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Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…

Probability · Mathematics 2018-05-15 Xavier Warin

Invention involves combination, or more precisely, ratios of composition. According to Thomas Edison, "Genius is one percent inspiration and 99 percent perspiration" is an example. In many situations, researchers and inventors already have…

Machine Learning · Statistics 2019-07-01 Yachiko Obara , Tetsuro Morimura , Hiroki Yanagisawa

Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

Diagrammatic Monte Carlo (DiagMC) is a numeric technique that allows one to calculate quantities specified in terms of diagrammatic expansions, the latter being a standard tool of many-body quantum statistics. The sign problem that is…

Statistical Mechanics · Physics 2019-10-18 Kris Van Houcke , Evgeny Kozik , Nikolay Prokof'ev , Boris Svistunov

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov

Monte Carlo integration approximates an integral of a black-box function by taking the average of many evaluations (i.e., samples) of the function (integrand). For $N$ queries of the integrand, Monte Carlo integration achieves the…

Quantum Physics · Physics 2020-04-27 N. H. Shimada , Toshiya Hachisuka

Much current research in AI and games is being devoted to Monte Carlo search (MCS) algorithms. While the quest for a single unified MCS algorithm that would perform well on all problems is of major interest for AI, practitioners often know…

Artificial Intelligence · Computer Science 2015-03-20 Francis Maes , David Lupien St-Pierre , Damien Ernst

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

We define a counting function that is related to the binomial coefficients. An explicit formula for this function is proved. In some particular cases, simpler explicit formuls are derived. We also derive a formula for the number of…

Combinatorics · Mathematics 2013-01-22 Milan Janjic , Boris Petkovic

It is well known that many local graph problems, like Vertex Cover and Dominating Set, can be solved in 2^{O(tw)}|V|^{O(1)} time for graphs G=(V,E) with a given tree decomposition of width tw. However, for nonlocal problems, like the…

Data Structures and Algorithms · Computer Science 2012-11-08 Hans L. Bodlaender , Marek Cygan , Stefan Kratsch , Jesper Nederlof

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

This paper makes a combinatorial study of the two monoids and the two types of tableaux that arise from the two possible generalizations of the Patience Sorting algorithm from permutations (or standard words) to words. For both types of…

Combinatorics · Mathematics 2018-01-18 Alan J. Cain , António Malheiro , Fábio M. Silva

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…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden

We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual…

High Energy Physics - Lattice · Physics 2017-04-03 Emilie Huffman

In some previous works, two of the authors introduced a technique to design high-order numerical methods for one-dimensional balance laws that preserve all their stationary solutions. The basis of these methods is a well-balanced…

Numerical Analysis · Mathematics 2025-05-06 Irene Gómez-Bueno , Manuel Jesús Castro Díaz , Carlos Parés , Giovanni Russo

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny
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