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Related papers: Quantum Dynamical Hamiltonian Monte Carlo

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Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang

Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…

Computation · Statistics 2018-10-23 Tore Selland Kleppe

We introduce a new high-performance design for parallelism within the Quantum Monte Carlo code QMCPACK. We demonstrate that the new design is better able to exploit the hierarchical parallelism of heterogeneous architectures compared to the…

Computational Physics · Physics 2023-04-19 Ye Luo , Peter Doak , Paul Kent

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

In the expanding field of Quantum Computing (QC), efficient and seamless integration of QC and high performance computing (HPC) elements (e.g., quantum hardware, classical hardware, and software infrastructure on both sides) plays a crucial…

Quantum Physics · Physics 2023-09-08 Philipp Seitz , Amr Elsharkawy , Xiao-Ting Michelle To , Martin Schulz

Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…

Econometrics · Economics 2024-03-04 Szymon Sacher , Laura Battaglia , Stephen Hansen

Since the inception of the dynamical mean-field theory, numerous numerical studies have relied on the Hirsch-Fye quantum Monte Carlo (HF-QMC) method for solving the associated impurity problem. Recently developed continuous-time algorithms…

Strongly Correlated Electrons · Physics 2011-11-10 N. Blümer

Markov chain Monte Carlo (MCMC) algorithms have long been the main workhorses of Bayesian inference. Among them, Hamiltonian Monte Carlo (HMC) has recently become very popular due to its efficiency resulting from effective use of the…

Computation · Statistics 2021-06-18 Ossi Räisä , Antti Koskela , Antti Honkela

We propose a modified coupled cluster Monte Carlo algorithm that stochastically samples connected terms within the truncated Baker--Campbell--Hausdorff expansion of the similarity transformed Hamiltonian by construction of coupled cluster…

Chemical Physics · Physics 2019-06-19 Charles J. C. Scott , Roberto Di Remigio , T. Daniel Crawford , Alex J. W. Thom

Quantum Computing (QC) offers the potential to enhance traditional High-Performance Computing (HPC) workloads by leveraging the unique properties of quantum computers, leading to the emergence of a new paradigm: HPC-QC. While this…

Hamiltonian Monte Carlo (HMC) is the mainstay of applied Bayesian inference for differentiable models. However, HMC still struggles to sample from hierarchical models that induce densities with multiscale geometry: a large step size is…

Computation · Statistics 2026-02-09 Gilad Turok , Chirag Modi , Bob Carpenter

Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…

Quantum Physics · Physics 2026-04-23 Yuya Kawamata , Yuichiro Nakano , Keisuke Fujii

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

Quantum Monte Carlo (QMC) methods are essential for the numerical study of large-scale quantum many-body systems, yet their utility has been significantly hampered by the difficulty in computing key quantities such as off-diagonal operators…

Quantum Physics · Physics 2025-11-19 Poetri Sonya Tarabunga , Yi-Ming Ding

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…

Probability · Mathematics 2017-09-08 Nawaf Bou-Rabee , Jesus Maria Sanz-Serna

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

Sampling from an unnormalized probability distribution is a fundamental problem in machine learning with applications including Bayesian modeling, latent factor inference, and energy-based model training. After decades of research,…

Machine Learning · Computer Science 2022-01-03 Greg Ver Steeg , Aram Galstyan

Although quantum computing holds promise to accelerate a wide range of computational tasks, the quantum simulation of quantum dynamics as originally envisaged by Feynman remains the most promising candidate for achieving quantum advantage.…

Quantum Physics · Physics 2024-07-25 Sam Cochran , James Stokes , Paramsothy Jayakumar , Shravan Veerapaneni

Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…

Quantum Physics · Physics 2023-05-30 Lukas Mouton , Florentin Reiter , Ying Chen , Patrick Rebentrost