Related papers: A New Exact Method for Dynamical Fermion Computati…

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a powerful method of Bayesian inference that exploits underlying geometric information of the posterior distribution in order to efficiently traverse the parameter space. However, the…

We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

The hierarchical equations of motion (HEOM) approach is an accurate method to simulate open system quantum dynamics, which allows for systematic convergence to numerically exact results. To represent the effects of the bath, the reservoir…

We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

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…

To evaluate the effectiveness of machine learning in systems with competing interactions, we developed a self-learning quantum Monte Carlo (SLQMC) method to simulate the phase transition in the classical Holstein-spin-fermion model. In…

We present a quantum Monte Carlo (QMC) technique for calculating the exact finite-temperature properties of Bose-Fermi mixtures. The Bose-Fermi Auxiliary-Field Quantum Monte Carlo (BF-AFQMC) algorithm combines two methods, a…

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Hyper-heuristic is a new methodology for the adaptive hybridization of meta-heuristic algorithms to derive a general algorithm for solving optimization problems. This work focuses on the selection type of hyper-heuristic, called the…

We propose using Normalizing Flows as a trainable kernel within the molecular dynamics update of Hamiltonian Monte Carlo (HMC). By learning (invertible) transformations that simplify our dynamics, we can outperform traditional methods at…

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

Determinant Quantum Monte Carlo (DQMC) provides numerically exact solutions for strongly correlated fermionic systems but faces significant computational challenges with increasing system size. While submatrix updates were originally…