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In this paper, we consider a Monte Carlo simulation method (MinMC) that approximates prices and risk measures for a range $\Gamma$ of model parameters at once. The simulation method that we study has recently gained popularity [HS20, FPP22,…

Statistics Theory · Mathematics 2025-10-01 Nils Detering , Nicole Hufnagel , Paul Krühner

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

Computation · Statistics 2023-09-19 Xiongming Dai , Gerald Baumgartner

We show that for both single-Slater-Jastrow and Jastrow geminal power wave functions, the formal cost scaling of Hilbert space variational Monte Carlo can be reduced from fifth to fourth order in the system size, thus bringing it in line…

Strongly Correlated Electrons · Physics 2018-12-05 Haochuan Wei , Eric Neuscamman

The VB-QMC method is presented in this chapter. It consists of using in quantum Monte Carlo (QMC) approaches with a wave function expressed as a usually short expansion of classical Valence-Bond (VB) structures supplemented by a Jastrow…

Chemical Physics · Physics 2022-08-01 Slavko Radenković , Dominik Domin , Julien Toulouse , Benoît Braïda

The precise theoretical determination of the geometrical parameters of molecules at the minima of their potential energy surface and of the corresponding vibrational properties are of fundamental importance for the interpretation of…

Strongly Correlated Electrons · Physics 2013-06-19 Andrea Zen , Delyan Zhelyazov , Leonardo Guidoni

Variational wave function ansatze are an invaluable tool to study the properties of strongly correlated systems. We propose such a wave function, based on the theory of auxiliary fields and combining aspects of auxiliary-field quantum Monte…

Strongly Correlated Electrons · Physics 2024-03-13 Ryan Levy , Miguel A. Morales , Shiwei Zhang

Diffusion quantum Monte Carlo calculations with partial and full optimization of the guide function are carried out for the dissociation of the FeS molecule. For the first time, quantum Monte Carlo orbital optimization for transition metal…

Chemical Physics · Physics 2017-07-31 Kaveh Haghighi Mood , Arne Lüchow

A compression algorithm is introduced for multi-determinant wave functions which can greatly reduce the number of determinants that need to be evaluated in quantum Monte Carlo calculations. We have devised an algorithm with three levels of…

Computational Physics · Physics 2015-06-17 Gihan L. Weerasinghe , Pablo Lopez Rios , Richard J. Needs

Constructing more expressive ansatz has been a primary focus for quantum Monte Carlo, aimed at more accurate \textit{ab initio} calculations. However, with more powerful ansatz, e.g. various recent developed models based on neural-network…

Computational Physics · Physics 2023-08-07 Weizhong Fu , Weiluo Ren , Ji Chen

Multi-sample, importance-weighted variational autoencoders (IWAE) give tighter bounds and more accurate uncertainty estimates than variational autoencoders (VAE) trained with a standard single-sample objective. However, IWAEs scale poorly:…

Machine Learning · Statistics 2019-01-18 Laurence Aitchison

In this work, we report potential energy surfaces (PESs) of the sodium dimer calculated by variational (VMC) and lattice regularized diffusion Monte Carlo (LRDMC). The VMC calculation is accurate for determining the equilibrium distance and…

Chemical Physics · Physics 2020-06-02 Kousuke Nakano , Ryo Maezono , Sandro Sorella

We investigate the issue of optimization stability in variance-based state-specific variational Monte Carlo, discussing the roles of the objective function, the complexity of wave function ansatz, the amount of sampling effort, and the…

Chemical Physics · Physics 2022-12-20 Leon Otis , Eric Neuscamman

A central problem in quantum mechanics involves solving the Electronic Schrodinger Equation for a molecule or material. The Variational Monte Carlo approach to this problem approximates a particular variational objective via sampling, and…

Chemical Physics · Physics 2025-01-22 Daniel Freedman , Eyal Rozenberg , Alex Bronstein

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte…

Numerical Analysis · Mathematics 2023-10-16 Sundar Ganesh , Fabio Nobile

The Riccati-type nonlinear differential equation, also known as the Variable Phase Approach or Phase Function Method, is used to construct local inverse potentials for the \( ^3S_1 \) and \( ^1S_0 \) states of the deuteron. The Morse…

Nuclear Theory · Physics 2024-07-08 Anil Khachi , Gabor Balassa

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Monte Carlo matrix trace estimation is a popular randomized technique to estimate the trace of implicitly-defined matrices via averaging quadratic forms across several observations of a random vector. The most common approach to analyze the…

Statistics Theory · Mathematics 2024-10-23 Lior Horesh , Vasileios Kalantzis , Yingdong Lu , Tomasz Nowicki

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the…

Computation · Statistics 2020-03-05 Jan Kudlicka , Lawrence M. Murray , Thomas B. Schön , Fredrik Lindsten

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

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Machine Learning · Statistics 2026-01-30 James Cuin , Davide Carbone , Yanbo Tang , O. Deniz Akyildiz