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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

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

Exponential observables, formulated as $\log \langle e^{\hat{X}}\rangle$ where $\hat{X}$ is an extensive quantity, play a critical role in study of quantum many-body systems, examples of which include the free-energy and entanglement…

Strongly Correlated Electrons · Physics 2024-05-28 Xu Zhang , Gaopei Pan , Bin-Bin Chen , Kai Sun , Zi Yang Meng

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

Lattice gauge theories coupled to fermionic matter account for many interesting phenomena in both high energy physics and condensed matter physics. Certain regimes, e.g. at finite fermion density, are difficult to simulate with traditional…

High Energy Physics - Lattice · Physics 2023-11-16 Julian Bender , Patrick Emonts , J. Ignacio Cirac

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez

In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…

Machine Learning · Statistics 2019-10-16 Ruosi Wan , Mingjun Zhong , Haoyi Xiong , Zhanxing Zhu

Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

Computation · Statistics 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

We present a simple trick that allows to consider the sum of all connected Feynman diagrams at fixed position of interaction vertices for general fermionic models. With our approach one achieves superior performance compared to Diagrammatic…

Strongly Correlated Electrons · Physics 2017-08-02 Riccardo Rossi

Quantum simulations are a powerful tool for exploring strongly correlated many-body phenomena. Yet, their reach is limited by the fermion sign problem, which causes configuration weights to become negative, compromising statistical…

Strongly Correlated Electrons · Physics 2025-12-04 Ryan Larson , Rubem Mondaini , Richard T. Scalettar

Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…

Computation · Statistics 2020-06-09 Akihiko Nishimura , David Dunson , Jianfeng Lu

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…

Atomic and Molecular Clusters · Physics 2009-11-07 Dario Bressanini , Gabriele Morosi , Massimo Mella

We develop a numerically exact method for the summation of irreducible Feynman diagrams for fermionic self-energy in the thermodynamic limit. The technique, based on the Diagrammatic Determinant Monte Carlo and its recent extension to…

Strongly Correlated Electrons · Physics 2019-09-11 Fedor Simkovic IV. , Evgeny Kozik

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

Strongly Correlated Electrons · Physics 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

In this talk I discuss a new possibility for stochastic representation of the fe rmion determinant. The method can be used for global Monte Carlo fermion algorit hms and is tested in the case of the Schwinger model.

High Energy Physics - Lattice · Physics 2009-11-10 Artan Borici

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…

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…

Computation · Statistics 2025-05-13 Michael C Sachs , Erin E Gabriel , Michael P Fay