Related papers: Weighted integration over a cube based on digital …

Silica is an abundant component of the Earth whose crystalline polymorphs play key roles in its structure and dynamics. As the simplest silicates, understanding pure silica is a prerequisite to understanding the rocky part of the Earth, its…

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…

This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…

Systems of correlated quantum matter can be a steep challenge to any would-be method of solution. Matrix-product state (MPS)-based methods can describe 1D systems quasiexactly, but often struggle to retain sufficient bipartite entanglement…

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Weighted model counting (WMC) is a popular framework to perform probabilistic inference with discrete random variables. Recently, WMC has been extended to weighted model integration (WMI) in order to additionally handle continuous…

We extend the recently developed Quantum Quasi-Monte Carlo (QQMC) approach to obtain the full frequency dependence of Green functions in a single calculation. QQMC is a general approach for calculating high-order perturbative expansions in…

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Quantum error mitigation (QEM) is a class of promising techniques for reducing the computational error of variational quantum algorithms. In general, the computational error reduction comes at the cost of a sampling overhead due to the…

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

Electronic structure of the manganese oxide solid is studied by the quantum Monte Carlo (QMC) methods. The trial wavefunctions are built using orbitals from unrestricted Hartree-Fock and Density Functional Theory, and the electron-electron…

Nuclear physics seeks to describe both bound and unbound states within a unified predictive framework. While coordinate-space Quantum Monte Carlo (QMC) methods have successfully computed bound states for systems with $A \leq 12$, their…

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-randompoint sets,…

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives:…

This article investigates the integration of quasi-Monte Carlo (QMC) methods using the Adaptive Multiple Importance Sampling (AMIS). Traditional Importance Sampling (IS) often suffers from poor performance since it heavily relies on the…