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Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

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

We introduce a Monte Carlo Virtual Element estimator based on Virtual Element discretizations for stochastic elliptic partial differential equations with random diffusion coefficients. We prove estimates for the statistical approximation…

Numerical Analysis · Mathematics 2026-04-16 Paola F. Antonietti , Francesca Bonizzoni , Ilaria Perugia , Marco Verani

We introduce an extension of the time-dependent variational Monte Carlo (tVMC) method that adaptively controls the expressivity of the variational quantum state during the simulation of the dynamics. This adaptive tVMC (atVMC) approach is…

Quantum Physics · Physics 2026-01-09 Raffaele Salioni , Rocco Martinazzo , Davide Emilio Galli , Christian Apostoli

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

Quantum Monte Carlo methods are first-principle approaches that approximately solve the Schr\"odinger equation stochastically. As compared to traditional quantum chemistry methods, they offer important advantages such as the ability to…

Chemical Physics · Physics 2020-02-11 Jonas Feldt , Claudia Filippi

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

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

We present a study of spin-unpolarized and spin-polarized two-dimensional uniform electron liquids using variational and diffusion quantum Monte Carlo (VMC and DMC) methods with Slater-Jastrow-backflow trial wave functions. Ground-state VMC…

Strongly Correlated Electrons · Physics 2025-11-11 Sam Azadi , N. D. Drummond , S. M. Vinko

SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives:…

Computation · Statistics 2017-06-19 Nicolas Chopin , Mathieu Gerber

In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…

Computational Engineering, Finance, and Science · Computer Science 2008-09-25 T. Borogovac , F. J. Alexander , P. Vakili

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

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

We present two machine learning methodologies that are capable of predicting diffusion Monte Carlo (DMC) energies with small datasets (~60 DMC calculations in total). The first uses voxel deep neural networks (VDNNs) to predict DMC energy…

Mesoscale and Nanoscale Physics · Physics 2022-11-02 Kevin Ryczko , Jaron T. Krogel , Isaac Tamblyn

We investigate Monte Carlo energy and variance minimization techniques for optimizing many-body wave functions. Several variants of the basic techniques are studied, including limiting the variations in the weighting factors which arise in…

Condensed Matter · Physics 2009-10-31 P. R. C. Kent , R. J. Needs , G. Rajagopal

In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…

Computation · Statistics 2015-06-24 Nicholas G. Polson , James G. Scott

Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…

Computational Physics · Physics 2023-08-28 Shi-Xin Zhang , Zhou-Quan Wan , Hong Yao

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…

Chemical Physics · Physics 2017-04-26 Kittithat Krongchon , Brian Busemeyer , Lucas K. Wagner

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

Numerical Analysis · Mathematics 2016-06-22 Frances Y. Kuo , Dirk Nuyens
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