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In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

Recurrent Neural Networks (RNNs) are vital for sequential data processing. Long Short-Term Memory Autoencoders (LSTM-AEs) are particularly effective for unsupervised anomaly detection in time-series data. However, inherent sequential…

Hardware Architecture · Computer Science 2026-03-17 Aimilios Leftheriotis , Dimosthenis Masouros , Dimitrios Soudris , George Theodoridis

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

In this paper, we provide non-asymptotic upper bounds on the error of sampling from a target density using three schemes of discretized Langevin diffusions. The first scheme is the Langevin Monte Carlo (LMC) algorithm, the Euler…

Statistics Theory · Mathematics 2021-12-07 Arnak S. Dalalyan , Avetik Karagulyan , Lionel Riou-Durand

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

In this paper, we present MCBench, a benchmark suite designed to assess the quality of Monte Carlo (MC) samples. The benchmark suite enables quantitative comparisons of samples by applying different metrics, including basic statistical…

Random Number Generators (RNGs) are crucial for applications ranging from cryptography to simulations. Depending on the source of randomness, RNGs are classified into Pseudo-Random Number Generators (PRNGs), True Random Number Generators…

Quantum Physics · Physics 2026-04-02 Anurag K. S. V. , Shubham Chouhan , K. Srinivasan , G. Raghavan , Kanaka Raju P

Resistive Random-Access Memory (ReRAM) crossbar arrays are promising candidates for in-situ matrix-vector multiplication (MVM), a frequent operation in Deep Learning algorithms. Despite their advantages, these emerging non-volatile memories…

Emerging Technologies · Computer Science 2024-12-05 Benyamin Khezeli , Hamid Reza Zarandi , Elham Cheshmikhani

Edge AI deployment faces critical challenges balancing computational performance, energy efficiency, and resource constraints. This paper presents FPGA-accelerated RISC-V instruction set architecture (ISA) extensions for efficient neural…

Hardware Architecture · Computer Science 2025-11-11 Arya Parameshwara , Santosh Hanamappa Mokashi

Monte Carlo (MC) simulation is considered as the most accurate method for radiation dose calculations. Accuracy of a source model for a linear accelerator is critical for the overall dose calculation accuracy. In this paper, we presented an…

Medical Physics · Physics 2015-03-06 Zhen Tian , Yongbao Li , Michael Folkerts , Feng Shi , Steve B. Jiang , Xun Jia

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…

Machine Learning · Computer Science 2021-04-22 Sifan Liu , Art B. Owen

Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…

Mesoscale and Nanoscale Physics · Physics 2016-02-26 L. N. Maurer , S. Mei , I. Knezevic

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Iterative Monte Carlo algorithm has been constructed and tested for quantification of X-ray fluorescence analysis in order to determine the atomic composition of solid materials. The calculation model uses simulation code MCNP6 that…

Computational Physics · Physics 2019-06-14 I. Szaloki , A. Gerenyi , G. Radocz

We design and implement HPMC, a scalable hard particle Monte Carlo simulation toolkit, and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees…

Soft Condensed Matter · Physics 2016-06-22 Joshua A. Anderson , M. Eric Irrgang , Sharon C. Glotzer

We present fastrerandomize, an R package for fast, scalable rerandomization in experimental design. Rerandomization improves precision by discarding treatment assignments that fail a prespecified covariate-balance criterion, but existing…

Computation · Statistics 2026-01-09 Rebecca Goldstein , Connor T. Jerzak , Aniket Kamat , Fucheng Warren Zhu

Inspired from quantum Monte Carlo, by using unbiased estimators all the time and sampling discrete and continuous variables at the same time using Metropolis algorithm, we present a novel, fast, and accurate high performance Monte Carlo…

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