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Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

In this work, we propose a smart idea to couple importance sampling and Multilevel Monte Carlo (MLMC). We advocate a per level approach with as many importance sampling parameters as the number of levels, which enables us to compute the…

Probability · Mathematics 2017-07-10 Ahmed Kebaier , Jérôme Lelong

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Measuring the expectation value of the molecular electronic Hamiltonian is one of the challenging parts of the variational quantum eigensolver. A widely used strategy is to express the Hamiltonian as a sum of measurable fragments using…

Quantum Physics · Physics 2023-01-04 Seonghoon Choi , Ignacio Loaiza , Artur F. Izmaylov

We develop a time-dependent variational Monte Carlo (t-VMC) method for quantum dynamics of strongly correlated electrons. The t-VMC method has been recently applied to bosonic systems and quantum spin systems. Here, we propose a…

Strongly Correlated Electrons · Physics 2015-12-22 Kota Ido , Takahiro Ohgoe , Masatoshi Imada

We study three wave function optimization methods based on energy minimization in a variational Monte Carlo framework: the Newton, linear and perturbative methods. In the Newton method, the parameter variations are calculated from the…

Chemical Physics · Physics 2015-06-26 Julien Toulouse , C. J. Umrigar

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…

Computational Engineering, Finance, and Science · Computer Science 2008-09-25 T. Borogovac , F. J. Alexander , P. Vakili

The Multilevel Monte Carlo (MLMC) method has been applied successfully in a wide range of settings since its first introduction by Giles (2008). When using only two levels, the method can be viewed as a kind of control-variate approach to…

Computational Finance · Quantitative Finance 2024-05-07 Yu Li , Antony Ware

In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley

A method is developed that allows analysis of quantum Monte Carlo simulations to identify errors in trial wave functions. The purpose of this method is to allow for the systematic improvement of variational wave functions by identifying…

Strongly Correlated Electrons · Physics 2016-08-03 Kiel T. Williams , Lucas K. Wagner

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…

Computational Physics · Physics 2025-09-30 Jordan Northrop , Ilham Variansyah , Todd Palmer , Camille Palmer

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-12-05 Denis Belomestny , Stefan Häfner , Mikhail Urusov

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel