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We present a variational function that targets excited states directly based on their position in the energy spectrum, along with a Monte Carlo method for its evaluation and minimization whose cost scales polynomially for a wide class of…

Strongly Correlated Electrons · Physics 2016-01-22 Luning Zhao , Eric Neuscamman

Stochastic optimization of engineering systems is often infeasible due to repeated evaluations of a computationally expensive, high-fidelity simulation. Bi-fidelity methods mitigate this challenge by leveraging a cheaper, approximate model…

Optimization and Control · Mathematics 2025-12-19 Thomas O. Dixon , Geoffrey F. Bomarito , James E. Warner , Alex A. Gorodetsky

Localized orbital coupled cluster theory has recently emerged as an nonempirical alternative to DFT for large systems. Intuitively, one might expect such methods to perform less well for highly delocalized systems. In the present work, we…

Chemical Physics · Physics 2020-10-16 Nitai Sylvetsky , Ambar Banerjee , Mercedes Alonso , Jan M. L. Martin

Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…

Chemical Physics · Physics 2017-04-26 Kittithat Krongchon , Brian Busemeyer , Lucas K. Wagner

Since the first detection of gravitational waves by the LIGO/VIRGO team, the related research field has attracted more attention. The spinning compact binaries system, as one of the gravitational-wave sources for broadband laser…

General Relativity and Quantum Cosmology · Physics 2022-12-21 Junjie Luo , Jie Feng , Hong-Hao Zhang , Weipeng Lin

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…

Statistical Mechanics · Physics 2009-10-31 Roland Assaraf , Michel Caffarel

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…

Strongly Correlated Electrons · Physics 2020-01-29 Iliya Sabzevari , Ankit Mahajan , Sandeep Sharma

In this paper, we apply the Monte Carlo stochastic optimization (MOST) proposed by the authors to a deep learning of XOR gate and verify its effectiveness. Deep machine learning based on neural networks is one of the most important keywords…

Machine Learning · Computer Science 2021-09-07 Sin-ichi Inage , Hana Hebishima

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

A recently developed self-healing diffusion Monte Carlo algorithm [PRB 79, 195117] is extended to the calculation of excited states. The formalism is based on an excited-state fixed-node approximation and the mixed estimator of the…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices…

Portfolio Management · Quantitative Finance 2015-03-19 Daniel Bartz , Kerr Hatrick , Christian W. Hesse , Klaus-Robert Müller , Steven Lemm

In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

We present a version of the T-moves approach for treating nonlocal pseudopotentials in diffusion Monte Carlo which has much smaller time-step errors than the existing T-moves approaches, while at the same time preserving desirable features…

Chemical Physics · Physics 2021-07-29 Tyler A. Anderson , C. J. Umrigar

Diffusion Monte Carlo (DMC) calculations are performed on the monocyclic and bicyclic forms of m-benzyne, which are the equilibrium structures at the CCSD(T) and CCSD levels of coupled cluster theory. We employed multi-configuration…

Chemical Physics · Physics 2009-11-13 W. A. Al-Saidi , C. J. Umrigar

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney