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In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

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

Variational Monte Carlo (VMC) methods are used to sample classically from distributions corresponding to quantum states which have an efficient classical description. VMC methods are based on performing a number of steps of a Markov chain…

Quantum Physics · Physics 2023-10-27 Ashley Montanaro , Stasja Stanisic

In this work, we propose a smart idea to couple importance sampling and Multilevel Monte Carlo (MLMC). We advocate a per level approach with as many importance sampling parameters as the number of levels, which enables us to compute the…

Probability · Mathematics 2017-07-10 Ahmed Kebaier , Jérôme Lelong

When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…

Quantum Physics · Physics 2026-05-06 Wladislaw Krinitsin , Markus Schmitt

A two level sampling method is applied to variational Monte Carlo (VMC) that samples the one and two body parts of the wave function separately. The method is demonstrated on a single Li_2 molecule in free space and 32 H_2 molecules in a…

Computational Physics · Physics 2016-09-08 Mark Dewing

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…

Strongly Correlated Electrons · Physics 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In view of the shallow depth in near-term devices, the…

Quantum Physics · Physics 2024-10-03 Dinh-Long Vu , Bin Cheng , Patrick Rebentrost

Quantum computing, with its potential to enhance various machine learning tasks, allows significant advancements in kernel calculation and model precision. Utilizing the one-class Support Vector Machine alongside a quantum kernel, known for…

We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…

Statistical Mechanics · Physics 2009-10-31 Roland Assaraf , Michel Caffarel

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Quasi-Monte Carlo sampling can attain far better accuracy than plain Monte Carlo sampling. However, with plain Monte Carlo sampling it is much easier to estimate the attained accuracy. This article describes methods old and new to quantify…

Numerical Analysis · Mathematics 2025-07-16 Art B. Owen

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the…

Machine Learning · Statistics 2017-08-01 Francois-Xavier Briol , Chris J. Oates , Jon Cockayne , Wilson Ye Chen , Mark Girolami

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

The term ``sequential Monte Carlo methods'' or, equivalently, ``particle filters,'' refers to a general class of iterative algorithms that performs Monte Carlo approximations of a given sequence of distributions of interest (\pi_t). We…

Statistics Theory · Mathematics 2007-06-13 Nicolas Chopin

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

We provide theoretical convergence bounds for the variational Monte Carlo (VMC) method as applied to optimize neural network wave functions for the electronic structure problem. We study both the energy minimization phase and the supervised…

Machine Learning · Computer Science 2025-03-07 Nilin Abrahamsen , Zhiyan Ding , Gil Goldshlager , Lin Lin

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond
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