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Related papers: Self-learning Monte Carlo Method: A Review

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Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

Self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this…

Strongly Correlated Electrons · Physics 2018-06-06 Huitao Shen , Junwei Liu , Liang Fu

We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…

Strongly Correlated Electrons · Physics 2017-06-14 Junwei Liu , Huitao Shen , Yang Qi , Zi Yang Meng , Liang Fu

Self-learning Monte Carlo method (SLMC), using a trained effective model to guide Monte Carlo sampling processes, is a powerful general-purpose numerical method recently introduced to speed up simulations in (quantum) many-body systems. In…

Strongly Correlated Electrons · Physics 2018-07-18 Chuang Chen , Xiao Yan Xu , Junwei Liu , George Batrouni , Richard Scalettar , Zi Yang Meng

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

Self-learning Monte Carlo (SLMC) methods are recently proposed to accelerate Markov chain Monte Carlo (MCMC) methods using a machine learning model. With latent generative models, SLMC methods realize efficient Monte Carlo updates with less…

Machine Learning · Statistics 2023-09-21 Yuma Ichikawa , Akira Nakagawa , Hiromoto Masayuki , Yuhei Umeda

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Self-learning hybrid Monte Carlo (SLHMC) is a first-principles simulation that allows for exact ensemble generation on potential energy surfaces based on density functional theory. The statistical sampling can be accelerated with the…

Disordered Systems and Neural Networks · Physics 2021-07-28 Keita Kobayashi , Yuki Nagai , Mitsuhiro Itakura , Motoyuki Shiga

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

Strongly Correlated Electrons · Physics 2024-11-13 Yuki Nagai , Akio Tomiya

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

Based on the principles of importance sampling and resampling, sequential Monte Carlo (SMC) encompasses a large set of powerful techniques dealing with complex stochastic dynamic systems. Many of these systems possess strong memory, with…

Methodology · Statistics 2013-02-22 Ming Lin , Rong Chen , Jun S. Liu

We propose a general way to construct an effective Hamiltonian in the Self-learning Monte Carlo method (SLMC), which speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov…

Strongly Correlated Electrons · Physics 2020-03-11 Yuki Nagai , Masahiko Okumura , Akinori Tanaka

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Machine Learning · Statistics 2026-01-30 James Cuin , Davide Carbone , Yanbo Tang , O. Deniz Akyildiz

The shell model Monte Carlo (SMMC) method is a powerful technique for calculating the statistical and collective properties of nuclei in the presence of correlations in model spaces that are many orders of magnitude larger than those that…

Nuclear Theory · Physics 2015-06-23 Y. Alhassid , M. Bonett-Matiz , A. Mukherjee , H. Nakada , C. Özen

Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications…

Machine Learning · Statistics 2011-08-25 Brendan Tracey , David Wolpert , Juan J. Alonso
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