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A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

Machine Learning · Computer Science 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Machine Learning · Statistics 2023-10-03 Robert J. Webber , Michael Lindsey

We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through…

Methodology · Statistics 2008-12-02 Konstantinos Kalogeropoulos , Gareth O. Roberts , Petros Dellaportas

The Green's function Monte Carlo (GFMC) method provides accurate solutions to the nuclear many-body problem and predicts properties of light nuclei starting from realistic two- and three-body interactions. Controlling the GFMC fermion-sign…

Nuclear Theory · Physics 2023-04-07 Gurtej Kanwar , Alessandro Lovato , Noemi Rocco , Michael Wagman

Uncertainty propagation software can have unknown, inadvertent biases introduced by various means. This work is a case study in bias identification and reduction in one such software package, the Microwave Uncertainty Framework (MUF). The…

Applications · Statistics 2019-09-04 Michael Frey , Benjamin F. Jamroz , Amanda Koepke , Jacob D. Rezac , Dylan Williams

Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…

Materials Science · Physics 2024-03-19 Hyeondeok Shin , Kevin Gasperich , Tomas Rojas , Anh T. Ngo , Jaron T. Krogel , Anouar Benali

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

Strongly-coupled fermionic systems can support a variety of low-energy phenomena, giving rise to collective condensation, symmetry breaking and a rich phase structure. We explore the potential of worldline Monte Carlo methods for analyzing…

High Energy Physics - Theory · Physics 2010-11-11 Gerald Dunne , Holger Gies , Klaus Klingmuller , Kurt Langfeld

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-12-05 Denis Belomestny , Stefan Häfner , Mikhail Urusov

Obtaining accurate solutions to the Schr\"odinger equation is the key challenge in computational quantum chemistry. Deep-learning-based Variational Monte Carlo (DL-VMC) has recently outperformed conventional approaches in terms of accuracy,…

Chemical Physics · Physics 2023-07-19 Michael Scherbela , Leon Gerard , Philipp Grohs

We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…

Strongly Correlated Electrons · Physics 2025-12-12 Zhou-Quan Wan , Shiwei Zhang

While it is empirically accepted that the fixed-node diffusion Monte-Carlo (FN-DMC) depends only weakly on the size of the one-particle basis sets used to expand its guiding functions, limits of this observation are not settled yet. Our…

Chemical Physics · Physics 2017-02-07 Matúš Dubecký

Quantum Monte Carlo (QMC) methods are powerful approaches for solving electronic structure problems. Although they often provide high-accuracy solutions, the precision of most QMC methods is ultimately limited by a trial wave function that…

Quantum Physics · Physics 2025-03-13 Nick S. Blunt , Laura Caune , Javiera Quiroz-Fernandez

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin