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Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

We have developed a new, fast method of estimating the orbital properties of a binary or triple system using as few as two epochs of astrometric data. FOBOS (Few Observation Binary Orbit Solver) uses a flat prior brute force Monte Carlo…

Solar and Stellar Astrophysics · Physics 2022-05-04 Rebecca J. Houghton , Simon P. Goodwin

Combinatorial optimization problems are central to both practical applications and the development of optimization methods. While classical and quantum algorithms have been refined over decades, machine learning--assisted approaches are…

Disordered Systems and Neural Networks · Physics 2026-05-12 Luca Maria Del Bono , Federico Ricci-Tersenghi , Francesco Zamponi

Multi-objective optimization problems (MOPs) often require a trade-off between conflicting objectives, maximizing diversity and convergence in the objective space. This study presents an approach to improve the quality of MOP solutions by…

Optimization and Control · Mathematics 2026-02-02 Gladston Moreira , Ivan Meneghini , Elizabeth Wanner

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

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

Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estimator with optimal variance requires knowledge of the…

Methodology · Statistics 2026-05-25 Michael Stanley , Thomas Coons , Geoffrey Bomarito , Patrick Leser , Joshua Pribe , James Warner

Orbital motions from binary stars can broaden the observed line-of-sight velocity distribution of a stellar system, artificially inflating the measured line-of-sight velocity dispersion, which can in turn lead to erroneous conclusions about…

Solar and Stellar Astrophysics · Physics 2015-06-18 Michiel Cottaar , Vincent Hénault-Brunet

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

We derive an automatic procedure for generating a set of highly localized, non-orthogonal orbitals for linear scaling quantum Monte Carlo calculations. We demonstrate the advantage of these orbitals in calculations of the total energy of…

Materials Science · Physics 2007-05-23 F. A. Reboredo , A. J. Williamson

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We perform excited-state variational Monte Carlo and diffusion Monte Carlo calculations using a simple and efficient wave function ansatz. This ansatz follows the recent variation-after-response formalism, accurately approximating a…

Strongly Correlated Electrons · Physics 2018-12-24 Nick S. Blunt , Eric Neuscamman

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

Strongly Correlated Electrons · Physics 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

Preliminary mission design of low-thrust spacecraft trajectories in the Circular Restricted Three-Body Problem is a global search characterized by a complex objective landscape and numerous local minima. Formulating the problem as sampling…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Jannik Graebner , Ryne Beeson

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang
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