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In Monte Carlo integration an accurate and reliable determination of the numerical intregration error is essential. We point out the need for an independent estimate of the error on this error, for which we present an unbiased estimator. In…

Numerical Analysis · Mathematics 2016-10-12 R. Bakx , R. H. P. Kleiss , F. Versteegen

Although Hamiltonian Monte Carlo has proven an empirical success, the lack of a rigorous theoretical understanding of the algorithm has in many ways impeded both principled developments of the method and use of the algorithm in practice. In…

Methodology · Statistics 2014-10-21 M. J. Betancourt , Simon Byrne , Samuel Livingstone , Mark Girolami

We show how to perform measurement-based quantum computing on qudits (high-dimensional quantum systems) using alternative resource states beyond the cluster state. Estimating overheads for gate decomposition, we find that generalizing…

Quantum Physics · Physics 2026-02-13 Alena Romanova , Wolfgang Dür

The quantum Monte Carlo algorithm is arguably one of the most powerful computational many-body methods, enabling accurate calculation of many properties in interacting quantum systems. In the presence of the so-called sign problem, the…

Strongly Correlated Electrons · Physics 2018-02-23 Chia-Chen Chang , Miguel A. Morales

Current reporting of results based on Markov chain Monte Carlo computations could be improved. In particular, a measure of the accuracy of the resulting estimates is rarely reported. Thus we have little ability to objectively assess the…

Statistics Theory · Mathematics 2009-09-29 James M. Flegal , Murali Haran , Galin L. Jones

Quantum Monte Carlo methods are powerful numerical tools to accurately solve the Schr\"odinger equation for nuclear systems, a necessary step to describe the structure and reactions of nuclei and nucleonic matter starting from realistic…

Nuclear Theory · Physics 2020-05-01 Stefano Gandolfi , Diego Lonardoni , Alessandro Lovato , Maria Piarulli

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

I consider the problem of integrating a function $f$ over the $d$-dimensional unit cube. I describe a multilevel Monte Carlo method that estimates the integral with variance at most $\epsilon^{2}$ in $O(d+\ln(d)d_{t}\epsilon^{-2})$ time,…

Computation · Statistics 2022-09-21 Nabil Kahalé

Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…

Condensed Matter · Physics 2018-05-01 S. De Palo , S. Conti , S. Moroni

Trading fidelity for scale enables approximate classical simulators such as matrix product states (MPS) to run quantum circuits beyond exact methods. A control parameter, the so-called bond dimension $\chi$ for MPS, governs the allocated…

Quantum Physics · Physics 2023-01-03 Maxime Dupont , Nicolas Didier , Mark J. Hodson , Joel E. Moore , Matthew J. Reagor

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

Machine Learning · Computer Science 2026-01-21 Aaron Pim , Tristan Pryer

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

Condensed Matter · Physics 2009-10-30 Chien-Jung Huang , C. J. Umrigar , M. P. Nightingale

In a recent work arXiv:2201.07655v2 we showed that there is a constant $\lambda >0$ such that it is possible to efficiently classically simulate a quantum system in which (i) qudits are placed on the nodes of a graph, (ii) each qudit…

Quantum Physics · Physics 2026-05-04 Sahar Atallah , Michael Garn , Yukuan Tao , Shashank Virmani

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…

Chemical Physics · Physics 2022-08-17 Antoine Bienvenu , Jonas Feldt , Julien Toulouse , Roland Assaraf

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

In order to investigate the effects of nonmagnetic impurities in strongly correlated systems, Quantum Monte Carlo (QMC) simulations have been carried out for the doped two-dimensional Hubbard model with one nonmagnetic impurity. Using a…

Strongly Correlated Electrons · Physics 2009-11-10 N. Bulut

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