Related papers: Simulations with Complex Measures
Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…
We explore different ways of incorporating accurate trial wave functions into free projection auxiliary field quantum Monte Carlo (fp-AFQMC). Trial states employed include coupled cluster singles and doubles, multi-Slater, and symmetry…
In a wide range of statistical learning problems such as ranking, clustering or metric learning among others, the risk is accurately estimated by $U$-statistics of degree $d\geq 1$, i.e. functionals of the training data with low variance…
We present a strategy to alleviate the sign problem in continuous-time quantum Monte Carlo (CTQMC) simulations of the dynamical-mean-field-theory (DMFT) equations for the spin-orbit-coupled multiorbital Hubbard model. We first identify the…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…
This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…
Using a novel finite size scaling Monte Carlo technique, we calculate the four, six and eight point renormalized coupling constants defined at zero momentum for the three dimensional Ising system. Our values of the six and eight point…
While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…
Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…
Monte Carlo simulations are powerful tools for understanding the effects of radiation interactions within detector devices allowing not only to evaluate typical estimates for experimental measurements and to serve as means for designing…
Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…
Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…
Using the specific model of a system of like charged ions confined between two planar like charged surfaces, we compare the predictions for the energy and density profile of four simulation methods available to treat the long range Coulomb…
Lefschetz thimbles have been proposed recently as a possible solution to the complex action problem (sign problem) in Monte Carlo simulations. Here we discuss pure abelian gauge theory with a complex coupling $\beta$ and apply the concept…
The study of lattice gauge theories with Monte Carlo simulations is hindered by the infamous sign problem that appears under certain circumstances, in particular at non-zero chemical potential. So far, there is no universal method to…
The \emph{ab initio} path integral Monte Carlo (PIMC) method is one of the most successful methods in statistical physics, quantum chemistry and related fields, but its application to quantum degenerate Fermi systems is severely hampered by…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
Quantum Monte Carlo belongs to the most accurate simulation techniques for quantum many-particle systems. However, for fermions, these simulations are hampered by the sign problem that prohibits simulations in the regime of strong…
We discuss the sign problem arising in Monte Carlo simulations of frustrated quantum spin systems. We show that for a class of ``semi-frustrated'' systems (Heisenberg models with ferromagnetic couplings $J_z(r) < 0$ along the $z$-axis and…