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Rejection sampling is a well-known method to sample from a target distribution, given the ability to sample from a given distribution. The method has been first formalized by von Neumann (1951) and has many applications in classical…

Quantum Physics · Physics 2015-03-19 Maris Ozols , Martin Roetteler , Jérémie Roland

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

Computation · Statistics 2020-10-23 Augustin Chevallier , Paul Fearnhead , Matthew Sutton

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from…

Machine Learning · Computer Science 2025-10-24 Marin Biloš , Anderson Schneider , Yuriy Nevmyvaka

Transition path sampling (TPS), which involves finding probable paths connecting two points on an energy landscape, remains a challenge due to the complexity of real-world atomistic systems. Current machine learning approaches use…

Machine Learning · Computer Science 2025-06-27 Sanjeev Raja , Martin Šípka , Michael Psenka , Tobias Kreiman , Michal Pavelka , Aditi S. Krishnapriyan

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

We propose a quantum Monte Carlo (QMC) algorithm for non-equilibrium dynamics in a system with a parameter varying as a function of time. The method is based on successive applications of an evolving Hamiltonian to an initial state and…

Statistical Mechanics · Physics 2013-07-09 Cheng-Wei Liu , Anatoli Polkovnikov , Anders W. Sandvik

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Statistics Theory · Mathematics 2021-11-12 Augustin Chevallier , Sam Power , Andi Q. Wang , Paul Fearnhead

Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the fact that RWMH separately updates each coordinate of the…

Methodology · Statistics 2014-08-29 Kushal K. Dey , Sourabh Bhattacharya

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Jiangwei Shang , Yi-Lin Seah , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

We study one-dimensional quantum gases in continuous space with cavity-mediated infinite-range interactions using variational and diffusion Monte Carlo methods. Starting from the exact two-body solution, we construct a non-translationally…

Transition path sampling (TPS) is a powerful technique for investigating rare transitions, especially when the mechanism is unknown and one does not have access to the reaction coordinate. Straightforward application of TPS does not…

Chemical Physics · Physics 2019-07-11 Z. Faidon Brotzakis , Peter G. Bolhuis

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Understanding the real time dynamics of quantum systems without quasiparticles constitutes an important yet challenging problem. We study the superfluid-insulator quantum-critical point of bosons on a two-dimensional lattice, a system whose…

Strongly Correlated Electrons · Physics 2014-05-06 William Witczak-Krempa , Erik Sorensen , Subir Sachdev

High order perturbation theory has seen an unexpected recent revival for controlled calculations of quantum many-body systems, even at strong coupling. We adapt integration methods using low-discrepancy sequences to this problem. They…

Strongly Correlated Electrons · Physics 2020-08-27 Marjan Maček , Philipp T. Dumitrescu , Corentin Bertrand , Bill Triggs , Olivier Parcollet , Xavier Waintal