featuring synthetic spin-orbit interactions. The first one is a discrete spin generalization of the T- moves spin-orbit DMC, which provides an…

Quantum Gases · Physics 2018-12-05 J. Sanchez-Baena , J. Boronat , F. Mazzanti

Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, "replica" ensemble of walkers, whose population evolves in…

Computational Physics · Physics 2015-09-02 Robert E. Thomas , Daniel Opalka , Catherine Overy , Peter J. Knowles , Ali Alavi , George H. Booth

We apply diffusion quantum Monte Carlo (DMC) to a broad set of solids, benchmarking the method by comparing bulk structural properties (equilibrium volume and bulk modulus) to experiment and DFT based theories. The test set includes…

Materials Science · Physics 2015-06-17 Luke Shulenburger , Thomas R. Mattsson

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in practice and its popular second-order "leapfrog"…

Data Structures and Algorithms · Computer Science 2018-08-13 Oren Mangoubi , Nisheeth K. Vishnoi

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

In this work we investigate the ground state and the dissipative quantum dynamics of interacting charged particles in an external potential at finite temperature. The recently devised time-dependent quantum Monte Carlo (TDQMC) method allows…

Quantum Physics · Physics 2025-01-29 Ivan P. Christov

The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…

Data Structures and Algorithms · Computer Science 2021-08-30 Nisheeth K. Vishnoi

The bold diagrammatic Monte Carlo (BDMC) method performs an unbiased sampling of Feynman's diagrammatic series using skeleton diagrams. For lattice models the efficiency of BDMC can be dramatically improved by incorporating dynamic…

Statistical Mechanics · Physics 2015-05-20 L. Pollet , N. V. Prokof'ev , B. V. Svistunov

We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…

Methodology · Statistics 2021-06-18 Qingcan Wang , Weinan E

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

We propose a new Markov Chain Monte Carlo (MCMC) method for constrained target distributions. Our method first maps the $D$-dimensional constrained domain of parameters to the unit ball ${\bf B}_0^D(1)$. Then, it augments the resulting…

Computation · Statistics 2015-06-22 Shiwei Lan , Bo Zhou , Babak Shahbaba