Related papers: On the Infinite Variance Problem in Fermion Models
We develop a direct diagrammatic Monte Carlo framework for the Renyi entanglement entropy of interacting lattice fermions. The method starts from the fermionic graded-swap representation of Z_n[A]=Tr_A\rho_A^n, which converts the entropy…
The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…
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…
Using first-principle Hybrid-Monte-Carlo (HMC) simulations, we carry out an unbiased study of the competition between spin-density wave (SDW) and charge-density wave (CDW) order in the extended Hubbard model on the two dimensional hexagonal…
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…
We present a population control method with sampling and regulation steps for Monte Carlo particles involved in the numerical simulation of a transport equation. We recall in the first section the difficulties related to the variance…
Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to…
This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…
We extend to quenched disordered systems the variational scheme for real space renormalization group calculations that we recently introduced for homogeneous spin Hamiltonians. When disorder is present our approach gives access to the flow…
Bayes factors are widely computed by Monte Carlo, yet heavy-tailed sampling distributions can make numerical validation unreliable. The Turing--Good identities provide exact moment equalities for powers of a Bayes factor (a density ratio).…
Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…
Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…
We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of independent random variables. We provide…
We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…
The dual-fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). Most practical implementations,…
We investigate the attractive Fermi polaron problem in two dimensions using non-perturbative Monte Carlo simulations. We introduce a new Monte Carlo algorithm called the impurity lattice Monte Carlo method. This algorithm samples the path…
A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…