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We present a variational Monte Carlo algorithm for estimating the lowest excited states of a quantum system which is a natural generalization of the estimation of ground states. The method has no free parameters and requires no explicit…

Computational Physics · Physics 2024-09-04 David Pfau , Simon Axelrod , Halvard Sutterud , Ingrid von Glehn , James S. Spencer

The use of neural network parametrizations to represent the ground state in variational Monte Carlo (VMC) calculations has generated intense interest in recent years. However, as we demonstrate in the context of the periodic Heisenberg spin…

Chemical Physics · Physics 2023-06-23 Huan Zhang , Robert J. Webber , Michael Lindsey , Timothy C. Berkelbach , Jonathan Weare

The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced. Typically a number of the initial states are attributed to…

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case…

Machine Learning · Statistics 2015-07-22 Ingmar Schuster

The osmotic equation of state for the athermal bond fluctuation model on the simple cubic lattice is obtained from extensive Monte Carlo simulations. For short macromolecules (chain length N=20) we study the influence of various choices for…

Soft Condensed Matter · Physics 2009-11-13 V. A. Ivanov , E. A. An , L. A. Spirin , M. R. Stukan , M. Mueller , W. Paul , K. Binder

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To…

High Energy Physics - Phenomenology · Physics 2024-11-08 Prasanth Shyamsundar , Jacob L. Scott , Stephen Mrenna , Konstantin T. Matchev , Kyoungchul Kong

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

We present a new method for modeling electronically excited states that overcomes a key failing of linear response theory by allowing the underlying ground state ansatz to relax in the presence of an excitation. The method is variational,…

Chemical Physics · Physics 2016-09-21 Eric Neuscamman

We introduce a novel method of efficiently simulating the non-equilibrium steady state of large many-body open quantum systems with highly non-local interactions, based on a variational Monte Carlo optimization of a matrix product operator…

Quantum Physics · Physics 2024-09-18 Dawid A. Hryniuk , Marzena H. Szymańska

This paper is concerned with the problem of state estimation for discrete-time linear systems in the presence of additional (equality or inequality) constraints on the state (or estimate). By use of the minimum variance duality, the…

Optimization and Control · Mathematics 2021-12-08 Prabhat K. Mishra , Girish Chowdhary , Prashant G. Mehta

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

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…

Computational Finance · Quantitative Finance 2014-02-04 Fabian Dickmann , Nikolaus Schweizer

A method is introduced to optimize excited state trial wave functions. The method is applied to ground and vibrationally excited states of bosonic van der Waals clusters of upto seven particles. Employing optimized trial wavefunctions with…

Chemical Physics · Physics 2007-05-23 M. P. Nightingale , Vilen Melik-Alaverdian

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

Strongly Correlated Electrons · Physics 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity,…

Statistics Theory · Mathematics 2011-06-14 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

This article presents a simple but effective and efficient approach to improve the accuracy and stability of Least-Squares Monte Carlo. The key idea is to construct the ansatz of conditional expected continuation payoff using the…

General Finance · Quantitative Finance 2025-11-05 Jiawei Huo

In this work, we investigate the fidelity of orbital optimization in variational Monte Carlo to improve diffusion Monte Carlo results on correlated magnetic systems, using CrSBr as a model system. We compare the performance of different…

Strongly Correlated Electrons · Physics 2026-04-27 Cody A. Melton , Jaron T. Krogel

Modern quantum Monte Carlo (QMC) methods often capture electron correlation through both explicitly correlating Jastrow factors and small to mid-sized configuration interaction (CI) expansions. Here, we study the additional optimization…

Chemical Physics · Physics 2023-02-08 Scott M. Garner , Eric Neuscamman

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin