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Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

We report variational and diffusion quantum Monte Carlo (VMC and DMC) studies of the binding curve of the ground-state chromium dimer. We employed various single determinant (SD) or multi-determinant (MD) wavefunctions multiplied by a…

Chemical Physics · Physics 2012-04-06 Kenta Hongo , Ryo Maezono

We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequential Monte Carlo (cSMC) algorithm introduced in…

Methodology · Statistics 2018-09-10 Sinan Yıldırım , Christophe Andrieu , Arnaud Doucet

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Tianchen Zhao , Saibal De , Brian Chen , James Stokes , Shravan Veerapaneni

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

Quantum Monte Carlo (QMC) methods are powerful approaches for solving electronic structure problems. Although they often provide high-accuracy solutions, the precision of most QMC methods is ultimately limited by a trial wave function that…

Quantum Physics · Physics 2025-03-13 Nick S. Blunt , Laura Caune , Javiera Quiroz-Fernandez

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

Dynamical mean-field theory (DMFT) is one of the most widely used theoretical methods for electronic structure calculations, providing self-consistent solutions even in low-temperature regimes, which are exact in the limit of infinite…

Strongly Correlated Electrons · Physics 2023-09-06 Johan Carlström

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

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

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…

Numerical Analysis · Mathematics 2020-01-07 Martin Eigel , Reinhold Schneider , Philipp Trunschke , Sebastian Wolf

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. In this work, we look at these transition probabilities as…

Probability · Mathematics 2024-10-01 Rocco Caprio , Adam M. Johansen

Quantum Monte Carlo methods have proven to predict atomic and bulk properties of light and non-light elements with high accuracy. Here we report on the first variational quantum Monte Carlo (VMC) calculations for solid surfaces. Taking the…

Materials Science · Physics 2009-10-31 R. Bahnsen , H. Eckstein , W. Schattke , N. Fitzer , R. Redmer