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We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…

Methodology · Statistics 2010-08-16 Heng Lian

We give a detailed description of the so-called Polynomial Hybrid Monte Carlo (PHMC) algorithm. The effects of the correction factor, which is introduced to render the algorithm exact, are discussed, stressing their relevance for the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2008-04-14 Jaan Kalda

In this talk I discuss a new possibility for stochastic representation of the fe rmion determinant. The method can be used for global Monte Carlo fermion algorit hms and is tested in the case of the Schwinger model.

High Energy Physics - Lattice · Physics 2009-11-10 Artan Borici

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

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Strongly Correlated Electrons · Physics 2009-10-31 Christopher L. Martin

We formulate a path-integral Monte Carlo algorithm for simulating lattice systems consisting of fictitious particles governed by a generalized exchange statistics. This method, initially proposed for continuum systems, introduces a…

Strongly Correlated Electrons · Physics 2025-08-19 Zhijie Fan , Tianning Xiao , Youjin Deng

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

Recently, Huggins et. al. [Nature, 603, 416-420 (2022)] devised a general projective Quantum Monte Carlo method suitable for implementation on quantum computers. This hybrid approach, however, relies on a subroutine -the computation of the…

Quantum Physics · Physics 2022-05-20 Guglielmo Mazzola , Giuseppe Carleo

We apply the diagrammatic Monte Carlo approach to three-dimensional Fermi-polaron systems with mass-imbalance, where an impurity interacts resonantly with a noninteracting Fermi sea whose atoms have a different mass. This method allows to…

Quantum Gases · Physics 2015-04-23 Peter Kroiss , Lode Pollet

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

The two-dimensional Hubbard model with a bimodal distribution of on-site interactions, P(U_i) = (1-f)\delta(U_i-U) + f\delta(U_i), is studied using a finite temperature quantum Monte Carlo technique and dynamical mean-field theory. We find…

Strongly Correlated Electrons · Physics 2009-10-30 M. Ulmke , P. Denteneer , R. Scalettar , G. Zimanyi

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error,…

Statistical Mechanics · Physics 2015-06-25 M. E. J. Newman , R. G. Palmer

Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…

Computation · Statistics 2024-12-20 Josef Dick , Daniel Rudolf , Houying Zhu

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

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

We propose efficient measurement procedures for the self-energy and vertex function of the Anderson impurity model within the hybridization expansion continuous-time quantum Monte Carlo algorithm. The method is based on the measurement of…

Strongly Correlated Electrons · Physics 2012-06-01 Hartmut Hafermann , Kelly R. Patton , Philipp Werner

We discuss the use of a recent class of sequential Monte Carlo methods for solving inverse problems characterized by a semi-linear structure, i.e. where the data depend linearly on a subset of variables and nonlinearly on the remaining…

Applications · Statistics 2014-11-06 Sara Sommariva , Alberto Sorrentino