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With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…

Methodology · Statistics 2011-12-20 Michael Betancourt , Leo C. Stein

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

We establish a connection between ground states of local quantum Hamiltonians and thermal states of classical spin systems. For any discrete classical statistical mechanical model in any spatial dimension, we find an associated quantum…

Quantum Physics · Physics 2012-03-05 W. Dür , M. Van den Nest

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

We construct an effective Hamiltonian via Monte Carlo from a given action. This Hamiltonian describes physics in the low energy regime. We test it by computing spectrum, wave functions and thermodynamical observables (average energy and…

Quantum Physics · Physics 2009-10-31 H. Jirari , H. Kröger , X. Q. Luo , K. J. M. Moriarty

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Quantum Monte Carlo simulations offer an unbiased means to study the static and dynamic properties of quantum critical systems, while quantum field theory provides direct analytical results. We study three dimensional, critical quantum…

Strongly Correlated Electrons · Physics 2017-11-15 H. D. Scammell , Y. Kharkov , Yan Qi Qin , Zi Yang Meng , B. Normand , O. P. Sushkov

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…

Strongly Correlated Electrons · Physics 2017-03-31 Olivier Juillet , Alexandre Leprévost , Jérémy Bonnard , Raymond Frésard

We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…

Statistical Mechanics · Physics 2025-07-24 Mohamed Swailem , Ulrich Dobramysl , Ruslan Mukhamadiarov , Uwe C. Täuber

Monte Carlo techniques with importance sampling have been extensively applied to lattice gauge theory in the Lagrangian formulation. Unfortunately, it is extremely difficult to compute the excited states using the conventional Monte Carlo…

High Energy Physics - Lattice · Physics 2017-08-23 Xiang-Qian Luo , H. Jirari , H. Kroger , K. Moriarty

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of…

Computation · Statistics 2017-05-09 Alessandro Barp , Francois-Xavier Briol , Anthony D. Kennedy , Mark Girolami

We present a general approach to the classical dynamical systems simulation. This approach is based on classical systems extension to quantum states. The proposed theory can be applied to analysis of multiple (including non-Hamiltonian)…

Chaotic Dynamics · Physics 2019-06-18 Yu. I. Bogdanov , N. A. Bogdanova , D. V. Fastovets , V. F. Lukichev

We further study the validity of the Monte Carlo Hamiltonian method. The advantage of the method, in comparison with the standard Monte Carlo Lagrangian approach, is its capability to study the excited states. We consider two quantum…

High Energy Physics - Theory · Physics 2018-01-17 Xiang-Qian Luo , Jin-Jiang Liu , Chun-Qing Huang , Jun-Qin Jiang , Helmut Kroger

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala

Monte Carlo simulations are performed in classical phase space for a one-dimensional quantum harmonic crystal. Symmetrization effects for spinless bosons and fermions are quantified. The algorithm is tested for a range of parameters against…

Quantum Physics · Physics 2019-04-25 Phil Attard

We propose a new quantum Monte Carlo algorithm to compute fermion ground-state properties. The ground state is projected from an initial wavefunction by a branching random walk in an over-complete basis space of Slater determinants. By…

Condensed Matter · Physics 2016-08-31 Shiwei Zhang , J. Carlson , J. E. Gubernatis

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…

Strongly Correlated Electrons · Physics 2007-05-23 Sandro Sorella

The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger