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We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…

Computational Physics · Physics 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

Most experimental and theoretical studies of adiabatic optimization use stoquastic Hamiltonians, whose ground states are expressible using only real nonnegative amplitudes. This raises a question as to whether classical Monte Carlo methods…

Quantum Physics · Physics 2016-11-01 Michael Jarret , Stephen P. Jordan , Brad Lackey

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

We present a first-principle numerical study of charge transport in a realistic two-dimensional tight-binding model of organic molecular semiconductors. We use the Hybrid Monte Carlo (HMC) algorithm to simulate the full quantum dynamics of…

Materials Science · Physics 2024-09-12 Johann Ostmeyer , Tahereh Nematiaram , Alessandro Troisi , Pavel Buividovich

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

We investigate in this work a recently proposed diagrammatic quantum Monte Carlo method --- the inchworm Monte Carlo method --- for open quantum systems. We establish its validity rigorously based on resummation of Dyson series. Moreover,…

Mathematical Physics · Physics 2019-06-18 Zhenning Cai , Jianfeng Lu , Siyao Yang

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…

Quantum Physics · Physics 2021-01-04 Katsuhiro Endo , Taichi Nakamura , Keisuke Fujii , Naoki Yamamoto

The numerically exact path integral Monte Carlo approach for the real-time evolution of dissipative quantum systems (PIMC), particularly suited for systems with discrete configuration space (tight-binding systems), is extended to treat…

Statistical Mechanics · Physics 2009-11-11 Lothar Muehlbacher , Charlotte Escher , Joachim Ankerhold

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…

Numerical Analysis · Mathematics 2023-12-08 Johannes Krotz , Cory D. Hauck , Ryan G. McClarren

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…

Strongly Correlated Electrons · Physics 2015-03-17 Anders W. Sandvik

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…

Probability · Mathematics 2023-06-06 Pierre Monmarché