Related papers: The finite-temperature Monte Carlo method and its …
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…
The diagramatic Monte Carlo method has so far been primarily used in connection with the weak coupling expansion. Here we show that the strong coupling expansion offers a significant advantage: it can be efficiently implemented on both the…
The Particle-In-Cell (PIC) and Monte Carlo Collisions (MCC) methods are workhorses of many numerical simulations of physical systems. Recently, it was pointed out that, while the two methods can be exactly - or nearly - energy-conserving…
This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…
The \emph{ab initio} path integral Monte Carlo (PIMC) approach is one of the most successful methods in quantum many-body theory. A particular strength of this method is its straightforward access to imaginary-time correlation functions…
By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In…
We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…
Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…
We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…
Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…
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)…
A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…
We detail the use of simple machine learning algorithms to determine the critical Bose-Einstein condensation (BEC) critical temperature $T_\text{c}$ from ensembles of paths created by path-integral Monte Carlo (PIMC) simulations. We quickly…
Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…
We present extensive \textit{ab initio} path integral Monte Carlo (PIMC) simulations of two-dimensional quantum dipole systems in a harmonic confinement, taking into account both Bose- and Fermi-statistics. This allows us to study the…
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…
Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…
The response of the uniform electron gas (UEG) to an external perturbation is of paramount importance for many applications. Recently, highly accurate results for the static density response function and the corresponding local field…
The quantum harmonic oscillator is the fundamental building block to compute thermal properties of virtually any dielectric crystal at low temperatures in terms of phonons, extended further to cases with anharmonic couplings, or even…