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Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

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

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

An appropriate iterative scheme for the minimization of the energy, based on the variational Monte Carlo (VMC) technique, is introduced and compared with existing stochastic schemes. We test the various methods for the 1D Heisenberg ring…

Strongly Correlated Electrons · Physics 2009-11-11 Sandro Sorella

We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and consider the means by which constrained random…

Portfolio Management · Quantitative Finance 2010-08-24 William T. Shaw

We present a simple and efficient method to optimize within energy minimization the determinantal component of the many-body wave functions commonly used in quantum Monte Carlo calculations. The approach obtains the optimal wave function as…

Other Condensed Matter · Physics 2009-11-11 Anthony Scemama , Claudia Filippi

Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…

Computational Physics · Physics 2017-02-22 François Delyon , Bernard Bernu , Markus Holzmann

An algorithm is proposed to optimize quantum Monte Carlo (QMC) wave functions based on New ton's method and analytical computation of the first and second derivatives of the variati onal energy. This direct application of the variational…

Chemical Physics · Physics 2016-09-08 Xi Lin , Hongkai Zhang , Andrew M. Rappe

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

We study three wave function optimization methods based on energy minimization in a variational Monte Carlo framework: the Newton, linear and perturbative methods. In the Newton method, the parameter variations are calculated from the…

Chemical Physics · Physics 2015-06-26 Julien Toulouse , C. J. Umrigar

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

Quantum error mitigation (QEM) is a class of promising techniques for reducing the computational error of variational quantum algorithms. In general, the computational error reduction comes at the cost of a sampling overhead due to the…

Quantum Physics · Physics 2022-01-21 Yifeng Xiong , Soon Xin Ng , Lajos Hanzo

Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring…

Quantum Physics · Physics 2016-09-08 Stefan Heinrich

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…

Strongly Correlated Electrons · Physics 2017-02-07 Luning Zhao , Eric Neuscamman

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

Variational wave functions used in the variational Monte Carlo (VMC) method are extensively improved to overcome the biases coming from the assumed variational form of the wave functions. We construct a highly generalized variational form…

Strongly Correlated Electrons · Physics 2008-10-27 Daisuke Tahara , Masatoshi Imada

Modern quantum Monte Carlo (QMC) methods often capture electron correlation through both explicitly correlating Jastrow factors and small to mid-sized configuration interaction (CI) expansions. Here, we study the additional optimization…

Chemical Physics · Physics 2023-02-08 Scott M. Garner , Eric Neuscamman

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

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan