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Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

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…

Strongly Correlated Electrons · Physics 2017-10-12 William Huggins , C. Daniel Freeman , Miles Stoudenmire , Norm M. Tubman , K. Birgitta Whaley

We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…

Strongly Correlated Electrons · Physics 2026-03-17 David Linteau , Saverio Moroni , Giuseppe Carleo , Markus Holzmann

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error,…

Statistical Mechanics · Physics 2015-06-25 M. E. J. Newman , R. G. Palmer

We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…

Astrophysics of Galaxies · Physics 2014-12-04 Eugene Vasiliev

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…

Chemical Physics · Physics 2022-08-17 Antoine Bienvenu , Jonas Feldt , Julien Toulouse , Roland Assaraf

The generation of unit-weight events for complex scattering processes presents a severe challenge to modern Monte Carlo event generators. Even when using sophisticated phase-space sampling techniques adapted to the underlying transition…

High Energy Physics - Phenomenology · Physics 2022-05-18 Katharina Danziger , Timo Janßen , Steffen Schumann , Frank Siegert

We comment on the reweighting method in the chemical potential $(\mu_{\rm q})$ direction. We study the fluctuation of the reweighting factor during Monte-Carlo steps. We find that it is the absolute value of the reweighting factor that…

High Energy Physics - Lattice · Physics 2017-08-23 Shinji Ejiri

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. We take advantage of a basic property of the walker configuration distribution…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo , Randolph Q. Hood , Paul R. C. Kent

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo…

Statistical Mechanics · Physics 2016-02-24 L. Velazquez , J. C. Castro-Palacio

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

The dynamics of samples in the continuous-imaginary-time quantum world-line Monte Carlo simulations with extended ensembles are investigated. In the case of a conventional flat ensemble on the one-dimensional quantum S=1 bi-quadratic model,…

Statistical Mechanics · Physics 2011-11-10 Kenji Harada , Yuto Kuge

Diffusion Monte Carlo (DMC) is one of the most accurate techniques available for calculating the electronic properties of molecules and materials, yet it often remains a challenge to economically compute forces using this technique. As a…

Chemical Physics · Physics 2022-11-15 Cancan Huang , Brenda M. Rubenstein