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The Auxiliary-Field Quantum Monte Carlo (AFQMC) algorithm is a powerful quantum many-body method that can be used successfully as an alternative to standard quantum chemistry approaches to compute the ground state of many body systems, such…

Chemical Physics · Physics 2018-07-23 Edgar Josué Landinez Borda , John A. Gomez , Miguel A. Morales

A challenging problem in probabilistic programming is to develop inference algorithms that work for arbitrary programs in a universal probabilistic programming language (PPL). We present the nonparametric involutive Markov chain Monte Carlo…

Machine Learning · Computer Science 2022-11-03 Carol Mak , Fabian Zaiser , Luke Ong

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from…

Machine Learning · Statistics 2020-05-12 Sungsoo Ahn , Michael Chertkov , Jinwoo Shin

Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Methodology · Statistics 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

Monte Carlo is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…

Strongly Correlated Electrons · Physics 2019-03-27 Jie Wang , Scott D. Geraedts , E. H. Rezayi , F. D. M. Haldane

The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…

Numerical Analysis · Mathematics 2012-01-04 A. Gillman , P. G. Martinsson

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

A numerical method is presented for reproducing fermionic quantum gas microscope experiments in equilibrium. By employing nested componentwise direct sampling of fermion pseudo-density matrices, as they arise naturally in determinantal…

Quantum Gases · Physics 2021-08-31 Stephan Humeniuk , Yuan Wan

In quantum algorithms discovered so far for simulating scattering processes in quantum field theories, state preparation is the slowest step. We present a new algorithm for preparing particle states to use in simulation of Fermionic Quantum…

Quantum Physics · Physics 2019-10-25 Ali Hamed Moosavian , Stephen Jordan

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…

Computation · Statistics 2019-08-19 Christopher Drovandi , Richard G Everitt , Andrew Golightly , Dennis Prangle

We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…

Methodology · Statistics 2024-07-02 Roberto Casarin , Radu Craiu , Qing Wang

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…

High Energy Physics - Lattice · Physics 2024-02-20 Jacob Finkenrath

In this work, we present a quantum Markov chain algorithm for many-body systems that utilizes a special phase of matter known as the Many-Body Localized (MBL) phase. We show how the properties of the MBL phase enable one to address the…

Quantum Physics · Physics 2026-05-05 Mauro D'Arcangelo , Younes Javanmard , Natalie Pearson
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