Related papers: Improving Variational Monte Carlo Optimization by …
We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…
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…
Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…
Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…
The variational quantum eigensolver (VQE) remains one of the most popular near-term quantum algorithms for solving the electronic structure problem. Yet, for its practicality, the main challenge to overcome is improving the quantum…
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…
Computation of ionic forces using quantum Monte Carlo methods has long been a challenge. We introduce a simple procedure, based on known properties of physical electronic densities, to make the variance of the Hellmann-Feynman estimator…
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
With Wendelstein 7-X now up and running, and the construction of ITER proceeding, predicting fast-ion losses to sensitive plasma-facing components and detectors is gaining significant interest. A common recipe to perform such studies is to…
We introduce an efficient approach to implement correlated many-body trial wave functions in auxiliary-field quantum Monte Carlo (AFQMC). To control the sign/phase problem in AFQMC, a constraint is derived from an exact gauge condition but…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
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…
A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…
We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…