Related papers: Worldvolume Hybrid Monte Carlo algorithm for group…
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,…
Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…
Quantum Monte Carlo methods have proven to predict atomic and bulk properties of light and non-light elements with high accuracy. Here we report on the first variational quantum Monte Carlo (VMC) calculations for solid surfaces. Taking the…
We obtain several quantitative bounds on the mixing properties of the Hamiltonian Monte Carlo (HMC) algorithm for a strongly log-concave target distribution $\pi$ on $\mathbb{R}^{d}$, showing that HMC mixes quickly in this setting. One of…
Quantum Monte Carlo methods are sophisticated numerical techniques for simulating interacting quantum systems. In some cases, however, they suffer from the notorious "sign problem" and become too inefficient to be useful. A recent…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many…
We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…
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…
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…
We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…
In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…
Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…
Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the…
We present a strategy to alleviate the sign problem in continuous-time quantum Monte Carlo (CTQMC) simulations of the dynamical-mean-field-theory (DMFT) equations for the spin-orbit-coupled multiorbital Hubbard model. We first identify the…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…
We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SGHMC). Our method extends standard HMC by allowing the use of…
In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…