Related papers: Variance extrapolation method for neural-network v…
Techniques for approximately contracting tensor networks are limited in how efficiently they can make use of parallel computing resources. In this work we demonstrate and characterize a Monte Carlo approach to the tensor network…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
Accurate proton dose calculation using Monte Carlo (MC) is computationally demanding in workflows like robust optimisation, adaptive replanning, and probabilistic inference, which require repeated evaluations. To address this, we develop a…
Monte Carlo (MC) dropout is a simple and efficient ensembling method that can improve the accuracy and confidence calibration of high-capacity deep neural network models. However, MC dropout is not as effective as more compute-intensive…
When using recurrent neural networks (RNNs) it is common practice to apply trained models to sequences longer than those seen in training. This "extrapolating" usage deviates from the traditional statistical learning setup where guarantees…
We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and consider the means by which constrained random…
This review covers applications of quantum Monte Carlo methods to quantum mechanical problems in the study of electronic and atomic structure, as well as applications to statistical mechanical problems both of static and dynamic nature. The…
Neuronal ensemble inference is one of the significant problems in the study of biological neural networks. Various methods have been proposed for ensemble inference from their activity data taken experimentally. Here we focus on Bayesian…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
We perform excited-state variational Monte Carlo and diffusion Monte Carlo calculations using a simple and efficient wave function ansatz. This ansatz follows the recent variation-after-response formalism, accurately approximating a…
We study the applicability of a Deep Neural Network (DNN) approach to simulate one-dimensional non-relativistic fluid dynamics. Numerical fluid dynamical calculations are used to generate training data-sets corresponding to a broad range of…
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…
We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double-well. In classical (thermal)…
We explore the application of an extrapolative method that yields very accurate total and relative energies from variational and diffusion quantum Monte Carlo (VMC and DMC) results. For a trial wave function consisting of a small…
Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…
We propose a quantum Monte Carlo scheme capable of extracting large-scale data of R\'enyi entanglement entropy (EE) with high precision and low technical barrier. Instead of directly computing the ratio of two partition functions within…
Large deviation theory has provided important clues for the choice of importance sampling measures for Monte Carlo evaluation of exceedance probabilities. However, Glasserman and Wang [Ann. Appl. Probab. 7 (1997) 731--746] have given…
This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…