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Fixed node diffusion quantum Monte Carlo (FN-DMC) is an increasingly used computational approach for investigating the electronic structure of molecules, solids, and surfaces with controllable accuracy. It stands out among equally accurate…

Computational Physics · Physics 2019-10-03 Andrea Zen , Jan Gerit Brandenburg , Angelos Michaelides , Dario Alfè

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

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…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

The accuracy and efficiency of ab-initio quantum Monte Carlo (QMC) algorithms benefits greatly from compact variational trial wave functions that accurately reproduce ground state properties of a system. We investigate the possibility of…

Materials Science · Physics 2019-01-30 Shivesh Pathak , Lucas K. Wagner

In this article we study examples of systematic biases that can occur in quantum Monte Carlo methods due to the accumulation of non-linear expectation values, and approaches by which these errors can be corrected. We begin with a study of…

Strongly Correlated Electrons · Physics 2018-08-15 Nick S. Blunt , Ali Alavi , George H. Booth

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

In our previous publication we have mistakenly claimed that the applicability of the Hellmann-Feynman theorem in fixed-node quantum Monte Carlo calculations is not subject to the manner how the nodal boundary depends on an external…

Materials Science · Physics 2009-10-31 F. Schautz , H. -J. Flad

Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…

Chemical Physics · Physics 2017-04-26 Kittithat Krongchon , Brian Busemeyer , Lucas K. Wagner

Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…

Computation · Statistics 2020-06-09 Akihiko Nishimura , David Dunson , Jianfeng Lu

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…

Dynamical Systems · Mathematics 2017-10-03 Hao Zhang , Scott T. M. Dawson , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

The Monte Carlo method is a powerful tool for performing radiative equilibrium calculations, even in complex geometries. The main drawback of the standard Monte Carlo radiative equilibrium methods is that they require iteration, which makes…

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

Computation · Statistics 2019-11-19 Arya A. Pourzanjani , Linda R. Petzold

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

Quantum Monte Carlo (QMC) methods are some of the most accurate methods for simulating correlated electronic systems. We investigate the compatibility, strengths and weaknesses of two such methods, namely, diffusion Monte Carlo (DMC) and…

Computational Physics · Physics 2020-10-14 Fionn D. Malone , Anouar Benali , Miguel A. Morales , Michel Caffarel , P. R. C. Kent , Luke Shulenburger