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The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

Applications · Statistics 2020-03-06 Dan Li , Adam Clements , Christopher Drovandi

Despite an artificial intelligence-assisted modeling of disordered crystals is a widely used and well-tried method of new materials design, the issues of its robustness, reliability, and stability are still not resolved and even not…

Computational Physics · Physics 2024-11-08 Fedor S. Avilov , Roman A. Eremin , Semen A. Budennyy , Innokentiy S. Humonen

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

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

Markov Chain Monte Carlo (MCMC) underlies both statistical physics and combinatorial optimization, but mixes slowly near critical points and in rough landscapes. Parallel Tempering (PT) improves mixing by swapping replicas across…

Machine Learning · Computer Science 2025-09-30 Saleh Bunaiyan , Corentin Delacour , Shuvro Chowdhury , Kyle Lee , Kerem Y. Camsari

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…

Machine Learning · Computer Science 2020-05-15 Rohitash Chandra , Konark Jain , Arpit Kapoor , Ashray Aman

We carry out theoretical analysis, Monte Carlo simulations and Machine Learning analysis to quantify microscopic rearrangements of dilute dispersions of spherical colloidal particles from coherent scattering intensity. Both monodisperse and…

Soft Condensed Matter · Physics 2025-05-23 Lijie Ding , Yihao Chen , Changwoo Do

Phase estimation protocols provide a fundamental benchmark for the field of quantum metrology. The latter represents one of the most relevant applications of quantum theory, potentially enabling the capability of measuring unknown physical…

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a stochastic process describing the quantity of interest.…

Numerical Analysis · Mathematics 2024-02-19 Cedric Aaron Beschle , Andrea Barth

Characterization of quantum systems from experimental data is a central problem in quantum science and technology. But which measurements should be used to gather data in the first place? While optimal measurement choices can be worked out…

Quantum Physics · Physics 2025-07-15 Jiaxin Huang , Yan Zhu , Giulio Chiribella , Ya-Dong Wu

Multi-sample, importance-weighted variational autoencoders (IWAE) give tighter bounds and more accurate uncertainty estimates than variational autoencoders (VAE) trained with a standard single-sample objective. However, IWAEs scale poorly:…

Machine Learning · Statistics 2019-01-18 Laurence Aitchison

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

Strongly Correlated Electrons · Physics 2024-11-13 Yuki Nagai , Akio Tomiya

Critical slowing down and topological freezing severely hinder Monte Carlo sampling of lattice field theories as the continuum limit is approached. Recently, significant progress has been made in applying a class of generative machine…

High Energy Physics - Lattice · Physics 2024-01-25 Gurtej Kanwar

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

A faithful description of chemical processes requires exploring extended regions of the molecular potential energy surface (PES), which remains challenging for strongly correlated systems. Transferable deep-learning variational Monte Carlo…

Chemical Physics · Physics 2026-03-27 P. Bernát Szabó , Zeno Schätzle , Frank Noé

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Machine Learning · Statistics 2023-10-03 Robert J. Webber , Michael Lindsey