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Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

We propose a method for eliminating the truncation error associated with any subspace diagonalization calculation. The new method, called stochastic error correction, uses Monte Carlo sampling to compute the contribution of the remaining…

High Energy Physics - Lattice · Physics 2009-10-31 Dean Lee , Nathan Salwen , Mark Windoloski

Quantum simulations are a powerful tool for exploring strongly correlated many-body phenomena. Yet, their reach is limited by the fermion sign problem, which causes configuration weights to become negative, compromising statistical…

Strongly Correlated Electrons · Physics 2025-12-04 Ryan Larson , Rubem Mondaini , Richard T. Scalettar

Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…

Computational Physics · Physics 2017-02-22 François Delyon , Bernard Bernu , Markus Holzmann

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

Probability · Mathematics 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

A Monte Carlo sampling of diagrammatic corrections to the non-crossing approximation is shown to provide numerically exact estimates of the long-time dynamics and steady state properties of nonequilibrium quantum impurity models. This…

Strongly Correlated Electrons · Physics 2012-12-21 Emanuel Gull , David R. Reichman , Andrew J. Millis

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

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

In quantum Monte Carlo (QMC) methods, energy estimators are calculated as the statistical average of the Markov chain sampling of energy estimator along with an associated statistical error. This error estimation is not straightforward and…

Computational Physics · Physics 2022-04-26 Tom Ichibha , Kenta Hongo , Ryo Maezono , Alex J. W. Thom

We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is…

Probability · Mathematics 2011-05-05 Konrad Abramowicz , Oleg Seleznjev

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

Computation · Statistics 2021-12-16 Aden Forrow , Ruth E. Baker

The quantum phase transition of the one-dimensional long-range transverse-field Ising model is explored by combining the quantum Monte Carlo method and stochastic parameter optimization, specifically achieved by tuning correlation ratios so…

Statistical Mechanics · Physics 2024-12-05 Sora Shiratani , Synge Todo

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

We extend correlated sampling from classical auxiliary-field quantum Monte Carlo to the quantum-classical (QC-AFQMC) framework, enabling accurate nuclear force computations crucial for geometry optimization and reaction dynamics. Stochastic…

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

The multi-configurational self-consistent field theory is considered the standard starting point for almost all multireference approaches required for strongly-correlated molecular problems. The limitation of the approach is generally given…

Chemical Physics · Physics 2015-10-14 Robert E. Thomas , Qiming Sun , Ali Alavi , George H. Booth