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A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

Computation · Statistics 2023-07-13 Fareed Sheriff

We describe a general strategy, PERM (Pruned-Enriched Rosenbluth Method), for sampling configurations from a given Gibbs-Boltzmann distribution. The method is not based on the Metropolis concept of establishing a Markov process whose…

Soft Condensed Matter · Physics 2007-05-23 P. Grassberger , und H. Frauenkron

We consider Metropolis Hastings MCMC in cases where the log of the ratio of target distributions is replaced by an estimator. The estimator is based on m samples from an independent online Monte Carlo simulation. Under some conditions on…

Computation · Statistics 2012-06-01 Geoff K. Nicholls , Colin Fox , Alexis Muir Watt

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

We calculate the linear and non-linear susceptibilities of periodic longitudinal chains of hydrogen dimers with different bond-length alternations using a diffusion quantum Monte Carlo approach. These quantities are derived from the changes…

Chemical Physics · Physics 2015-05-14 Paolo Umari , Nicola Marzari

In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Itay Hen

We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Carlo (MCMC) methods, techniques of annealing type have been…

Machine Learning · Statistics 2025-02-18 Wei Guo , Molei Tao , Yongxin Chen

This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit…

Numerical Analysis · Mathematics 2022-03-25 Quentin Ayoul-Guilmard , Anthony Nouy , Christophe Binetruy

Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…

Statistics Theory · Mathematics 2026-05-11 Bin Yang , Xiaojie Wang

We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard…

Numerical Analysis · Mathematics 2021-06-25 S. Blanes , M. P. Calvo , F. Casas , J. M. Sanz-Serna

Simulating models for quantum correlated matter unveils the inherent limitations of deterministic classical computations. In particular, in the case of quantum Monte Carlo methods, this is manifested by the emergence of negative weight…

Strongly Correlated Electrons · Physics 2022-11-23 Tian-Cheng Yi , Richard T. Scalettar , Rubem Mondaini

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Computation · Statistics 2024-09-09 Adrien Corenflos , Matthew Sutton , Nicolas Chopin

We study the vibrational spectrum of the protonated water dimer, by means of a divide-and-conquer semiclassical initial value representation of the quantum propagator, as a first step in the study of larger protonated water clusters. We use…

Chemical Physics · Physics 2019-09-23 Gianluca Bertaina , Giovanni Di Liberto , Michele Ceotto

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

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 conventional second-order Path Integral Monte Carlo method is plagued with the sign problem in solving many-fermion systems. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the…

Computational Physics · Physics 2015-06-23 Siu A. Chin

We develop a novel method for strong-laser-field physics based on the combination of the semiclassical Herman-Kluk propagator and the strong-field approximation and demonstrate its high accuracy on the calculations of photoelectron momentum…

Atomic Physics · Physics 2024-08-26 Phi-Hung Tran , Van-Hung Hoang , Anh-Thu Le

Monte-Carlo methods for zero energy quantum scattering are developed. Starting from path integral representations for scattering observables, we present results of numerical calculations for potential scattering and scattering off a…

Nuclear Theory · Physics 2009-10-28 Stefan Lenz , Hubertus Mall