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We explore whether splitting and killing methods can improve the accuracy of Markov chain Monte Carlo (MCMC) estimates of rare event probabilities, and we make three contributions. First, we prove that "weighted ensemble" is the only…

Numerical Analysis · Mathematics 2020-12-17 Robert J. Webber , David Aristoff , Gideon Simpson

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

We study several aspects of the recently introduced fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC) method, in particular, its relation to the fixed-node method and its potential use as a general approach for electronic structure…

Computational Physics · Physics 2017-10-18 Cody A. Melton , Lubos Mitas

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

Computation · Statistics 2015-05-20 Tim Salimans , Diederik P. Kingma , Max Welling

We propose a new quantum Monte Carlo algorithm to compute fermion ground-state properties. The ground state is projected from an initial wavefunction by a branching random walk in an over-complete basis space of Slater determinants. By…

Condensed Matter · Physics 2016-08-31 Shiwei Zhang , J. Carlson , J. E. Gubernatis

We describe and discuss a recently proposed quantum Monte Carlo algorithm to compute the ground-state properties of various systems of interacting fermions. In this method, the ground state is projected from an initial wave function by a…

Condensed Matter · Physics 2009-10-28 Shiwei Zhang , J. Carlson , J. E. Gubernatis

The accuracy and efficiency of ab-initio quantum Monte Carlo (QMC) algorithms benefits greatly from compact variational trial wave functions that accurately reproduce ground state properties of a system. We investigate the possibility of…

Materials Science · Physics 2019-01-30 Shivesh Pathak , Lucas K. Wagner

The optimization of neural wave functions in variational Monte Carlo crucially relies on a robust convergence criterion. While the energy variance is theoretically a definitive measure, its practical application as a primary convergence…

Quantum Physics · Physics 2025-11-03 Huan-Chen Shi , Er-Liang Cui , Dan Zhou

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

The first three dynamic multipole polarizabilities for the ground state of hydrogen, helium, hydride ion, and positronium hydride PsH have been computed using the variational Monte Carlo (VMC) method and explicitly correlated wave…

Atomic Physics · Physics 2009-11-06 Massimo Mella , Dario Bressanini , Gabriele Morosi

We reformulate the projected imaginary-time evolution of Full Configuration Interaction Quantum Monte Carlo in terms of a Lagrangian minimization. This naturally leads to the admission of polynomial complex wavefunction parameterizations,…

Strongly Correlated Electrons · Physics 2017-05-03 Lauretta R. Schwarz , A. Alavi , George H. Booth

The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time setting. To reduce the variance of the Monte Carlo…

Computation · Statistics 2026-05-05 Jianfeng Lu , Yuliang Wang

We present a variational Monte Carlo algorithm for estimating the lowest excited states of a quantum system which is a natural generalization of the estimation of ground states. The method has no free parameters and requires no explicit…

Computational Physics · Physics 2024-09-04 David Pfau , Simon Axelrod , Halvard Sutterud , Ingrid von Glehn , James S. Spencer

Variational quantum Monte Carlo (QMC) is an ab-initio method for solving the electronic Schr\"odinger equation that is exact in principle, but limited by the flexibility of the available ansatzes in practice. The recently introduced deep…

Computational Physics · Physics 2021-03-26 Zeno Schätzle , Jan Hermann , Frank Noé

Many Markov Chain Monte Carlo (MCMC) methods leverage gradient information of the potential function of target distribution to explore sample space efficiently. However, computing gradients can often be computationally expensive for large…

Machine Learning · Computer Science 2021-09-24 Ruilin Li , Xin Wang , Hongyuan Zha , Molei Tao

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

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

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Computation · Statistics 2021-04-27 David Gunawan , Robert Kohn , David Nott

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Tianchen Zhao , Saibal De , Brian Chen , James Stokes , Shravan Veerapaneni

We introduce an algorithm that can be used to perform stochastic perturbation theory (sPT) to correct any non-linearly parametrized wavefunction that can be optimized using orbital space Variational Monte Carlo (VMC). Although the…

Strongly Correlated Electrons · Physics 2018-03-13 Sandeep Sharma