相关论文: Asymptotics of Fixed Point Distributions for Inexa…

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…

We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…

We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…

This paper investigates the problem of finding a fixed point for a global nonexpansive operator under time-varying communication graphs in real Hilbert spaces, where the global operator is separable and composed of an aggregate sum of local…

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…

Within Full Configuration Interaction Quantum Monte Carlo, we investigate how the statistical error behaves as a function of the parameters which control the stochastic sampling. We define the inefficiency as a measure of the statistical…

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, and are not appropriate for approximate methods like…

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

We present a nonequilibrium strong-coupling approach to inhomogeneous systems of ultracold atoms in optical lattices. We demonstrate its application to the Mott-insulating phase of a two-dimensional Fermi-Hubbard model in the presence of a…

The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…

In this paper, we introduce a distributed algorithm that optimizes the Gaussian signal covariance matrices of multi-antenna users transmitting to a common multi-antenna receiver under imperfect and possibly delayed channel state…

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

We introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…

We propose and analyze an implicit mass-matrix penalization (IMMP) technique which enables efficient and exact sampling of the (Boltzmann/Gibbs) canonical distribution associated to Hamiltonian systems with fast degrees of freedom (fDOFs).…

The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…