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The fermion sign problem constitutes one of the most fundamental obstacles in quantum many-body theory. Recently, it has been suggested to circumvent the sign problem by carrying out path integral simulations with a fictitious quantum…

We address a long standing issue and determine the decorrelation efficiency of the Hybrid Monte Carlo algorithm (HMC), for full QCD with Wilson fermions, with respect to vacuum topology. On the basis of five state-of-the art QCD vacuum…

High Energy Physics - Lattice · Physics 2008-11-26 B. Alles , G. Bali , M. D'Elia , A. Di Giacomo , N. Eicker , S. Guesken , H. Hoeber , Th. Lippert , K. Schilling , A. Spitz , T. Struckmann , P. Ueberholz , J. Viehoff

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

A recent preprint by Mazzola and Carleo numerically investigates exponential challenges that can arise for the QC-QMC algorithm introduced in our work, "Unbiasing fermionic quantum Monte Carlo with a quantum computer." As discussed in our…

Strongly-coupled fermionic systems can support a variety of low-energy phenomena, giving rise to collective condensation, symmetry breaking and a rich phase structure. We explore the potential of worldline Monte Carlo methods for analyzing…

High Energy Physics - Theory · Physics 2010-11-11 Gerald Dunne , Holger Gies , Klaus Klingmuller , Kurt Langfeld

Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many-body systems spanning conditions from ultracold atoms to…

Chemical Physics · Physics 2025-08-27 Paul Hamann , Jan Vorberger , Tobias Dornheim

We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Fergal P. Casey , Joshua J. Waterfall , Ryan N. Gutenkunst , Christopher R. Myers , James P. Sethna

The fermion sign problem, the biggest obstacle in quantum Monte Carlo calculations, is completely solved in this paper. Here, we find a strategy, in which the contribution from those negative-weighted paths is thoroughly cancelled or…

Computational Physics · Physics 2022-06-01 J. Wang , D. Y. Sun

This article gives an introduction to the multilevel blocking (MLB) approach to both the fermion and the dynamical sign problem in path-integral Monte Carlo simulations. MLB is able to substantially relieve the sign problem in many…

Statistical Mechanics · Physics 2007-05-23 R. Egger , C. H. Mak

Solving the ground state of quantum many-body systems remains a fundamental challenge in physics and chemistry. Recent advancements in quantum hardware have opened new avenues for addressing this challenge. Inspired by the quantum-enhanced…

Quantum Physics · Physics 2025-06-10 Longfei Chang , Zhendong Li , Wei-Hai Fang

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

We discuss differences and similarities between variational Monte Carlo approaches that use conventional and artificial neural network parameterizations of the ground-state wave function for systems of fermions. We focus on a relatively…

Mesoscale and Nanoscale Physics · Physics 2025-01-13 Even M. Nordhagen , Jane M. Kim , Bryce Fore , Alessandro Lovato , Morten Hjorth-Jensen

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

We develop a strong-coupling perturbation scheme for a generic Hubbard model around a half-filled particle-hole-symmetric reference system, which is free from the fermionic sign problem. The approach is based on the lattice determinantal…

Strongly Correlated Electrons · Physics 2026-05-15 Sergei Iskakov , Mikhail I. Katsnelson , Alexander I. Lichtenstein

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo

Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…

Numerical Analysis · Mathematics 2019-02-27 Zhijian He , Xiaoqun Wang

We introduce forward-backward stochastic differential equations, highlighting the connection between solutions of these and solutions of partial differential equations, related by the Feynman-Kac theorem. We review the technique of…

Numerical Analysis · Mathematics 2025-02-18 Oliver Sheridan-Methven

Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…

Computational Physics · Physics 2023-08-28 Shi-Xin Zhang , Zhou-Quan Wan , Hong Yao