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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…
We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…
We investigate the use of a Hamiltonian Monte Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte Carlo (MCMC) methods, such as Metropolis-Hastings MCMC, have been…
We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…
Computer simulation methods, such as Monte Carlo or Molecular Dynamics, are very powerful computational techniques that provide detailed and essentially exact information on classical many-body problems. With the advent of ab-initio…
The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…
We propose a bilinear sampling algorithm in Green's function Monte Carlo for expectation values of operators that do not commute with the Hamiltonian and for differences between eigenvalues of different Hamiltonians. The integral…
This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…
We propose a general framework of quantum kinetic Monte Carlo algorithm, based on a stochastic representation of a series expansion of the quantum evolution. Two approaches have been developed in the context of quantum many-body spin…
The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see…
The extended Hubbard model on a two-dimensional lattice captures key physical phenomena, but is challenging to simulate due to the presence of long-range interactions. In this work, we present an efficient quantum algorithm for simulating…
We investigate the ground-state properties of the highly degenerate non-coplanar phase of the classical bilinear-biquadratic Heisenberg model on the triangular lattice with Monte Carlo simulations. For that purpose, we introduce an Ising…
We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…
The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…
By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…
We have developed an algorithm coupling mesoscopic simulations on different levels in a hierarchy of Cartesian meshes. Based on the multiscale nature of the chemical reactions, some molecules in the system will live on a fine-grained mesh,…
We demonstrate for the first time that ill-conditioned, non-smooth, constrained distributions in very high dimension, upwards of 100,000, can be sampled efficiently $\textit{in practice}$. Our algorithm incorporates constraints into the…
Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…
A two-state-model consisting of hexagonally connected lipids being either in the ordered or disordered state is used to set up a Monte Carlo Simulation for lipid monolayers. The connection of the lipids is realized by Newtonian springs…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…