相关论文: The Feynman Path Goes Monte Carlo

A challenging problem in probabilistic programming is to develop inference algorithms that work for arbitrary programs in a universal probabilistic programming language (PPL). We present the nonparametric involutive Markov chain Monte Carlo…

One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…

We report the quantum phase diagram of a one-dimensional Coulomb wire obtained using the path integral Monte Carlo (PIMC) method. The exact knowledge of the nodal points of this system permits us to find the energy in an exact way, solving…

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances…

The fermion sign problem, the biggest obstacle in quantum Monte Carlo calculations, is completely solved in this paper. Here, we find a strategy, in which the contribution from those negative-weighted paths is thoroughly cancelled or…

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…

The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…

This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…

Picard--Lefschetz theory is applied to path integrals of quantum mechanics, in order to compute real-time dynamics directly. After discussing basic properties of real-time path integrals on Lefschetz thimbles, we demonstrate its…

This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

We give a brief discussion of the recently developed Constrained-Path Monte Carlo Method. This method is a quantum Monte Carlo technique that eliminates the fermion sign problem plaguing simulations of systems of interacting electrons. The…

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of…

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…