Related papers: Evaluating and improving the cluster variation met…
An acceleration of continuous time quantum Monte Carlo (CTQMC) methods is a potentially interesting branch of work as they are matchless as impurity solvers of a density functional theory in combination with a dynamical mean field theory…
The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…
The cluster-in-molecule (CIM) local correlation approach with an accurate distant pair correlation energy correction is presented. For large systems, the inclusion of distant pair correlation energies is essential for the accurate…
Single-particle imaging with X-ray free-electron lasers depends crucially on algorithms that merge large numbers of weak diffraction patterns despite missing measurements of parameters such as particle orientations. The…
We introduce a new class of Sequential Monte Carlo (SMC) methods, which we call free energy SMC. This class is inspired by free energy methods, which originate from Physics, and where one samples from a biased distribution such that a given…
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…
Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…
While the usual goal in Monte Carlo (MC) simulations of Ising models is the efficient generation of spin configurations with Boltzmann probabilities, the inverse problem is to determine the coupling constants from a given set of spin…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…
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…
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…
We study random compressible viscous magnetohydrodynamic flows. Combining the Monte Carlo method with a deterministic finite volume method we solve the random system numerically. Quantitative error estimates including statistical and…
Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…
The exact and phaseless variants of Auxiliary-Field Quantum Monte Carlo (AFQMC) have been shown to be capable of producing accurate ground-state energies for a wide variety of systems including those which exhibit substantial electron…
We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…
We introduce a new mean-field approximation based on the reconciliation of maximum entropy and linear response for correlations in the cluster variation method. Within a general formalism that includes previous mean-field methods, we derive…
In various practical situations, forecasting of aggregate values rather than individual ones is often our main focus. For instance, electricity companies are interested in forecasting the total electricity demand in a specific region to…
The two-component cold atom systems with anisotropic hopping amplitudes can be phenomenologically described by a two-dimensional Ising-XY coupled model with spatial anisotropy. At low temperatures, theoretical predictions [Phys. Rev. A 72,…
The crossover behavior of the semi--infinite three dimensional Ising model is investigated by means of Pad\'e approximant analysis of cluster variation method results. We give estimates for ordinary critical as well as for multicritical…