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The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Computation · Statistics 2018-12-20 Remi Daviet

Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

Computation · Statistics 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Data Structures and Algorithms · Computer Science 2025-10-20 L. A. Garcia-Cortes , C. Cabrillo

This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…

Machine Learning · Statistics 2024-07-18 Paul Fearnhead , Christopher Nemeth , Chris J. Oates , Chris Sherlock

We study interacting Majorana fermions in two dimensions as a low-energy effective model of a vortex lattice in two-dimensional time-reversal-invariant topological superconductors. For that purpose, we implement ab-initio quantum Monte…

Strongly Correlated Electrons · Physics 2017-07-19 Tomoya Hayata , Arata Yamamoto

Analyzing scalar and vector fields on the sphere, such as temperature or wind speed and direction on Earth, is a difficult task. Models should respect both the rotational symmetries of the sphere and the inherent symmetries of the vector…

Machine Learning · Computer Science 2026-04-01 Francesco Ballerin , Nello Blaser , Erlend Grong

These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…

Strongly Correlated Electrons · Physics 2015-03-17 Anders W. Sandvik

Convolutional neural networks have shown remarkable performance in recent years on various computer vision problems. However, the traditional convolutional neural network architecture lacks a critical property: shift equivariance and…

Computer Vision and Pattern Recognition · Computer Science 2025-11-27 Quentin Gabot , Teck-Yian Lim , Jérémy Fix , Joana Frontera-Pons , Chengfang Ren , Jean-Philippe Ovarlez

State-of-the-art deep learning systems often require large amounts of data and computation. For this reason, leveraging known or unknown structure of the data is paramount. Convolutional neural networks (CNNs) are successful examples of…

Computer Vision and Pattern Recognition · Computer Science 2020-12-07 Carlos Esteves

Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…

Chemical Physics · Physics 2023-09-25 Zeno Schätzle , Bernát Szabó , Matĕj Mezera , Jan Hermann , Frank Noé

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…

High Energy Astrophysical Phenomena · Physics 2024-06-28 William Charles , Alexander Y. Chen

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Numerical Analysis · Mathematics 2019-04-01 Robert J. Webber

We propose a modification of the Hybrid-Monte-Carlo algorithm that allows for a larger step-size of the integration scheme at constant acceptance rate. The key ingredient is the splitting of the pseudo-fermion action into two parts. We test…

High Energy Physics - Lattice · Physics 2015-06-25 M. Hasenbusch , K. Jansen

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…

Machine Learning · Computer Science 2026-03-17 Zijing Ou , Chinmay Pani , Yingzhen Li
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