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Importance sampling (IS) is a powerful Monte Carlo (MC) technique for approximating intractable integrals, for instance in Bayesian inference. The performance of IS relies heavily on the appropriate choice of the so-called proposal…

Computation · Statistics 2024-12-30 Ali Mousavi , Víctor Elvira

One of the many remarkable properties of graphene is that in the low energy limit the dynamics of its electrons can be effectively described by the massless Dirac equation. This has prompted investigations of graphene based on the lattice…

High Energy Physics - Lattice · Physics 2012-04-25 Richard Brower , Claudio Rebbi , David Schaich

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

In this work we propose an effective preconditioning technique to accelerate the steady-state simulation of large-scale memristor crossbar arrays (MCAs). We exploit the structural regularity of MCAs to develop a specially-crafted…

Emerging Technologies · Computer Science 2021-09-17 Rui Xie , Mingyang Song , Junzhuo Zhou , Jie Mei , Quan Chen

Fermions in an optical lattice near a wide Feshbach resonance are expected to be described by an effective Hamiltonian of the general Hubbard model with particle-assisted tunneling rates resulting from the strong atomic interaction [Phys.…

Other Condensed Matter · Physics 2009-11-13 T. Goodman , L. -M. Duan

A Bayesian re-analysis of published radial velocity data sets is providing evidence for additional planetary candidates. The nonlinear model fitting is accomplished with a new hybrid Markov chain Monte Carlo (HMCMC) algorithm which…

Earth and Planetary Astrophysics · Physics 2009-02-13 P. C. Gregory

Three possibilities to speed up the Hybrid Monte Carlo algorithm are investigated. Changing the step-size adaptively brings no practical gain. On the other hand, substantial improvements result from using an approximate Hamiltonian or a…

High Energy Physics - Lattice · Physics 2009-10-28 Philippe de Forcrand , Tetsuya Takaishi

In this paper, we propose Barrier Hamiltonian Monte Carlo (BHMC), a version of the HMC algorithm which aims at sampling from a Gibbs distribution $\pi$ on a manifold $\mathrm{M}$, endowed with a Hessian metric $\mathfrak{g}$ derived from a…

Machine Learning · Statistics 2023-10-31 Maxence Noble , Valentin De Bortoli , Alain Durmus

We investigate the effectiveness of tuning HMC parameters using information from the gradients of the HMC acceptance probability with respect to the parameters. In particular, the optimization of the trajectory length and parameters for…

High Energy Physics - Lattice · Physics 2024-02-08 James C. Osborn

Using state of the art Hybrid-Monte-Carlo (HMC) simulations we carry out an unbiased study of the competition between spin-density wave (SDW) and charge-density wave (CDW) order in suspended graphene. We determine that the realistic…

Strongly Correlated Electrons · Physics 2019-06-05 Pavel Buividovich , Dominik Smith , Maksim Ulybyshev , Lorenz von Smekal

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Statistics Theory · Mathematics 2022-08-04 Grégoire Clarté , Antoine Diez , Jean Feydy

High-fidelity quantum simulations demand hardware-software co-design architectures, which are crucial for adapting to complex problems such as strongly correlated dynamics in condensed matter. By leveraging co-design strategies, we can…

mVMC (many-variable Variational Monte Carlo) is an open-source software based on the variational Monte Carlo method applicable for a wide range of Hamiltonians for interacting fermion systems. In mVMC, we introduce more than ten thousands…

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

Two formidable bottlenecks to the applicability of QMC include: (1) the sign problem and (2) algorithmic update inefficiencies. In this thesis, I overcome both these difficulties for a class of problems by extending the fermion bag approach…

Strongly Correlated Electrons · Physics 2019-12-30 Emilie Huffman

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…

High Energy Physics - Lattice · Physics 2010-08-24 Timour Ten , Joaquín E. Drut , Timo A. Lähde

This article proposes a formalism which unifies Hamiltonian simulation techniques from different fields. This formalism leads to a competitive method to construct the Hamiltonian simulation with a comprehensible, simple-to-implement circuit…

Quantum Physics · Physics 2025-01-22 Robin Ollive , Stephane Louise