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As an intrinsically unbiased method, the quantum Monte Carlo (QMC) method is of unique importance in simulating interacting quantum systems. Although the QMC method often suffers from the notorious sign problem, the sign problem of quantum…

Strongly Correlated Electrons · Physics 2023-08-03 Zhou-Quan Wan , Shi-Xin Zhang , Hong Yao

Building on recent solutions of the fermion sign problem for specific models we present two continuous-time quantum Monte Carlo methods for efficient simulation of mass-imbalanced Hubbard models on bipartite lattices at half-filling. For…

Strongly Correlated Electrons · Physics 2015-12-18 Ye-Hua Liu , Lei Wang

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

Recent numerical advances in the field of strongly correlated electron systems allow the calculation of the entanglement spectrum and entropies for interacting fermionic systems. An explicit determination of the entanglement (modular)…

Strongly Correlated Electrons · Physics 2018-11-16 Francesco Parisen Toldin , Fakher F. Assaad

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

Computation · Statistics 2013-06-06 Ari Pakman , Liam Paninski

Exponential observables, formulated as $\log \langle e^{\hat{X}}\rangle$ where $\hat{X}$ is an extensive quantity, play a critical role in study of quantum many-body systems, examples of which include the free-energy and entanglement…

Strongly Correlated Electrons · Physics 2024-05-28 Xu Zhang , Gaopei Pan , Bin-Bin Chen , Kai Sun , Zi Yang Meng

Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed. We present a novel convergence analysis for HMC utilizing new…

Machine Learning · Statistics 2026-05-12 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark

In this work we introduce the Dual Boson Diagrammatic Monte Carlo technique for strongly interacting electronic systems. This method combines the strength of dynamical mean-filed theory for non-perturbative description of local correlations…

Strongly Correlated Electrons · Physics 2020-11-06 M. Vandelli , V. Harkov , E. A. Stepanov , J. Gukelberger , E. Kozik , A. Rubio , A. I. Lichtenstein

We develop a strong-coupling perturbation scheme for a generic Hubbard model around a half-filled particle-hole-symmetric reference system, which is free from the fermionic sign problem. The approach is based on the lattice determinantal…

Strongly Correlated Electrons · Physics 2026-05-15 Sergei Iskakov , Mikhail I. Katsnelson , Alexander I. Lichtenstein

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

One bottleneck of quantum Monte Carlo (QMC) simulation of strongly correlated electron systems lies at the scaling relation of computational complexity with respect to the system sizes. For generic lattice models of interacting fermions,…

Strongly Correlated Electrons · Physics 2019-02-20 Zi Hong Liu , Xiao Yan Xu , Yang Qi , Kai Sun , Zi Yang Meng

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

Ground state properties of the Hubbard model are of fundamental importance to understand the mechanism of unconventional superconductivity in the high-T_c cuprates and other materials. One of the most powerful numerical methods for strongly…

Strongly Correlated Electrons · Physics 2026-03-30 Jodie Roberts , Beau A. Thompson , R. Torsten Clay

The path integral formulation of quantum mechanical problems including fermions is often affected by a severe numerical sign problem. We show how such a sign problem can be alleviated by a judiciously chosen constant imaginary offset to the…

Strongly Correlated Electrons · Physics 2024-10-23 Christoph Gäntgen , Evan Berkowitz , Thomas Luu , Johann Ostmeyer , Marcel Rodekamp

Recent advances in the field of strongly correlated electron systems allow to access the entanglement properties of interacting fermionic models, by means of Monte Carlo simulations. We briefly review the techniques used in this context to…

Statistical Mechanics · Physics 2019-04-12 Francesco Parisen Toldin , Fakher F. Assaad

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