Related papers: Combining Harmonic Sampling with the Worm Algorith…
We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing…
Importance sampling (IS) is a powerful Monte Carlo (MC) methodology for approximating integrals, for instance in the context of Bayesian inference. In IS, the samples are simulated from the so-called proposal distribution, and the choice of…
We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…
Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…
Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…
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…
We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…
Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In…
Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…
Monte Carlo integration is a powerful tool for scientific and statistical computation, but faces significant challenges when the integrand is a multi-modal distribution, even when the mode locations are known. This work introduces novel…
In order to perform numerical studies of long-term stability in nonlinear Hamiltonian systems, one needs a numerical integration algorithm which is symplectic. Further, this algorithm should be fast and accurate. In this paper, we propose…
The accurate description of non-ideal quantum many-body systems is of prime importance for a host of applications within physics, quantum chemistry, material science, and related disciplines. At finite temperatures, the gold standard is…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
Diffusion models (DMs) have recently shown remarkable performance on inverse problems (IPs). Optimization-based methods can fast solve IPs using DMs as powerful regularizers, but they are susceptible to local minima and noise overfitting.…
Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…
We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…
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…
Being motivated by the surge of fermionic quantum Monte Carlo simulations at finite temperature, we present a detailed analysis of the permutation-cycle properties of path integral Monte Carlo (PIMC) simulations of degenerate electrons.…
Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which…