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We examine the application of the Variational Monte Carlo (VMC) method to a cluster model for halo nuclei. Particular attention is paid to the error estimate in the presence of correlations in the underlying random walk. We analyse the…

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

mVMC (many-variable Variational Monte Carlo) is an open-source software based on the variational Monte Carlo method applicable for a wide range of Hamiltonians for interacting fermion systems. In mVMC, we introduce more than ten thousands…

We propose a new variational Monte Carlo (VMC) method with an energy variance extrapolation for large-scale shell-model calculations. This variational Monte Carlo is a stochastic optimization method with a projected correlated condensed…

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

Ab initio quantum Monte Carlo (QMC) methods are state-of-the-art electronic structure calculations based on highly parallelizable stochastic frameworks for accurate solutions of the many-body Schr{\"o}dinger equation, suitable for modern…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

We investigate two kinds of extensions for the variational Monte Carlo (VMC) method with the Pfaffian in the nuclear shell-model calculations. One is the extension to odd-mass nuclei, for which we find a new Pfaffian expression of the VMC…

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Deep learning has deeply changed the paradigms of many research fields. At the heart of chemical and physical sciences is the accurate ab initio calculation of many-body wavefunction, which has become one of the most notable examples to…

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,…

Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…

In this contribution, we propose a new computationally efficient method to combine Variational Inference (VI) with Markov Chain Monte Carlo (MCMC). This approach can be used with generic MCMC kernels, but is especially well suited to…

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

Neyman-Scott processes (NSPs) have been applied across a range of fields to model points or temporal events with a hierarchy of clusters. Markov chain Monte Carlo (MCMC) is typically used for posterior sampling in the model. However, MCMC's…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…