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A recently developed Quantum Monte Carlo algorithm based on the stochastic evolution of Hartree-Fock states has been applied to compute the static correlation functions of a one-dimensional model of attractively interacting two component…

Atomic Physics · Physics 2009-11-10 Yvan Castin , Iacopo Carusotto

The Algorithms for Lattice Fermions package provides a general code for the finite temperature auxiliary field quantum Monte Carlo algorithm. The code is engineered to be able to simulate any model that can be written in terms of sums of…

Strongly Correlated Electrons · Physics 2017-08-17 Martin Bercx , Florian Goth , Johannes S. Hofmann , Fakher F. Assaad

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…

Statistical Mechanics · Physics 2015-03-19 E. A. J. F. Peters , G. de With

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Monte-Carlo sampling of lattice model Hamiltonians is a well-established technique in statistical mechanics for studying the configurational entropy of crystalline materials. When species to be distributed on the lattice model carry charge,…

Materials Science · Physics 2022-10-05 Fengyu Xie , Peichen Zhong , Luis Barroso-Luque , Bin Ouyang , Gerbrand Ceder

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

We introduce a method that combines the power of both the lattice Green function Monte Carlo (LGFMC) with the auxiliary field techniques (AFQMC), and allows us to compute exact ground state properties of the Hubbard model for U<~ 4t on…

Strongly Correlated Electrons · Physics 2015-06-03 Sandro Sorella

In this paper, we propose a discontinuous Hamilton Monte Carlo (DHMC) to sample from dimensional varying distributions, and particularly the grand canonical ensemble. The DHMC was proposed in [Biometrika, 107(2)] for discontinuous potential…

Numerical Analysis · Mathematics 2025-05-16 Lei Li , Xiangxian Luo , Yinchen Luo

Several algorithms have been proposed to calculate the spatial entanglement spectrum from high order Renyi entropies. In this work we present an alternative approach for computing the entanglement spectrum with quantum Monte Carlo for both…

Strongly Correlated Electrons · Physics 2014-09-05 Norm M. Tubman , D. ChangMo Yang

Simulating the evolution of the local universe is important for studying galaxies and the intergalactic medium in a way free of cosmic variance. Here we present a method to reconstruct the initial linear density field from an input…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-22 Huiyuan Wang , H. J. Mo , Xiaohu Yang , Y. P. Jing , W. P. Lin

Motivated by recent experiments with a Penning ion trap quantum simulator, we perform numerically exact Stochastic Series Expansion quantum Monte Carlo simulations of long-range transverse-field Ising models on a triangular lattice for…

Statistical Mechanics · Physics 2016-03-15 Stephan Humeniuk

For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…

Numerical Analysis · Mathematics 2022-03-18 Eric Hallman , Ilse C. F. Ipsen , Arvind Saibaba

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

We investigate the leading-twist transverse momentum-dependent distribution functions (TMDs) for a physical electron, a spin-1/2 composite system consisting of a bare electron and a photon, using the Basis Light-front Quantization (BLFQ)…

High Energy Physics - Phenomenology · Physics 2021-02-10 Zhi Hu , Siqi Xu , Chandan Mondal , Xingbo Zhao , James P. Vary

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

Computation · Statistics 2017-03-16 Alexandros Beskos , Ajay Jasra , Kody Law , Youssef Marzouk , Yan Zhou

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) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Populations and Evolution · Quantitative Biology 2017-06-26 Vu Dinh , Arman Bilge , Cheng Zhang , Frederick A. Matsen

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang