Related papers: Simulations with Complex Measure
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…
Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…
Sign problem in quantum Monte Carlo (QMC) simulation appears to be an extremely hard yet interesting problem. In this article, we present a pedagogical overview on the origin of the sign problem in various quantum Monte Carlo simulation…
The sign problem is a key challenge in computational physics, encapsulating our inability to properly understand many important quantum many-body phenomena in physics, chemistry and the material sciences. Despite its centrality, the…
As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…
We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…
The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…
We propose a general scheme to create time sequences that fulfill given constraints but are random otherwise. Significance levels for nonlinearity tests are as usually obtained by Monte Carlo resampling. In a new scheme, constraints…
We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…
Using single cluster flip Monte Carlo simulations we accurately determine new finite size scaling functions which are expressed only in terms the variable $x = \xi_L / L$, where $\xi_L$ is the correlation length in a finite system of size…
We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…
We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies,…
The problem of identifying the phase of a given system for a certain value of the temperature can be reformulated as a classification problem in Machine Learning. Taking as a prototype the Ising model and using the Support Vector Machine as…
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…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…
This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…
Lattice models with complex actions are important for the understanding of matter at finite densities, but not accessible by the standard Monte Carlo techniques due to the sign problem. Here we derive a new approach for avoiding the complex…