中文
相关论文

相关论文: Two-scale coupling for preconditioned Hamiltonian …

200 篇论文

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

We present a universal parameter-free quantum Monte Carlo (QMC) algorithm designed to simulate arbitrary spin-$1/2$ Hamiltonians. To ensure the convergence of the Markov chain to equilibrium for every conceivable case, we devise a clear and…

计算物理 · 物理学 2024-03-15 Lev Barash , Arman Babakhani , Itay Hen

This article introduces the Modified Parameterized Leapfrog Hamiltonian Monte Carlo (MPL-HMC) method, a novel extension of HMC addressing key limitations through tunable integration parameters $\alpha(\delta t)$ and $\beta(\delta t)$,…

统计计算 · 统计学 2026-02-17 Sourabh Bhattacharya

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

统计计算 · 统计学 2013-06-06 Ari Pakman , Liam Paninski

With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…

统计方法学 · 统计学 2011-12-20 Michael Betancourt , Leo C. Stein

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

数值分析 · 数学 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

Pareto hull peeling is a discrete algorithm, generalizing convex hull peeling, for sorting points in Euclidean space. We prove that Pareto peeling of a random point set in two dimensions has a scaling limit described by a first-order…

概率论 · 数学 2023-05-31 Ahmed Bou-Rabee , Peter S. Morfe

We develop Hybrid Monte Carlo (HMC) algorithms for constrained Hamiltonian systems of gauge- Higgs models and introduce a new observable for the constraint effective Higgs potential. We use an extension of the so-called Rattle algorithm to…

高能物理 - 格点 · 物理学 2020-05-15 Michael Günther , Roman Höllwieser , Francesco Knechtli

Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…

统计计算 · 统计学 2022-12-26 George M. Leigh , Amanda R. Northrop

We introduce novel upper bounds on the Hilbert space dimensions required to realize quantum correlations in Bell scenarios. We start by considering bipartite cases wherein one of the two parties has two settings and two outcomes. Regardless…

A one-dimensional model of electrons locally coupled to spin-1/2 degrees of freedom is studied by numerical techniques. The model is one in the class of $dynamic$ $Hubbard$ $models$ that describe the relaxation of an atomic orbital upon…

强关联电子 · 物理学 2009-11-07 J. E. Hirsch

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

统计方法学 · 统计学 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

计算物理 · 物理学 2016-04-05 Akihiko Nishimura , David Dunson

Among many types of quantum entanglement properties, the entanglement spectrum provides more abundant information than other observables. Exact diagonalization and density matrix renormalization group method could handle the system in…

强关联电子 · 物理学 2025-03-05 Weilun Jiang , Xiaofan Luo , Bin-Bin Mao , Zheng Yan

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

机器学习 · 统计学 2017-09-12 Kexin Yi , Finale Doshi-Velez

We introduce new affine invariant ensemble Markov chain Monte Carlo (MCMC) samplers that are easy to construct and improve upon existing methods, especially for high-dimensional problems. We first propose a simple derivative-free side move…

统计计算 · 统计学 2026-01-01 Yifan Chen

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…

数值分析 · 数学 2018-03-16 David Krieg

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

天体物理学 · 物理学 2008-11-26 Amir Hajian

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…

强关联电子 · 物理学 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

化学物理 · 物理学 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo