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Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

The ability of widely used sampling methods, such as molecular dynamics or Monte Carlo, to explore complex free energy landscapes is severely hampered by the presence of kinetic bottlenecks. A large number of solutions have been proposed to…

Statistical Mechanics · Physics 2014-08-29 Omar Valsson , Michele Parrinello

Accurate free energy representations are crucial for understanding phase dynamics in materials. We employ a scale-bridging approach to incorporate atomistic information into our free energy model by training a neural network on DFT-informed…

Computational Physics · Physics 2025-03-12 Jamie Holber , Krishna Garikipati

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

In this note, variational Monte Carlo method based on neural quantum states for spin systems is reviewed. Using a neural network as the wave function allows for a more generalized expression of various types of interactions, including…

Strongly Correlated Electrons · Physics 2024-06-04 Yuntai Song

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…

Computational Physics · Physics 2025-09-30 Jordan Northrop , Ilham Variansyah , Todd Palmer , Camille Palmer

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Computation · Statistics 2019-06-03 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Disordered Systems and Neural Networks · Physics 2020-01-22 Or Sharir , Yoav Levine , Noam Wies , Giuseppe Carleo , Amnon Shashua

Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…

Computational Physics · Physics 2019-09-25 Luigi Bonati , Yue-Yu Zhang , Michele Parrinello

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

We study the problem of reducing the variance of Monte Carlo estimators through performing suitable changes of the sampling measure which are induced by feedforward neural networks. To this end, building on the concept of vector stochastic…

Computational Finance · Quantitative Finance 2023-06-05 Aleksandar Arandjelović , Thorsten Rheinländer , Pavel V. Shevchenko

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

Identifying future congestion points in electricity distribution networks is an important challenge distribution system operators face. A proven approach for addressing this challenge is to assess distribution grid adequacy using…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Julian N. Betge , Barbera Droste , Jacco Heres , Simon H. Tindemans

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger