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We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

We present a nonlinear (in the sense of McKean) generalization of Hamiltonian Monte Carlo (HMC) termed nonlinear HMC (nHMC) capable of sampling from nonlinear probability measures of mean-field type. When the underlying confinement…

Probability · Mathematics 2023-09-22 Nawaf Bou-Rabee , Katharina Schuh

We report on the first quantum Monte Carlo calculations of helium isotopes with fully propagated theoretical uncertainties from the interaction to the many-body observables. To achieve this, we build emulators for solutions to the Faddeev…

Quadrature Hybrid Couplers (QHDC) are critical components in RF, mm-wave, and sub-mm wave astronomical instrumentation, where wideband performance with minimal passband ripple is essential. Traditional designs have been limited to…

Instrumentation and Methods for Astrophysics · Physics 2024-12-13 Arjun Ghosh , Ritoban Basu Thakur

We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini

This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…

Pricing of Securities · Quantitative Finance 2025-02-26 Giacomo Case

Recently, Huggins et. al. [Nature, 603, 416-420 (2022)] devised a general projective Quantum Monte Carlo method suitable for implementation on quantum computers. This hybrid approach, however, relies on a subroutine -the computation of the…

Quantum Physics · Physics 2022-05-20 Guglielmo Mazzola , Giuseppe Carleo

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

We study cluster perturbation theory [Phys. Rev. Lett. \textbf{84}, 522 (2000)] when auxiliary field quantum Monte Carlo method is used for solving the cluster hamiltonian. As a case study, we calculate the spectral functions of the Hubbard…

Strongly Correlated Electrons · Physics 2007-05-23 Fei Lin , Erik S. Sorensen , Catherine Kallin , A. John Berlinsky

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

In this article, we analyze Hamiltonian Monte Carlo (HMC) by placing it in the setting of Riemannian geometry using the Jacobi metric, so that each step corresponds to a geodesic on a suitable Riemannian manifold. We then combine the notion…

Probability · Mathematics 2015-05-21 Susan Holmes , Simon Rubinstein-Salzedo , Christof Seiler

We propose a Monte Carlo method, which is a hybrid method of the quantum Monte Carlo method and variational Monte Carlo theory, to study the Hubbard model. The theory is based on the off-diagonal and the Gutzwiller type correlation factors…

Strongly Correlated Electrons · Physics 2015-06-24 Takashi Yanagisawa , Soh Koike , Kunihiko Yamaji

In this paper, we develop Monte-Carlo based heuristic approaches to approximate the objective function in long horizon optimal control problems. In these approaches, to approximate the expectation operator in the objective function, we…

Systems and Control · Electrical Eng. & Systems 2020-09-17 Shankarachary Ragi , Hans D. Mittelmann

Based on the integral representation of the semiclassical propagator of Herman and Kluk (HK), and in the limit of high temperatures, we formulate a hybrid expression for the correlation function of infrared spectroscopy. This is achieved by…

Quantum Physics · Physics 2016-05-27 Frank Grossmann

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling,…

Applications · Statistics 2015-05-12 Sergei Kucherenko , Daniel Albrecht , Andrea Saltelli

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman