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Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

统计计算 · 统计学 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

Fixed-node diffusion Monte Carlo (FNDMC) is a stochastic quantum many-body method that has a great potential in electronic structure theory. We examine how FNDMC satisfies exact constraints, linearity and derivative discontinuity of total…

化学物理 · 物理学 2019-10-16 Matej Ditte , Matus Dubecky

Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows…

强关联电子 · 物理学 2016-08-23 Norm M. Tubman , Joonho Lee , Tyler Y. Takeshita , Martin Head-Gordon , K. Birgitta Whaley

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

统计计算 · 统计学 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

统计计算 · 统计学 2020-08-31 Nariankadu D. Shyamalkumar , Sanvesh Srivastava

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…

数据结构与算法 · 计算机科学 2021-08-30 Nisheeth K. Vishnoi

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

统计计算 · 统计学 2023-07-13 Fareed Sheriff

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real, nonnegative amplitudes. This raises the question of whether classical Monte Carlo algorithms…

量子物理 · 物理学 2018-02-21 Jacob Bringewatt , William Dorland , Stephen P. Jordan , Alan Mink

Building upon Lagrangian mechanics on Wess's $q$-commutative spaces, we derive the $q$-deformed Hamiltonian dynamics as formulated by Lavagno et al. (2006). We then develop a computationally tractable scheme and propose a novel Hamiltonian…

数值分析 · 数学 2026-03-03 Xiaomei Yang , Zhiliang Deng

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

数值分析 · 计算机科学 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

We report exact expressions for atomic forces in the diffusion Monte Carlo (DMC) method when using nonlocal pseudopotentials. We present approximate schemes for estimating these expressions in both mixed and pure DMC calculations, including…

材料科学 · 物理学 2008-08-15 A. Badinski , R. J. Needs

This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…

计算物理 · 物理学 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

The conventional second-order Path Integral Monte Carlo method is plagued with the sign problem in solving many-fermion systems. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the…

计算物理 · 物理学 2015-06-23 Siu A. Chin

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

材料科学 · 物理学 2020-03-04 Yueqing Chang , Lucas K. Wagner

Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) are methods used to stochastically solve the radiative transport and diffusion equations, respectively. These methods combine into a hybrid transport-diffusion method we…

高能天体物理现象 · 物理学 2015-06-22 Ryan T. Wollaeger , Daniel R. van Rossum

Quantum Monte Carlo (QMC) is a powerful method to calculate accurate energies and forces for molecular systems. In this work, we demonstrate how we can obtain accurate QMC forces for the fluxional ethanol molecule at room temperature by…

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…

数值分析 · 数学 2022-03-18 Eric Hallman , Ilse C. F. Ipsen , Arvind Saibaba

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

计算物理 · 物理学 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…

强关联电子 · 物理学 2026-03-19 Finn L. Temmen , Martina Gisti , David J. Luitz , Thomas Luu , Johann Ostmeyer

Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…

材料科学 · 物理学 2024-03-19 Hyeondeok Shin , Kevin Gasperich , Tomas Rojas , Anh T. Ngo , Jaron T. Krogel , Anouar Benali