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Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

Coupled cluster theory is one of the most accurate electronic structure methods for predicting ground and excited state chemistry. However, the presence of numerical artifacts at electronic degeneracies, such as complex energies, has made…

Chemical Physics · Physics 2024-05-16 Eirik F. Kjønstad , Sara Angelico , Henrik Koch

State-of-the-art optimization is steadily shifting towards massively parallel pipelines with extremely large batch sizes. As a consequence, CPU-bound preprocessing and disk/memory/network operations have emerged as new performance…

Machine Learning · Computer Science 2020-10-27 Naman Agarwal , Rohan Anil , Tomer Koren , Kunal Talwar , Cyril Zhang

We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…

Data Structures and Algorithms · Computer Science 2016-09-01 Alexandros V Gerbessiotis

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

Computation · Statistics 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

In the molecular quantum chemistry community, coupled-cluster (CC) methods are well-recognized for their systematic convergence and reliability. The extension of the theory to extended systems has been comparably recent, so that…

Chemical Physics · Physics 2024-10-31 Andreas Grüneis , Evgeny Moerman , Matthias Scheffler , Tonghao Shen , Igor Ying Zhang

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

The development of multireference coupled cluster (MRCC) techniques has remained an open area of study in electronic structure theory for decades due to the inherent complexity of expressing a multi-configurational wavefunction in the…

Chemical Physics · Physics 2023-05-24 Maria-Andreea Filip , Alex J. W. Thom

The coupled cluster method is considered a gold standard in quantum chemistry, reliably giving energies that are exact within chemical accuracy (1.6 mHartree). However, even in the CCSD approximation, where the cluster operator is truncated…

Chemical Physics · Physics 2023-03-10 Simon Elias Schrader , Simen Kvaal

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

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

We discuss a new Monte Carlo algorithm for the simulation of complex fluids. This algorithm employs geometric operations to identify clusters of particles that can be moved in a rejection-free way. It is demonstrated that this geometric…

Statistical Mechanics · Physics 2015-06-25 Erik Luijten , Jiwen Liu

In this paper we solve on GPUs massive problems with large amount of data, which are not appropriate for solution with the SIMD technology. For the given problem we consider a three-level parallelization. The multithreading of CPU is used…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-02-18 Natalya Litvinenko

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang

This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…

Numerical Analysis · Mathematics 2018-06-27 Ajay Jasra , Kody Law , Yaxian Xu

Monte Carlo Tree Search (MCTS) is a widely used approach for policy improvement through search with increasing popularity for real world applications. Due to the sequential and deterministic nature of its search, runtime-scaling of MCTS…

Machine Learning · Computer Science 2026-05-22 Yaniv Oren , Viliam Vadocz , Joery A. de Vries , Wendelin Böhmer , Matthijs T. J. Spaan , Hendrik Baier

In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…

Methodology · Statistics 2022-10-03 Robert Millar , Jinglai Li , Hui Li

A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…

Computational Physics · Physics 2026-05-14 Hong Deng , Liyan Luo , Lei Wu