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Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

We describe an algorithm for using a quantum computer to calculate mean values of observables and the partition function of a quantum system. Our algorithm includes two sub-algorithms. The first sub-algorithm is for calculating, with…

Quantum Physics · Physics 2010-11-10 Robert R. Tucci

Measurement-based quantum computation (MQC) is a paradigm for studying quantum computation using many-body entanglement and single-qubit measurements. While MQC has inspired wide-ranging discoveries throughout quantum information, our…

Quantum Physics · Physics 2016-11-28 Jacob Miller , Akimasa Miyake

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Hamiltonian Monte Carlo (HMC) is the mainstay of applied Bayesian inference for differentiable models. However, HMC still struggles to sample from hierarchical models that induce densities with multiscale geometry: a large step size is…

Computation · Statistics 2026-02-09 Gilad Turok , Chirag Modi , Bob Carpenter

Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

Generalized linear models (GLM) are link function based statistical models. Many supervised learning algorithms are extensions of GLMs and have link functions built into the algorithm to model different outcome distributions. There are two…

Methodology · Statistics 2019-05-02 Colleen M. Farrelly , Srikanth Namuduri , Uchenna Chukwu

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…

High Energy Physics - Lattice · Physics 2013-11-19 K. Jansen , H. Leovey , A. Ammon , A. Griewank , M. Müller-Preussker

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

Detection and modeling of change-points in time-series can be considerably challenging. In this paper we approach this problem by incorporating the class of Dynamic Generalized Linear Models (DGLM) into the well know class of Product…

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

Triple-GEM detectors are a well known technology in high energy physics. In order to have a complete understanding of their behavior, in parallel with on beam testing, a Monte Carlo code has to be developed to simulate their response to the…

We perform \emph{ab initio} quantum Monte Carlo (QMC) simulations of the warm dense uniform electron gas in the thermodynamic limit. By combining QMC data with linear response theory we are able to remove finite-size errors from the…

We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…

Computation · Statistics 2024-06-03 Tore Selland Kleppe , Roman Liesenfeld

Silica is an abundant component of the Earth whose crystalline polymorphs play key roles in its structure and dynamics. As the simplest silicates, understanding pure silica is a prerequisite to understanding the rocky part of the Earth, its…

Quantum Monte Carlo is an efficient technique for finding the ground-state energy and related properties of small molecules. A major challenge remains in accurate determination of a molecule's geometry, i.e. the optimal location of its…

Computational Physics · Physics 2017-04-12 Jan Vrbik

It was recently shown that path integral Monte Carlo can be used to directly compute partition functions of Hamiltonians with vibronic coupling [J. Chem. Phys. 148, 194110 (2018)]. While the importance sampling Monte Carlo integration…

Chemical Physics · Physics 2019-12-30 Dmitri Iouchtchenko , Neil Raymond , Pierre-Nicholas Roy , Marcel Nooijen

Quantum Monte Carlo (QMC) is commonly used in simulations for Quantum Annealing (QA), but QMC as a heuristic approach has great difficulty in that it takes much time to find minimum energy. It mainly depends on the existence of a trotter…

Quantum Physics · Physics 2024-03-13 Kiyotaka Murashima

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura