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The recently developed linear combination of atomic potentials (LCAP) approach [M.Wang et al., J. Am. Chem. Soc., 128, 3228 (2006)] allows continuous optimization in discrete chemical space and thus is quite useful in the design of…

Chemical Physics · Physics 2009-11-13 Xiangqian Hu , David N. Beratan , Weitao Yang

Recently, Syljuasen and Sandvik proposed a new framework for constructing algorithms of quantum Monte Carlo simulation. While it includes new classes of powerful algorithms, it is not straightforward to find an efficient algorithm for a…

Statistical Mechanics · Physics 2009-11-07 Kenji Harada , Naoki Kawashima

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

The interpretation of experimental measurements at the LHC requires accurate theoretical predictions for exclusive observables, and in particular the summation of soft and collinear radiation to all orders in perturbation theory. We report…

High Energy Physics - Phenomenology · Physics 2015-02-13 Michael Czakon , Michael Krämer , Malgorzata Worek

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

High Energy Physics - Lattice · Physics 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

We consider the scattering of light in participating media composed of sparsely and randomly distributed discrete particles. The particle size is expected to range from the scale of the wavelength to the scale several orders of magnitude…

Graphics · Computer Science 2021-02-25 Jie Guo , Bingyang Hu , Yanjun Chen , Yuanqi Li , Yanwen Guo , Ling-Qi Yan

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

An overview is given over the recently developed and now widely used Monte Carlo algorithms with reduced or eliminated critical slowing down. The basic techniques are overrelaxation, cluster algorithms and multigrid methods. With these…

High Energy Physics - Lattice · Physics 2011-04-15 Ulli Wolff

Scattering amplitudes computed at a fixed loop order, along with any other object computed in perturbative quantum field theory, can be expressed as a linear combination of a finite basis of loop integrals. To compute loop amplitudes in…

High Energy Physics - Phenomenology · Physics 2018-10-04 Alessandro Georgoudis , Kasper J. Larsen , Yang Zhang

The chapter contains a detailed presentation of the surface integral theory for modelling light diffraction by surface-relief diffraction gratings having a one-dimensional periodicity. Several different approaches are presented, leading…

Optics · Physics 2014-06-03 Daniel Maystre , Evgeny Popov

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

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr

This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…

Machine Learning · Statistics 2020-09-30 Shakir Mohamed , Mihaela Rosca , Michael Figurnov , Andriy Mnih

The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…

Numerical Analysis · Mathematics 2015-11-10 Jerome Droniou , Robert Eymard , Raphaele Herbin
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