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We perform dynamical QCD simulations with $n_f=2$ overlap fermions by hybrid Monte-Carlo method on $6^4$ to $8^3\times 16$ lattices. We study the problem of topological sector changing. A new method is proposed which works without…
In this paper, we propose a general analysis framework for inexact power iteration, which can be used to efficiently solve high dimensional eigenvalue problems arising from quantum many-body problems. Under the proposed framework, we…
We present a dual representation of the partition function of the charged scalar field in which the complex action problem at non-zero chemical potential is absent. In this dual representation Monte Carlo simulations are possible and we…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
We test the scaling behaviour of Wilson, hypercube, maximally twisted mass and overlap fermion actions in dynamical simulations of the 2-dimensional massive Schwinger model. We also present possibilities to simulate overlap fermions…
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…
This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…
We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for…
We present a systematic and comprehensive study of finite-size effects in diffusion quantum Monte Carlo calculations of metals. Several previously introduced schemes for correcting finite-size errors are compared for accuracy and efficiency…
By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…
We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hoelder or Sobolev spaces. First we discuss optimal deterministic and randomized algorithms. Then we add a new…
The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…
We present a new approach to the study of equilibrium properties in many-body quantum physics. Our method takes inspiration from Density Matrix Quantum Monte Carlo and incorporates new crucial features. First of all, the dynamics is…
Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…
Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
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…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…
Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties…
Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…