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A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on the one hand, includes a sufficiency of equivalent point sets,…

Computational Physics · Physics 2008-02-03 Fred James , Jiri Hoogland , Ronald Kleiss

We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…

Condensed Matter · Physics 2007-05-23 Nikolai Prokof'ev , Boris Svistunov , Igor Tupitsyn

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

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

Overlap between two neural quantum states can be computed through Monte Carlo sampling by evaluating the unnormalized probability amplitudes on a subset of basis configurations. Due to the presence of probability amplitude ratios in the…

Quantum Physics · Physics 2023-11-28 Tomasz Szołdra

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Quantum Monte Carlo method is applied to fractional quantum Hall systems. The use of the linear programming method enables us to avoid the negative-sign problem in the Quantum Monte Carlo calculations. The formulation of this method and the…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Sei Suzuki , Tatsuya Nakajima

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

Strongly Correlated Electrons · Physics 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

Bayesian statistics in the frame of the maximum entropy concept has widely been used for inferential problems, particularly, to infer dynamic properties of strongly correlated fermion systems from Quantum-Monte-Carlo (QMC) imaginary time…

Condensed Matter · Physics 2016-08-31 W. von der Linden , R. Preuss , W. Hanke

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

Variational quantum Monte Carlo calculations are reported for the bulk GaAs semiconductor in order to present values for the ground-state energy, the lattice constant, the bulk modulus, and some derived properties. The statistical accuracy…

mtrl-th · Physics 2009-10-30 H. Eckstein , W. Schattke , M. Reigrotzki , R. Redmer

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

This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…

Quantum Physics · Physics 2024-09-26 Guglielmo Mazzola

This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…

Risk Management · Quantitative Finance 2011-03-30 Kevin Dowd , John Cotter

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

Point defects are of interest for many applications, from quantum sensing to modifying bulk properties of materials. Because of their localized orbitals, the electronic states are often strongly correlated, which has led to a proliferation…

Strongly Correlated Electrons · Physics 2025-05-05 Kevin G. Kleiner , Sonali Joshi , Woncheol Lee , Alexander Hampel , Malte Rösner , Cyrus E. Dreyer , Lucas K. Wagner

We establish a practical and easy-to-implement sequential stopping rule for the martingale central limit theorem, focusing on Monte Carlo methods for estimating the mean of a non-iid sequence of martingale difference type. Starting with an…

Statistics Theory · Mathematics 2026-03-24 Jiezhong Wu , Reiichiro Kawai

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li
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