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Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…

Methodology · Statistics 2022-11-24 Samuel Duffield , Sumeetpal S. Singh

Reliable theoretical predictions of noncovalent interaction energies, which are important e.g. in drug-design and hydrogen-storage applications, belong to longstanding challenges of contemporary quantum chemistry. In this respect, the…

Chemical Physics · Physics 2016-06-06 Matúš Dubecký , René Derian , Petr Jurečka , Lubos Mitas , Pavel Hobza , Michal Otyepka

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

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

The bold diagrammatic Monte Carlo (BDMC) method performs an unbiased sampling of Feynman's diagrammatic series using skeleton diagrams. For lattice models the efficiency of BDMC can be dramatically improved by incorporating dynamic…

Statistical Mechanics · Physics 2015-05-20 L. Pollet , N. V. Prokof'ev , B. V. Svistunov

Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as representations of quantum dots and molecular conductors and play an increasingly…

Strongly Correlated Electrons · Physics 2011-05-09 Emanuel Gull , Andrew J. Millis , Alexander I. Lichtenstein , Alexey N. Rubtsov , Matthias Troyer , Philipp Werner

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

Monte Carlo renormalization group methods were designed to study the phase structure and critical behavior of statistical systems. They are well suited to determine the running coupling and to investigate the properties of fixed points of…

High Energy Physics - Lattice · Physics 2010-11-05 Anna Hasenfratz

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

Using dynamic cluster quantum Monte Carlo simulations, we study the superconducting behavior of a 1/8 doped two-dimensional Hubbard model with imposed uni-directional stripe-like charge density wave modulation. We find a significant…

Superconductivity · Physics 2015-05-14 T. A. Maier , G. Alvarez , M. Summers , T. C. Schulthess

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…

Computational Engineering, Finance, and Science · Computer Science 2025-11-12 Samuel Audia , Dinesh Manocha , Matthias Zwicker

We investigate spontaneously symmetry breaking states in the attractive SU($N$) Hubbard model at half filling. Combining dynamical mean-field theory with the continuous-time quantum Monte Carlo method, we obtain the finite temperature phase…

Strongly Correlated Electrons · Physics 2017-02-06 Akihisa Koga , Hiromasa Yanatori

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Machine Learning · Statistics 2025-11-20 David Yallup

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

A novel strong interaction beyond the standard model could provide a dynamical explanation of electroweak symmetry breaking. Experimental results strongly constrain properties of models that realise this mechanism. Whether these constraints…

High Energy Physics - Lattice · Physics 2015-09-02 Biagio Lucini

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

Graphics · Computer Science 2023-07-31 Alexander Keller , Carsten Wächter , Nikolaus Binder

The canonical one-band Hubbard model is studied using a computational method that mixes the Monte Carlo procedure with the mean field approximation. This technique allows us to incorporate thermal fluctuations and the development of…

Strongly Correlated Electrons · Physics 2014-11-25 Anamitra Mukherjee , Niravkumar D. Patel , Shuai Dong , Steve Johnston , Adriana Moreo , Elbio Dagotto

Control parallelism and data parallelism is mostly reasoned and optimized as separate functions. Because of this, workloads that are irregular, fine-grain and dynamic such as dynamic graph processing become very hard to scale. An…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-08 Bibrak Qamar Chandio , Thomas Sterling , Prateek Srivastava