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Related papers: On the Infinite Variance Problem in Fermion Models

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We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use…

Machine Learning · Statistics 2016-03-04 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

We address the calculation of dynamical correlation functions for many fermion systems at zero temperature, using the auxiliary-field quantum Monte Carlo method. The two-dimensional Hubbard hamiltonian is used as a model system. Although…

Strongly Correlated Electrons · Physics 2016-08-24 Ettore Vitali , Hao Shi , Mingpu Qin , Shiwei Zhang

We report large scale determinant Quantum Monte Carlo calculations of the effective bandwidth, momentum distribution, and magnetic correlations of the square lattice fermion Hubbard Hamiltonian at half-filling. The sharp Fermi surface of…

Strongly Correlated Electrons · Physics 2010-04-07 C. N. Varney , C. -R. Lee , Z. J. Bai , S. Chiesa , M. Jarrell , R. T. Scalettar

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too inaccurate while existing Monte Carlo methods can be too slow.…

Computation · Statistics 2025-02-04 Willem van den Boom , Andrea Cremaschi , Alexandre H. Thiery

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…

Strongly Correlated Electrons · Physics 2009-10-31 J. L. Alonso , L. A. Fernandez , F. Guinea , V. Laliena , V. Martin-Mayor

Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a stochastic process describing the quantity of interest.…

Numerical Analysis · Mathematics 2024-02-19 Cedric Aaron Beschle , Andrea Barth

For some models of interacting fermions the known solution to the notorious sign-problem in Monte Carlo (MC) simulations is to work with macroscopic fermionic determinants; the price, however, is a macroscopic scaling of the numerical…

Strongly Correlated Electrons · Physics 2009-11-10 Evgueni Bourovski , Nikolay Prokof'ev , Boris Svistunov

We present two Monte Carlo sampling algorithms for probabilistic inference that guarantee polynomial-time convergence for a larger class of network than current sampling algorithms provide. These new methods are variants of the known…

Artificial Intelligence · Computer Science 2013-02-18 Malcolm Pradhan , Paul Dagum

Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…

Strongly Correlated Electrons · Physics 2009-11-10 A. N. Rubtsov , A. I. Lichtenstein

The sampling importance resampling method is widely utilized in various fields, such as numerical integration and statistical simulation. In this paper, two modified methods are presented by incorporating two variance reduction techniques…

Computation · Statistics 2024-08-28 Yao Xiao , Kang Fu , Kun Li

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

Strongly Correlated Electrons · Physics 2013-10-24 F. R. Petruzielo , A. A. Holmes , Hitesh J. Changlani , M. P. Nightingale , C. J. Umrigar

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

In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated…

Statistical Mechanics · Physics 2016-11-09 Victor Herdeiro , Benjamin Doyon

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

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

We present a method for computing the full probability distribution function of quadratic observables for the Fermi-Hubbard model within the framework of determinantal quantum Monte Carlo. Especially, in cold atoms experiments with single…

Strongly Correlated Electrons · Physics 2017-12-12 Stephan Humeniuk , Hans Peter Büchler