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The Bouncy Particle sampler (BPS) and the Zig-Zag sampler (ZZS) are continuous time, non-reversible Monte Carlo methods based on piecewise deterministic Markov processes. Experiments show that the speed of convergence of these samplers can…

Computation · Statistics 2021-09-15 Andrea Bertazzi , Joris Bierkens

Optimization of quantum states using the variational principle has recently seen an upsurge due to developments of increasingly expressive wave functions. In order to improve on the accuracy of the ans\"atze, it is a time-honored strategy…

Strongly Correlated Electrons · Physics 2021-09-22 Tom Vieijra , Jannes Nys

Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in probabilistic generative model applications such as image occlusion removal, pattern completion and motion synthesis. Generative inference in such…

Neural and Evolutionary Computing · Computer Science 2016-02-22 Ojash Neopane , Srinjoy Das , Ery Arias-Castro , Kenneth Kreutz-Delgado

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

High Energy Physics - Lattice · Physics 2021-06-04 Gurtej Kanwar

We apply the variational Monte Carlo method based on neural network quantum states, using a neural autoregressive flow architecture as our ansatz, to determine the ground state wave function of the bosonic SU($N$) Yang-Mills-type two-matrix…

High Energy Physics - Theory · Physics 2025-08-19 Norbert Bodendorfer , Onur Oktay , Vaibhav Gautam , Masanori Hanada , Enrico Rinaldi

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

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…

Condensed Matter · Physics 2009-10-31 W. M. C. Foulkes , Randolph Q. Hood , R. J. Needs

We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM). These models employ a classic mixed-effect regression structure with…

Methodology · Statistics 2023-10-24 Paolo Maranzano , Philipp Otto , Alessandro Fassò

We propose a new method, called MonteCarlo Posterior Fit, to boost the MonteCarlo sampling of likelihood (posterior) functions. The idea is to approximate the posterior function by an analytical multidimensional non-Gaussian fit. The many…

Cosmology and Nongalactic Astrophysics · Physics 2020-08-19 Luca Amendola , Adrià Gómez-Valent

We extend our low-scaling variational Monte Carlo (VMC) algorithm to optimize the symmetry projected Jastrow mean field (SJMF) wavefunctions. These wavefunctions consist of a symmetry-projected product of a Jastrow and a general…

Strongly Correlated Electrons · Physics 2019-06-19 Ankit Mahajan , Sandeep Sharma

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Soft Condensed Matter · Physics 2012-01-24 Qiang Wang

Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…

Methodology · Statistics 2022-06-27 Vivekananda Roy

We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

We give a detailed description of the so-called Polynomial Hybrid Monte Carlo (PHMC) algorithm. The effects of the correction factor, which is introduced to render the algorithm exact, are discussed, stressing their relevance for the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

Finding high-quality trial wave functions for quantum Monte Carlo calculations of light nuclei requires a strong intuition for modeling the interparticle correlations as well as large computational resources for exploring the space of…

Nuclear Theory · Physics 2026-05-29 Pengsheng Wen , Alexandros Gezerlis , Jeremy W. Holt

Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…

High Energy Physics - Lattice · Physics 2015-06-22 Arjun Singh Gambhir , Kostas Orginos