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In this paper, we consider a Monte Carlo simulation method (MinMC) that approximates prices and risk measures for a range $\Gamma$ of model parameters at once. The simulation method that we study has recently gained popularity [HS20, FPP22,…

Statistics Theory · Mathematics 2025-10-01 Nils Detering , Nicole Hufnagel , Paul Krühner

Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian.…

Statistical Mechanics · Physics 2010-09-30 Hiroshi Koibuchi

We employ dynamical mean field theory (DMFT) with a Quantum Monte Carlo (QMC) atomic solver to investigate the finite temperature Mott transition in the Hubbard model with the nearest neighbor hopping on a triangular lattice at…

Strongly Correlated Electrons · Physics 2009-11-11 K. Aryanpour , W. E. Pickett , R. T. Scalettar

We use the diffusion quantum Monte Carlo (DMC) method to calculate the ground state phase diagram of solid molecular hydrogen and examine the stability of the most important insulating phases relative to metallic crystalline molecular…

Materials Science · Physics 2015-06-16 S. Azadi , W. M. C. Foulkes , T. D. Kuehne

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez

We present a new lattice Monte Carlo approach developed for studying large numbers of strongly interacting nonrelativistic fermions, and apply it to a dilute gas of unitary fermions confined to a harmonic trap. Our lattice action is highly…

High Energy Physics - Lattice · Physics 2011-11-04 Michael G. Endres , David B. Kaplan , Jong-Wan Lee , Amy N. Nicholson

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

Using trial wavefunctions prepared on quantum devices to reduce the bias of auxiliary-field quantum Monte Carlo (QC-AFQMC) has established itself as a promising hybrid approach to the simulation of strongly correlated many body systems.…

Quantum Physics · Physics 2024-09-16 Matthew Kiser , Matthias Beuerle , Fedor Simkovic

The effectiveness of the recently developed Fixed-Node Quantum Monte Carlo method for lattice fermions, developed by van Leeuwen and co-workers, is tested by applying it to the 1D Kondo lattice, an example of a one-dimensional model with a…

Condensed Matter · Physics 2007-05-23 H. J. M. van Bemmel , W. van Saarloos , D. F. B. ten Haaf

The cost of Monte Carlo sampling of lattice configurations is very high in the critical region of lattice field theory due to the high correlation between the samples. This paper suggests a Conditional Normalizing Flow (C-NF) model for…

High Energy Physics - Lattice · Physics 2022-07-05 Ankur Singha , Dipankar Chakrabarti , Vipul Arora

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

We take advantage of recent improvements in the grand canonical Hybrid Monte Carlo algorithm, to perform a precision study of the single-particle gap in the hexagonal Hubbard model, with on-site electron-electron interactions. After…

Strongly Correlated Electrons · Physics 2021-01-04 Johann Ostmeyer , Evan Berkowitz , Stefan Krieg , Timo A. Lähde , Thomas Luu , Carsten Urbach

A systematically improvable wave function is proposed for the numerical solution of strongly correlated systems. With a stochastic optimization method, based on the auxiliary field quantum Monte Carlo technique, an effective temperature…

Strongly Correlated Electrons · Physics 2022-03-22 Sandro Sorella

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Using a Monte Carlo method, we have directly extracted from the available measurements, the hierarchies among the different elements of the quark mass matrices. To do that, we have first introduced a model independent parameterization for…

High Energy Physics - Phenomenology · Physics 2009-11-07 F. Caravaglios , P. Roudeau , A. Stocchi

Quantum Monte Carlo (QMC) simulations and the Local Density Approximation (LDA) are used to map the constant particle number (canonical) trajectories of the Bose Hubbard Hamiltonian confined in a harmonic trap onto the $(\mu/U,t/U)$ phase…

Other Condensed Matter · Physics 2009-11-13 G. G. Batrouni , H. R. Krishnamurthy , K. W. Mahmud , V. G. Rousseau , R. T. Scalettar

In this paper we compare numerical results for the ground state of the Hubbard model obtained by Quantum-Monte-Carlo simulations with results from exact and stochastic diagonalizations. We find good agreement for the ground state energy and…

Condensed Matter · Physics 2015-06-25 Thomas Husslein , Werner Fettes , Ingo Morgenstern
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