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Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

The numerically exact path integral Monte Carlo approach for the real-time evolution of dissipative quantum systems (PIMC), particularly suited for systems with discrete configuration space (tight-binding systems), is extended to treat…

Statistical Mechanics · Physics 2009-11-11 Lothar Muehlbacher , Charlotte Escher , Joachim Ankerhold

Here we study the dynamics of many-body quantum systems using time dependent quantum Monte Carlo method where the evolution is described by ensembles of particles and guide waves. The exponential-time scaling inherent to the quantum…

Atomic Physics · Physics 2025-01-28 Ivan P. Christov

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

The efficient representation of quantum many-body states with classical resources is a key challenge in quantum many-body theory. In this work we analytically construct classical networks for the description of the quantum dynamics in…

Strongly Correlated Electrons · Physics 2018-03-01 Markus Schmitt , Markus Heyl

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

The system-level dynamics of multivalent biomolecular interactions can be simulated using a rule-based kinetic Monte Carlo method in which a rejection sampling strategy is used to generate reaction events. This method becomes inefficient…

Quantitative Methods · Quantitative Biology 2010-03-04 Jin Yang , William S. Hlavacek

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

We present a new approach to the study of equilibrium properties in many-body quantum physics. Our method takes inspiration from Density Matrix Quantum Monte Carlo and incorporates new crucial features. First of all, the dynamics is…

Quantum Physics · Physics 2022-01-06 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Mapping finite-temperature dynamical phase diagrams of quantum many-body models is a necessary step towards establishing a framework of far-from-equilibrium quantum many-body universality. However, this is quite difficult due, in part, to…

Quantum Physics · Physics 2026-02-20 Lucas Katschke , Roland C. Farrell , Umberto Borla , Lode Pollet , Jad C. Halimeh

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…

Statistical Mechanics · Physics 2015-05-20 Viktor Holubec , Petr Chvosta , Mario Einax , Philipp Maass

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen
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