Related papers: Rapidly convergent quantum Monte Carlo using a Che…
Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…
In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
An acceleration of continuous time quantum Monte Carlo (CTQMC) methods is a potentially interesting branch of work as they are matchless as impurity solvers of a density functional theory in combination with a dynamical mean field theory…
The efficient approximation of quantity of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. In this study, we propose a multilevel quasi-Monte Carlo framework to approximate…
Statistical machine learning has widespread application in various domains. These methods include probabilistic algorithms, such as Markov Chain Monte-Carlo (MCMC), which rely on generating random numbers from probability distributions.…
With Wendelstein 7-X now up and running, and the construction of ITER proceeding, predicting fast-ion losses to sensitive plasma-facing components and detectors is gaining significant interest. A common recipe to perform such studies is to…
Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…
Using trial wavefunctions prepared on quantum devices to reduce the bias of auxiliary-field quantum Monte Carlo (QC-AFQMC) has established itself as a promising hybrid approach to the simulation of strongly correlated many body systems.…
This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…
We recently proposed a novel approach to converging electronic energies equivalent to high-level coupled-cluster (CC) computations by combining the deterministic CC($P$;$Q$) formalism with the stochastic configuration interaction (CI) and…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…
Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…
FastDIRC is a novel fast Monte Carlo and reconstruction algorithm for DIRC detectors. A DIRC employs rectangular fused-silica bars both as Cherenkov radiators and as light guides. Cherenkov-photon imaging and time-of-propagation information…
Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…
Finding the ground state of a fermionic Hamiltonian using quantum Monte Carlo is a very difficult problem, due to the Fermi sign problem. While still scaling exponentially, full configuration-interaction Monte Carlo (FCI-QMC) mitigates some…