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Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…

Optimization and Control · Mathematics 2020-10-28 Donghwan Kim , Jeffrey A. Fessler

We present a generalization of the variational principle that is compatible with any Hamiltonian eigenstate that can be specified uniquely by a list of properties. This variational principle appears to be compatible with a wide range of…

Chemical Physics · Physics 2020-02-07 Jacqueline A. R. Shea , Elise Gwin , Eric Neuscamman

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…

Computational Finance · Quantitative Finance 2019-11-13 Michael A. Kouritzin , Anne MacKay

The conventional tensor-network states employ real-space product states as reference wave functions. Here, we propose a many-variable variational Monte Carlo (mVMC) method combined with tensor networks by taking advantages of both to study…

Strongly Correlated Electrons · Physics 2017-08-09 Hui-Hai Zhao , Kota Ido , Satoshi Morita , Masatoshi Imada

We present a numerically efficient method for the characterisation of a quantum process subject to dissipation and noise. The master equation evolution of a maximally entangled state of the quantum system and a non-evolving ancilla system…

Quantum Physics · Physics 2013-12-04 Jake Gulliksen , D. D. Bhaktavatsala Rao , Klaus Mølmer

A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…

Nuclear Theory · Physics 2023-08-29 Abraham R. Flores , Kenneth M. Nollett

We examine applicability of the valence bond basis correlator product state ansatz, equivalent to the restricted Boltzmann machine quantum artificial neural network ansatz, and variational Monte Carlo method for direct optimization of…

Strongly Correlated Electrons · Physics 2020-08-12 Tanja Duric , Tomislav Seva

This paper provides a theoretical and numerical comparison of classical first-order splitting methods for solving smooth convex optimization problems and cocoercive equations. From a theoretical point of view, we compare convergence rates…

Optimization and Control · Mathematics 2022-07-15 Luis Briceño-Arias , Nelly Pustelnik

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

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

Materials Science · Physics 2020-03-04 Yueqing Chang , Lucas K. Wagner

The parameter derivative of the expectation value of the energy, $\partial E/\partial p$, is a key ingredient in variational quantum Monte Carlo (VMC) wave function optimization methods. In some cases, a na\"ive Monte Carlo estimate of this…

Computational Physics · Physics 2020-02-25 Shivesh Pathak , Lucas K. Wagner

Based on the canonical Lang-Firsov transformation of the Hamiltonian we develop a very efficient quantum Monte Carlo algorithm for the Holstein model with one electron. Separation of the fermionic degrees of freedom by a reweighting of the…

Strongly Correlated Electrons · Physics 2007-05-23 Martin Hohenadler , Hans Gerd Evertz , Wolfgang von der Linden

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

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 consider the use in quantum Monte Carlo calculations of two types of valence bond wave functions based on strictly localized active orbitals, namely valence bond self-consistent-field (VBSCF) and breathing-orbital valence bond (BOVB)…

Chemical Physics · Physics 2011-03-14 Benoît Braïda , Julien Toulouse , Michel Caffarel , C. J. Umrigar

We investigate the use of variational wave-functions that mimic stochastic recurrent neural networks, specifically, unrestricted Boltzmann machines, as guiding functions in projective quantum Monte Carlo (PQMC) simulations of quantum spin…

Statistical Mechanics · Physics 2018-12-27 E. M. Inack , G. E. Santoro , L. Dell'Anna , S. Pilati

We describe the implementation of the frozen-orbital and downfolding approximations in the auxiliary-field quantum Monte Carlo (AFQMC) method. These approaches can provide significant computational savings compared to fully correlating all…

Computational Physics · Physics 2013-11-18 Wirawan Purwanto , Shiwei Zhang , Henry Krakauer

Quantum Monte Carlo calculations of the first-row atoms Li-Ne and their singly-positively-charged ions are reported. Multi-determinant-Jastrow-backflow trial wave functions are used which recover more than 98% of the correlation energy at…

Computational Physics · Physics 2016-08-14 P. Seth , P. López Ríos , R. J. Needs