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Monte Carlo simulation is an important tool for modeling highly nonlinear systems (like particle colliders and cellular membranes), and random, floating-point numbers are their fuel. These random samples are frequently generated via the…

Computation · Statistics 2018-02-16 Keith Pedersen

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

Random samples of quantum states with specific properties are useful for various applications, such as Monte Carlo integration over the state space. In the high-dimensional situations that one encounters already for a few qubits, the…

Quantum Physics · Physics 2026-02-02 Weijun Li , Rui Han , Jiangwei Shang , Hui Khoon Ng , Berthold-Georg Englert

Monte Carlo sampling techniques have been proposed as a strategy to reduce the computational cost of contractions in tensor network approaches to solving many-body systems. Here we put forward a variational Monte Carlo approach for the…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

Conditional Monte Carlo (CMC) has been widely used for sensitivity estimation with discontinuous integrands as a standard simulation technique. A major limitation of using CMC in this context is that finding conditioning variables to ensure…

Probability · Mathematics 2016-03-22 Guiyun Feng , Guangwu Liu

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

We present a protocol for Interleaved Randomized Benchmarking of arbitrary quantum gates using Monte Carlo sampling of quantum states. It is generally applicable, including non-Clifford gates while preserving key advantages of Randomized…

Quantum Physics · Physics 2017-07-11 Tobias Chasseur , Daniel M. Reich , Christiane P. Koch , Frank K. Wilhelm

We propose a method for eliminating the truncation error associated with any subspace diagonalization calculation. The new method, called stochastic error correction, uses Monte Carlo sampling to compute the contribution of the remaining…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee , Nathan Salwen , Mark Windoloski

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for…

Strongly Correlated Electrons · Physics 2013-05-29 S. Fuchs , T. Pruschke , M. Jarrell

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

In regimes of low signal strengths and therefore a small signal-to-noise ratio, standard data analysis methods often fail to accurately estimate system properties. We present a method based on Monte Carlo simulations to effectively restore…

We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…

Chemical Physics · Physics 2022-08-17 Antoine Bienvenu , Jonas Feldt , Julien Toulouse , Roland Assaraf

We propose novel scale-invariant error estimators for the Monte Carlo and multilevel Monte Carlo estimation of mean and variance. For any linear transformation of the distribution of the quantity of interest, the computation cost across…

Numerical Analysis · Mathematics 2025-12-09 Sharana Kumar Shivanand , Bojana Rosić

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…

Strongly Correlated Electrons · Physics 2018-10-02 Mohammad-Sadegh Vaezi , Abolhassan Vaezi

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang
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