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Due to its constrained support, the Dirichlet distribution is uniquely suited to many applications. The constraints that make it powerful, however, can also hinder practical implementations, particularly those utilizing Markov Chain Monte…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

The recent development of logical quantum processors marks a pivotal transition from the noisy intermediate-scale quantum (NISQ) era to the fault-tolerant quantum computing (FTQC) era. These devices have the potential to address classically…

Quantum Physics · Physics 2025-01-07 Mancheon Han , Hyowon Park , Sangkook Choi

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Quantum annealing aims to provide a faster method for finding the minima of complicated functions, compared to classical computing, so there is an increasing interest in the relaxation dynamics of quantum spin systems. Moreover, it is known…

Quantum Physics · Physics 2020-10-26 ACC Coolen , T Nikoletopoulos

Solving the electronic structure problem of molecules and solids to high accuracy is a major challenge in quantum chemistry and condensed matter physics. The rapid emergence and development of quantum computers offer a promising route to…

Quantum Physics · Physics 2025-07-01 Benchen Huang , Yi-Ting Chen , Brajesh Gupt , Martin Suchara , Anh Tran , Sam McArdle , Giulia Galli

Variational Monte Carlo (VMC) methods are used to sample classically from distributions corresponding to quantum states which have an efficient classical description. VMC methods are based on performing a number of steps of a Markov chain…

Quantum Physics · Physics 2023-10-27 Ashley Montanaro , Stasja Stanisic

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

We develop Microcanonical Hamiltonian Monte Carlo (MCHMC), a class of models which follow a fixed energy Hamiltonian dynamics, in contrast to Hamiltonian Monte Carlo (HMC), which follows canonical distribution with different energy levels.…

Computation · Statistics 2026-05-29 Jakob Robnik , G. Bruno De Luca , Eva Silverstein , Uroš Seljak

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

The HMC algorithm, combining the advantages of molecular dynamics and Monte-Carlo methods, is the most efficient algorithm to simulate QCD including the effects of sea quarks. In the standard approach momentum fields are generated with a…

High Energy Physics - Lattice · Physics 2012-12-18 Alberto Ramos

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…

Computational Physics · Physics 2009-11-13 J. K. Nilsen

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

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

The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…

Data Structures and Algorithms · Computer Science 2021-08-30 Nisheeth K. Vishnoi

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

Machine Learning · Computer Science 2019-01-07 Duo Xu