Related papers: The Hybrid Monte Carlo Algorithm for Quantum Chrom…
A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…
The choice of appropriate interaction models is among the major disadvantages of conventional methods such as molecular dynamics and Monte Carlo simulations. On the other hand, the so-called reverse Monte Carlo (RMC) method, based on…
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
We present a hybrid quantum-classical Green's function Monte Carlo (GFMC) algorithm for estimating the excited states of the nuclear shell model. The conventional GFMC method, widely used to find the ground state of a quantum many-body…
We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…
For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…
This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…
Monte Carlo simulations using a hybrid quantum and classical mechanical potential were performed for crystal and amorphous-like HCl-water(n) clusters The subsystem composed by HCl and one water molecule was treated within Density Functional…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…
We report on coding and performance of our polynomial hybrid Monte Carlo program on the Earth Simulator. At present the entire program achieves 25--40% efficiency. An analysis of overheads shows that a tuning of inter-node communications is…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…
Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature of numerical integrals that are now routinely encountered. For integrands with $d$-dimensions and derivatives of order…
Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring…
The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…
The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…
We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…