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We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…

Statistics Theory · Mathematics 2018-04-20 Charles Doss , James M. Flegal , Galin L. Jones , Ronald C. Neath

We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm, and show that this variant can be considered as a sequential Monte Carlo sampler with a modified mutation kernel. We prove that the new sampler…

Computation · Statistics 2009-11-11 G. W. Peters , Y. Fan , S. A. Sisson

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

Strongly Correlated Electrons · Physics 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

The optimization of neural wave functions in variational Monte Carlo crucially relies on a robust convergence criterion. While the energy variance is theoretically a definitive measure, its practical application as a primary convergence…

Quantum Physics · Physics 2025-11-03 Huan-Chen Shi , Er-Liang Cui , Dan Zhou

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We investigate the use of different variational principles in quantum Monte Carlo, namely energy and variance minimization, prompted by the interest in the robust and accurate estimate of electronic excited states. For two prototypical,…

Chemical Physics · Physics 2021-11-19 Alice Cuzzocrea , Anthony Scemama , Wim J. Briels , Saverio Moroni , Claudia Filippi

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

Atomic force calculations within the variational and diffusion quantum Monte Carlo (VMC and DMC) methods are described. The advantages of calculating DMC forces with the "pure" rather than the "mixed" probability distribution are discussed.…

Materials Science · Physics 2010-02-15 A. Badinski , P. D. Haynes , J. R. Trail , R. J. Needs

We review the method of stochastic error correction which eliminates the truncation error associated with any subspace diagonalization. Monte Carlo sampling is used to compute the contribution of the remaining basis vectors not included in…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Jiangwei Shang , Yi-Lin Seah , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

Quantum Monte Carlo data are often afflicted with distributions that resemble lognormal probability distributions and consequently their statistical analysis can not be based on simple Gaussian assumptions. To this extent a method is…

Condensed Matter · Physics 2007-05-23 Mervlyn Moodley