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In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on criteria evaluating the quality of the proposed particles. The choice of the proposal distribution…

Computation · Statistics 2008-08-25 Julien Cornebise , Eric Moulines , Jimmy Olsson

We present a fully detailed and highly performing implementation of the Linear Method [J. Toulouse and C. J. Umrigar (2007)] to optimize Jastrow-Feenberg and Backflow Correlations in many-body wave-functions, which are widely used in…

Strongly Correlated Electrons · Physics 2015-05-20 M. Motta , G. Bertaina , D. E. Galli , E. Vitali

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

In this paper, we propose an overlapping additive Schwarz method for total variation minimization based on a dual formulation. The $O(1/n)$-energy convergence of the proposed method is proven, where $n$ is the number of iterations. In…

Numerical Analysis · Mathematics 2021-02-05 Jongho Park

Neural Networks have been widely used to solve Partial Differential Equations. These methods require to approximate definite integrals using quadrature rules. Here, we illustrate via 1D numerical examples the quadrature problems that may…

Numerical Analysis · Mathematics 2022-03-09 Jon A. Rivera , Jamie M. Taylor , Ángel J. Omella , David Pardo

We extend our low-scaling variational Monte Carlo (VMC) algorithm to optimize the symmetry projected Jastrow mean field (SJMF) wavefunctions. These wavefunctions consist of a symmetry-projected product of a Jastrow and a general…

Strongly Correlated Electrons · Physics 2019-06-19 Ankit Mahajan , Sandeep Sharma

We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…

Numerical Analysis · Mathematics 2023-07-21 Niklas Baumgarten , Sebastian Krumscheid , Christian Wieners

We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To…

Machine Learning · Statistics 2019-05-29 Francisco J. R. Ruiz , Michalis K. Titsias

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

This study explores the application of neural network variational Monte Carlo (NN-VMC) for the computation of low-lying excited states in molecular systems. Our focus lies on the implementation and evaluation of two distinct methodologies,…

Computational Physics · Physics 2023-11-30 Zixiang Lu , Weizhong Fu

We perform excited-state variational Monte Carlo and diffusion Monte Carlo calculations using a simple and efficient wave function ansatz. This ansatz follows the recent variation-after-response formalism, accurately approximating a…

Strongly Correlated Electrons · Physics 2018-12-24 Nick S. Blunt , Eric Neuscamman

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Computation · Statistics 2025-03-05 Adrien Corenflos , Simo Särkkä

We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…

Optimization and Control · Mathematics 2019-02-26 Wooseok Ha , Rina Foygel Barber

There has been a large increase in the amount of work on hierarchical low-rank approximation methods, where the interest is shared by multiple communities that previously did not intersect. This objective of this article is two-fold; to…

Numerical Analysis · Computer Science 2016-02-09 Rio Yokota , Huda Ibeid , David Keyes

Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance…

Optimization and Control · Mathematics 2012-09-27 Shiqian Ma , Lingzhou Xue , Hui Zou

To make useful connections with experimental measurements, correlated electronic structure theories must accurately predict chemical properties in addition to energies. We present a finite-difference based algorithm to compute first-order…

Chemical Physics · Physics 2025-09-24 Leon Otis , Sri Gudivada , Marvin Friede , James Shee

These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…

Optimization and Control · Mathematics 2024-10-28 Charles Dossal , Samuel Hurault , Nicolas Papadakis

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…