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We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

A new algorithm is developed allowing the Monte Carlo study of a 1 + 1 dimensional theory in real time. The main algorithmic development is to avoid the explicit calculation of the Jacobian matrix and its determinant in the update process.…

High Energy Physics - Lattice · Physics 2017-06-14 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Gregory W. Ridgway

An efficient O(N) cluster Monte Carlo method for Ising models with long-range interactions is presented. Our novel algorithm does not introduce any cutoff for interaction range and thus it strictly fulfills the detailed balance. The…

Statistical Mechanics · Physics 2009-11-13 Kouki Fukui , Synge Todo

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

Monte Carlo calculations of fermionic systems with continuous auxiliary fields frequently suffer from a diverging variance. If a system has the infinite variance problem, one cannot estimate observables reliably even with an infinite number…

High Energy Physics - Lattice · Physics 2023-08-17 Andrei Alexandru , Paulo Bedaque , Andrea Carosso , Hyunwoo Oh

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

Computation · Statistics 2023-09-19 Xiongming Dai , Gerald Baumgartner

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Data Structures and Algorithms · Computer Science 2025-10-20 L. A. Garcia-Cortes , C. Cabrillo

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real, nonnegative amplitudes. This raises the question of whether classical Monte Carlo algorithms…

Quantum Physics · Physics 2018-02-21 Jacob Bringewatt , William Dorland , Stephen P. Jordan , Alan Mink

We describe and discuss a recently proposed quantum Monte Carlo algorithm to compute the ground-state properties of various systems of interacting fermions. In this method, the ground state is projected from an initial wave function by a…

Condensed Matter · Physics 2009-10-28 Shiwei Zhang , J. Carlson , J. E. Gubernatis

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

Markov chain Monte Carlo methods such as Gibbs sampling and simple forms of the Metropolis algorithm typically move about the distribution being sampled via a random walk. For the complex, high-dimensional distributions commonly encountered…

bayes-an · Physics 2008-02-03 R. M. Neal

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

The auxiliary-field quantum Monte Carlo (AFQMC) method is a general numerical method for correlated many-electron systems, which is being increasingly applied in lattice models, atoms, molecules, and solids. Here we introduce the theory and…

Computational Physics · Physics 2021-02-24 Hao Shi , Shiwei Zhang

In multi-level systems, the commonly used adiabatic elimination is a method for approximating the dynamics of the system by eliminating irrelevant, non-resonantly coupled levels. This procedure is, however, somewhat ambiguous and it is not…

Quantum Physics · Physics 2014-05-23 Vanessa Paulisch , Rui Han , Hui Khoon Ng , Berthold-Georg Englert

We introduce a modification of the well-known Metropolis importance sampling algorithm by using a methodology inspired on the consideration of the reparametrization invariance of the microcanonical ensemble. The most important feature of…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , J. C. Castro Palacio

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

Simulations of odd flavors QCD can be performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD…

High Energy Physics - Lattice · Physics 2009-10-31 T. Takaishi , Ph. de Forcrand
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