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This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…

History and Philosophy of Physics · Physics 2016-11-23 Tilman Sauer

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…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

A cell lists method based on doubly linked lists and with complexity O(N) is developed for particle deletion and insertion in reaction ensemble Monte Carlo simulation. Because the random move in Metropolis algorithm can be reduced to…

Computational Physics · Physics 2020-03-13 Shaoyun Wang , Chaohui Tong

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD)…

Computational Physics · Physics 2017-03-13 Yihao Liang , Xiangjun Xing , Yaohang Li

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…

Biological Physics · Physics 2015-05-28 Elijah Flenner , Lorant Janosi , Bogdan Barz , Adrian Neagu , Gabor Forgacs , Ioan Kosztin

An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…

Statistical Mechanics · Physics 2007-05-23 Jurij Smakov , Kenji Harada , Naoki Kawashima

The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…

Methodology · Statistics 2013-10-14 S. Pandolfi , F. Bartolucci , N. Friel

The development of statistical methods and numerical algorithms for model choice is vital to many real-world applications. In practice, the ABC approach can be instrumental for sequential model design; however, the theoretical basis of its…

Methodology · Statistics 2011-06-30 Oliver Ratmann , Pierre Pudlo , Sylvia Richardson , Christian Robert

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

Computation · Statistics 2025-12-03 David M. Zoltowski , Skyler Wu , Xavier Gonzalez , Leo Kozachkov , Scott W. Linderman

We present an overview of the variational and diffusion quantum Monte Carlo methods as implemented in the CASINO program. We particularly focus on developments made in the last decade, describing state-of-the-art quantum Monte Carlo…

Computational Physics · Physics 2025-12-24 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios , J. R. Trail

In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Itay Hen

Starting from an exact lower bound on the imaginary-time propagator, we present a Path-Integral Quantum Monte Carlo method that can handle singular attractive potentials. We illustrate the basic ideas of this Quantum Monte Carlo algorithm…

Computational Physics · Physics 2009-11-07 J. S. Kole , H. De Raedt

We introduce a novel many body method which combines two powerful many body techniques, viz., quantum Monte Carlo and coupled cluster theory. Coupled cluster wave functions are introduced as importance functions in a Monte Carlo method…

Nuclear Theory · Physics 2013-12-04 Alessandro Roggero , Abhishek Mukherjee , Francesco Pederiva

An investigation is in progress to evaluate extensively and quantitatively the possible benefits and drawbacks of new programming paradigms in a Monte Carlo simulation environment, namely in the domain of physics modeling. The prototype…

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. These methods are most powerful when combined with…

Computation · Statistics 2015-07-01 Espen Bernton , Shihao Yang , Yang Chen , Neil Shephard , Jun S. Liu