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In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…

Machine Learning · Statistics 2019-10-16 Ruosi Wan , Mingjun Zhong , Haoyi Xiong , Zhanxing Zhu

The notorious sign problem severely limits the applicability of quantum Monte Carlo (QMC) simulations, as statistical errors grow exponentially with system size and inverse temperature. A recent proposal of a quantum-computing stochastic…

Quantum Physics · Physics 2026-03-11 Kwai-Kong Ng , Min-Fong Yang

Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…

Quantum Physics · Physics 2020-08-19 Dominik Hangleiter , Ingo Roth , Daniel Nagaj , Jens Eisert

Quantum Monte Carlo (QMC) methods for the frustrated quantum spin systems occasionally suffer from the negative sign problem, which makes simulations exponentially harder for larger systems at lower temperatures and severely limits QMC's…

Strongly Correlated Electrons · Physics 2025-01-31 Keisuke Murota , Synge Todo

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying

We propose neural control variates (NCV) for unbiased variance reduction in parametric Monte Carlo integration. So far, the core challenge of applying the method of control variates has been finding a good approximation of the integrand…

Machine Learning · Computer Science 2020-09-07 Thomas Müller , Fabrice Rousselle , Jan Novák , Alexander Keller

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

This paper presents a method to leverage arbitrary neural network architecture for control variates. Control variates are crucial in reducing the variance of Monte Carlo integration, but they hinge on finding a function that both correlates…

Machine Learning · Computer Science 2024-09-25 Zilu Li , Guandao Yang , Qingqing Zhao , Xi Deng , Leonidas Guibas , Bharath Hariharan , Gordon Wetzstein

Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…

Nuclear Theory · Physics 2026-01-06 Zhong-Wang Niu , Bing-Nan Lu

This paper develops a unified finite-time theory for the ordinary least squares estimation of possibly unstable and even slightly explosive vector autoregressive models under linear restrictions, with the applicable region $\rho(A)\leq…

Statistics Theory · Mathematics 2020-05-19 Yao Zheng , Guang Cheng

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

Numerical Analysis · Mathematics 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

We present a novel strategy to strongly reduce the severity of the sign problem, using line integrals along paths of changing imaginary action. Highly oscillating regions along these paths cancel out, decreasing their contributions. As a…

High Energy Physics - Lattice · Physics 2023-10-18 Rasmus N. Larsen

We present a new Monte Carlo algorithm for simulating quantum spin systems which is able to suppress the negative sign problem. This algorithm has only a linear complexity in the lattice size used for the simulation. A general description…

High Energy Physics - Lattice · Physics 2007-05-23 A. Galli

We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…

Strongly Correlated Electrons · Physics 2025-12-12 Zhou-Quan Wan , Shiwei Zhang

Black-box variational inference performance is sometimes hindered by the use of gradient estimators with high variance. This variance comes from two sources of randomness: Data subsampling and Monte Carlo sampling. While existing control…

Machine Learning · Computer Science 2024-03-11 Xi Wang , Tomas Geffner , Justin Domke

Monte Carlo simulations are useful tools for modeling quantum systems, but in some cases they suffer from a sign problem, leading to an exponential slow down in their convergence to a value. While solving the sign problem is generically…

Quantum Physics · Physics 2022-12-21 T. C. Mooney , Jacob Bringewatt , Neill C. Warrington , Lucas T. Brady

The sign problem in quantum Monte Carlo calculations is analyzed using the meron-cluster solution. The concept of merons can be used to solve the sign problem for a limited class of models. Here we show that the method can be used to…

Strongly Correlated Electrons · Physics 2009-11-10 Sara Bergkvist , Patrik Henelius , Anders Rosengren

Quantum error mitigation (QEM) is a class of promising techniques for reducing the computational error of variational quantum algorithms. In general, the computational error reduction comes at the cost of a sampling overhead due to the…

Quantum Physics · Physics 2022-01-21 Yifeng Xiong , Soon Xin Ng , Lajos Hanzo

Lattice Monte Carlo calculations of interacting systems on non-bipartite lattices exhibit an oscillatory imaginary phase known as the phase or sign problem, even at zero chemical potential. One method to alleviate the sign problem is to…

Strongly Correlated Electrons · Physics 2021-03-31 Jan-Lukas Wynen , Evan Berkowitz , Stefan Krieg , Thomas Luu , Johann Ostmeyer

Sign problem in quantum Monte Carlo (QMC) simulation appears to be an extremely hard yet interesting problem. In this article, we present a pedagogical overview on the origin of the sign problem in various quantum Monte Carlo simulation…

Strongly Correlated Electrons · Physics 2023-10-27 Gaopei Pan , Zi Yang Meng
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