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An efficient algorithm is constructed for contracting two-dimensional tensor networks under periodic boundary conditions. The central ingredient is a novel renormalization step that scales linearly with system size, i.e. from $L \to L+1$.…

Strongly Correlated Electrons · Physics 2025-04-17 Gleb Fedorovich , Lukas Devos , Jutho Haegeman , Laurens Vanderstraeten , Frank Verstraete , Atsushi Ueda

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

The real-world effectiveness of deep neural networks often depends on their latency, thereby necessitating optimization techniques that can reduce a model's inference time while preserving its performance. One popular approach is to…

Machine Learning · Computer Science 2024-10-10 Jakob Hartmann , Guoliang He , Eiko Yoneki

This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit…

Numerical Analysis · Mathematics 2022-03-25 Quentin Ayoul-Guilmard , Anthony Nouy , Christophe Binetruy

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…

Atomic and Molecular Clusters · Physics 2009-11-07 Dario Bressanini , Gabriele Morosi , Massimo Mella

In this note, variational Monte Carlo method based on neural quantum states for spin systems is reviewed. Using a neural network as the wave function allows for a more generalized expression of various types of interactions, including…

Strongly Correlated Electrons · Physics 2024-06-04 Yuntai Song

The approximation of a high-dimensional vector by a small combination of column vectors selected from a fixed matrix has been actively debated in several different disciplines. In this paper, a sampling approach based on the Monte Carlo…

Information Theory · Computer Science 2016-10-05 Tomoyuki Obuchi , Yoshiyuki Kabashima

We extend the formalism of entanglement renormalization to the study of boundary critical phenomena. The multi-scale entanglement renormalization ansatz (MERA), in its scale invariant version, offers a very compact approximation to quantum…

Strongly Correlated Electrons · Physics 2010-11-02 G. Evenbly , R. N. C. Pfeifer , V. Pico , S. Iblisdir , L. Tagliacozzo , I. P. McCulloch , G. Vidal

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

Adaptive Monte Carlo methods are recent variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance sampling techniques presented by Vazquez-Abad…

Computational Finance · Quantitative Finance 2011-04-28 Bernard Lapeyre , Jérôme Lelong

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

In recent years, the variational Monte Carlo (VMC) calculations of projected entangled pair states (PEPS) has emerged as a competitive method for computing the ground states of many-body quantum systems. This method is particularly…

Strongly Correlated Electrons · Physics 2025-09-22 Yantao Wu , Zhehao Dai

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

Tensor network states provide an efficient class of states that faithfully capture strongly correlated quantum models and systems in classical statistical mechanics. While tensor networks can now be seen as becoming standard tools in the…

Quantum Physics · Physics 2022-09-27 A. Nietner , B. Vanhecke , F. Verstraete , J. Eisert , L. Vanderstraeten

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin