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We introduce an efficient approach to implement correlated many-body trial wave functions in auxiliary-field quantum Monte Carlo (AFQMC). To control the sign/phase problem in AFQMC, a constraint is derived from an exact gauge condition but…

Strongly Correlated Electrons · Physics 2025-10-27 Zhi-Yu Xiao , Zixiang Lu , Yixiao Chen , Tao Xiang , Shiwei Zhang

We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…

Computation · Statistics 2025-08-04 Liwen Xue , Axel Finke , Adam M. Johansen

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Statistics Theory · Mathematics 2012-03-15 G. Fort , E. Moulines , P. Priouret

A unique feature of the hybrid quantum Monte Carlo (HQMC) method is the potential to simulate negative sign free lattice fermion models with subcubic scaling in system size. Here we will revisit the algorithm for various models. We will…

Strongly Correlated Electrons · Physics 2018-03-09 Stefan Beyl , Florian Goth , Fakher F. Assaad

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…

Nuclear Theory · Physics 2025-02-28 Shailesh Chandrasekharan , Son T. Nguyen , Thomas R. Richardson

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

We introduce a new numerical technique -- bosonic auxiliary-field Monte Carlo (bAFMC) -- which allows to calculate the thermal properties of large lattice-boson systems within a systematically improvable semiclassical approach, and which is…

Strongly Correlated Electrons · Physics 2017-08-02 Daniele Malpetti , Tommaso Roscilde

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties, without the sign problem. The list spans condensed matter, nuclear physics, and…

Computational Physics · Physics 2016-03-23 Hao Shi , Shiwei Zhang

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

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 report developments of the kinetic Monte Carlo (KMC) method with improved accuracy and increased versatility for the description of atomic diffusivity on metal surfaces. The on-lattice constraint built into our recently proposed…

Materials Science · Physics 2008-11-27 Oleg Trushin , Handan Yildirim , Abdelkader Kara , Talat S. Rahman

A massively parallel kinetic Monte Carlo (kMC) approach is proposed for simulating ionic migration in a crystal system by introducing the atomic fragmentation scheme (fragment kMC). The fragment kMC method achieved a reasonable parallel…

Chemical Physics · Physics 2020-05-28 Hiroya Nakata

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

The \emph{ab initio} path integral Monte Carlo (PIMC) method is one of the most successful methods in statistical physics, quantum chemistry and related fields, but its application to quantum degenerate Fermi systems is severely hampered by…

Computational Physics · Physics 2023-08-14 Tobias Dornheim , Panagiotis Tolias , Simon Groth , Zhandos Moldabekov , Jan Vorberger , Barak Hirshberg

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

In this study, we propose quantum annealing-enhanced Markov Chain Monte Carlo (QAEMCMC), where QA is integrated into the MCMC subroutine. QA efficiently explores low-energy configurations and overcomes local minima, enabling the generation…

Quantum Physics · Physics 2025-02-13 Shunta Arai , Tadashi Kadowaki

We prove bounds on the variance of a function $f$ under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending on local rather than global Markov chain mixing dynamics.…

Statistics Theory · Mathematics 2026-03-18 Holden Lee , Matheau Santana-Gijzen