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Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…

Computation · Statistics 2025-12-23 Ravi Prasad

The computational cost of quantum Monte Carlo (QMC) calculations of realistic periodic systems depends strongly on the method of storing and evaluating the many-particle wave function. Previous work [A. J. Williamson et al., Phys. Rev.…

Computational Physics · Physics 2014-10-31 William D. Parker , C. J. Umrigar , Dario Alfè , Richard G. Hennig , John W. Wilkins

Rydberg atom arrays are programmable quantum simulators capable of preparing interacting qubit systems in a variety of quantum states. Due to long experimental preparation times, obtaining projective measurement data can be relatively slow…

Quantum Physics · Physics 2022-05-11 Stefanie Czischek , M. Schuyler Moss , Matthew Radzihovsky , Ejaaz Merali , Roger G. Melko

Variational Monte Carlo and Green's function Monte Carlo are powerful tools for calculations of properties of light nuclei using realistic two-nucleon and three-nucleon potentials. Recently the GFMC method has been extended to multiple…

Nuclear Theory · Physics 2009-11-10 Steven C. Pieper

We propose a methodology for computing single and multi-asset European option prices, and more generally expectations of scalar functions of (multivariate) random variables. This new approach combines the ability of Monte Carlo simulation…

Computational Finance · Quantitative Finance 2019-10-21 Damir Filipović , Kathrin Glau , Yuji Nakatsukasa , Francesco Statti

We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…

Strongly Correlated Electrons · Physics 2026-02-27 Kexin Feng , Chuang Chen , Zi Yang Meng

Pulsar timing arrays (PTAs) detect low-frequency gravitational waves (GWs) by looking for correlated deviations in pulse arrival times. Current Bayesian searches use Markov Chain Monte Carlo (MCMC) methods, which struggle to sample the…

Instrumentation and Methods for Astrophysics · Physics 2023-03-08 Gabriel E. Freedman , Aaron D. Johnson , Rutger van Haasteren , Sarah J. Vigeland

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Phys. Rev. B {\bf 79}, 195117 (2009), {\it ibid.} {\bf 80}, 125110 (2009)] is shown to be an accurate and robust method for calculating the ground state of atoms and molecules. By…

Strongly Correlated Electrons · Physics 2015-05-14 Michal Bajdich , Murilo L. Tiago , Randolph Q. Hood , Paul R. C. Kent , Fernando A. Reboredo

The introduction of Neural Quantum States (NQS) has recently given a new twist to variational Monte Carlo (VMC). The ability to systematically reduce the bias of the wave function ansatz renders the approach widely applicable. However,…

Computational Physics · Physics 2023-02-08 Markus Schmitt , Moritz Reh

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

An algorithm for separating the high- and low-frequency molecular dynamics modes in Hybrid Monte Carlo simulations of gauge theories with dynamical fermions is presented. The separation is based on splitting the pseudo-fermion action into…

High Energy Physics - Lattice · Physics 2008-11-26 A. Ali Khan , T. Bakeyev , M. Göckeler , R. Horsley , D. Pleiter , P. Rakow , A. Schäfer , G. Schierholz , H. Stüben

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

In this article, we present a method for computing accurate and scalable nuclear forces within the phaseless auxiliary-field quantum Monte Carlo (AFQMC) framework. Our approach leverages automatic differentiation of the energy functional to…

Chemical Physics · Physics 2026-02-16 Jo S. Kurian , Ankit Mahajan , Sandeep Sharma

Ab initio quantum Monte Carlo (QMC) methods are state-of-the-art electronic structure calculations based on highly parallelizable stochastic frameworks for accurate solutions of the many-body Schr{\"o}dinger equation, suitable for modern…

Chemical Physics · Physics 2026-04-07 Kousuke Nakano , Stefano Battaglia , Jürg Hutter

Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…

Machine Learning · Computer Science 2021-04-22 Sifan Liu , Art B. Owen

We present a reduced-scaling auxiliary-field quantum Monte Carlo (AFQMC) framework designed for large molecular systems and ensembles, with or without coupling to optical cavities. Our approach leverages the natural block sparsity of…

Chemical Physics · Physics 2026-02-03 Yu Zhang

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

We present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…

Strongly Correlated Electrons · Physics 2019-01-16 Stefan Krieg , Thomas Luu , Johann Ostmeyer , Philippos Papaphilippou , Carsten Urbach

Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…

Quantum Physics · Physics 2026-01-29 Massimo Solinas , Agnes Valenti , Nawaf Bou-Rabee , Roeland Wiersema

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang
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