Related papers: Bold Diagrammatic Monte Carlo: When Sign Problem i…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
We propose a framework based on the concept of the semigroup to understand the fermion sign problem. By using properties of contraction semigroups, we obtain sufficient conditions for quantum lattice fermion models to be sign-problem-free.…
Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…
Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives:…
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,…
We demonstrate, by considering the triangular lattice spin-1/2 Heisenberg model, that Monte Carlo sampling of skeleton Feynman diagrams within the fermionization framework offers a universal first-principles tool for strongly correlated…
Identification of nonlinear systems is a challenging problem. Physical knowledge of the system can be used in the identification process to significantly improve the predictive performance by restricting the space of possible mappings from…
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…
The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…
It is commonly believed that in quantum Monte Carlo approaches to fermionic many- body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point…
A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…
Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…
This work shows that the recently discovered operator contraction identity for solving the discreet Path Integral of the harmonic oscillator can be applied equally to fermions in any dimension. This then yields an exactly solvable model for…
We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…
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…
Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such…
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…