相关论文: A Monte Carlo algorithm for efficient large matrix…

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

In this paper, we describe a reliable symbolic computational algorithm for inverting general cyclic heptadiagonal matrices by using parallel computing along with recursion. The algorithm is implementable to the Computer Algebra System(CAS)…

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…

Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…

In recent years there has been much interest in the Monte Carlo tree search algorithm, a new, adaptive, randomized optimization algorithm. In fields as diverse as Artificial Intelligence, Operations Research, and High Energy Physics,…

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of…

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…