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The solution of a generalized impurity model lies at the heart of electronic structure calculations with dynamical mean-field theory (DMFT). In the strongly-correlated regime, the method of choice for solving the impurity model is the…

Strongly Correlated Electrons · Physics 2014-09-23 P. Sémon , Chuck-Hou Yee , Kristjan Haule , A. -M. S. Tremblay

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

Finite-temperature phase transitions in quasi-one-dimensional quarter-filled systems are investigated by the extended Hubbard model with electron-lattice coupling. Using a quantum Monte Carlo method combined with the inter-chain mean-field…

Strongly Correlated Electrons · Physics 2008-11-11 Yuichi Otsuka , Hitoshi Seo , Yukitoshi Motome , Takeo Kato

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Information Theory · Computer Science 2017-07-13 Jonathan C. Hedstrom , Chung Him , Yuen , Rong-Rong Chen , Behrouz Farhang-Boroujeny

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

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Genomic sequence alignment is an important research topic in bioinformatics and continues to attract significant efforts. As genomic data grow exponentially, however, most of alignment methods face challenges due to their huge computational…

Computational Engineering, Finance, and Science · Computer Science 2018-06-07 Hanyu Jiang , Narayan Ganesan , Yu-Dong Yao

In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , C. Vázquez

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

A numerically implementable Multi-scale Many-Body approach to strongly correlated electron systems is introduced. An extension to quantum cluster methods, it approximates correlations on any given length-scale commensurate with the strength…

Strongly Correlated Electrons · Physics 2012-01-04 C. Slezak , M. Jarrell , Th. Maier , J. Deisz

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

The meron-cluster algorithm was previously used to extensively study the physics associated with the spontaneous breaking of a discrete symmetry. We recently discovered that a larger class of models with spontaneous breaking of continuous…

High Energy Physics - Lattice · Physics 2009-10-31 J. C. Osborn

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

This work aims at understanding of bold diagrammatic Monte Carlo (BDMC) methods for stochastic summation of Feynman diagrams from the angle of stochastic iterative methods. The convergence enhancement trick of the BDMC is investigated from…

Computational Physics · Physics 2020-02-25 Yingzhou Li , Jianfeng Lu

We propose a method to calculate the charge dynamical structure factors for the ground states of correlated electron systems based on the variational Monte Carlo method. Our benchmarks for the one- and two-dimensional Hubbard models show…

Strongly Correlated Electrons · Physics 2020-02-25 Kota Ido , Masatoshi Imada , Takahiro Misawa

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin
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