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We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…

Computation · Statistics 2017-07-26 Ingmar Schuster , Heiko Strathmann , Brooks Paige , Dino Sejdinovic

A major challenge in the pharmaceutical industry is to design novel molecules with specific desired properties, especially when the property evaluation is costly. Here, we propose MNCE-RL, a graph convolutional policy network for molecular…

Machine Learning · Computer Science 2020-11-17 Chencheng Xu , Qiao Liu , Minlie Huang , Tao Jiang

While Diffusion Monte Carlo (DMC) is in principle an exact stochastic method for \textit{ab initio} electronic structure calculations, in practice the fermionic sign problem necessitates the use of the fixed-node approximation and trial…

Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…

Condensed Matter · Physics 2009-10-31 W. M. C. Foulkes , Randolph Q. Hood , R. J. Needs

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

In this paper, we study the problem of sampling from a given probability density function that is known to be smooth and strongly log-concave. We analyze several methods of approximate sampling based on discretizations of the (highly…

Statistics Theory · Mathematics 2024-02-26 Arnak S. Dalalyan , Avetik G. Karagulyan

We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport equation with a Bhatnagar-Gross-Krook (BGK) collision…

Numerical Analysis · Mathematics 2020-10-23 Bert Mortier , Pieterjan Robbe , Martine Baelmans , Giovanni Samaey

Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…

Strongly Correlated Electrons · Physics 2020-01-29 Iliya Sabzevari , Ankit Mahajan , Sandeep Sharma

Sampling minimum energy grain boundary (GB) structures in the five-dimensional crystallographic phase space can provide much-needed insight into how GB crystallography affects various interfacial properties. However, the complexity and…

Materials Science · Physics 2018-09-10 Arash Dehghan Banadaki , Mark A. Tschopp , Srikanth Patala

This paper considers the problem of sampling from non-logconcave distribution, based on queries of its unnormalized density. It first describes a framework, Denoising Diffusion Monte Carlo (DDMC), based on the simulation of a denoising…

Machine Learning · Statistics 2024-10-31 Ye He , Kevin Rojas , Molei Tao

The concept of molecular similarity appears in many machine-learning algorithms based on the assumption that molecules with similar representations will also share similar properties. In this work, we propose a new way to study similarity…

Chemical Physics · Physics 2025-02-07 Jan Weinreich , Konstantin Karandashev , Guido Falk von Rudorff

We devise an approach for targeted molecular design, a problem of interest in computational drug discovery: given a target protein site, we wish to generate a chemical with both high binding affinity to the target and satisfactory…

Artificial Intelligence · Computer Science 2018-09-07 Tristan Aumentado-Armstrong

Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a variant wherein the gradient of the distribution is used…

Applications · Statistics 2022-01-21 Mariya Mamajiwala , Debasish Roy , Serge Guillas

We report diffusion Monte Carlo (DMC) calculations on MgO in the rock-salt and CsCl structures. The calculations are based on Hartree-Fock pseudopotentials, with the single-particle orbitals entering the correlated wave function being…

Strongly Correlated Electrons · Physics 2016-08-16 D. Alfè , M. Alfredsson , J. Brodholt , M. J. Gillan M. D. Towler , R. J. Needs

Structure-based drug design (SBDD) aims to efficiently discover high-affinity ligands within vast chemical spaces. However, current generative models struggle with objective misalignment and rigid sampling budgets. We present MolFORM, a…

Computational Engineering, Finance, and Science · Computer Science 2026-02-26 Daiheng Zhang , Zhao Zhang

The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…

Computational Physics · Physics 2026-02-26 Ehsan Roohi , Ahmad Shoja-Sani , Stefan Stefanov

A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…

Strongly Correlated Electrons · Physics 2009-11-10 Jaebeom Yoo , Shailesh Chandrasekharan , Harold U. Baranger

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Selective adsorption in a two-dimensional model of a binary hard-disk mixture on patterned adhesive surfaces is studied using grand canonical Monte Carlo simulations. The two species have equal diameters and equal bulk chemical potentials,…

Soft Condensed Matter · Physics 2026-05-21 Nazar Kukarkin , Taras Patsahan