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In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Techniques for approximately contracting tensor networks are limited in how efficiently they can make use of parallel computing resources. In this work we demonstrate and characterize a Monte Carlo approach to the tensor network…

Strongly Correlated Electrons · Physics 2017-10-12 William Huggins , C. Daniel Freeman , Miles Stoudenmire , Norm M. Tubman , K. Birgitta Whaley

Recent high resolution Compton scattering experiments in lithium have shown significant discrepancies with conventional band theoretical results. We present a pseudopotential quantum Monte Carlo study of electron-electron and electron-ion…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , David M. Ceperley

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

The application of Tensor Networks (TN) in quantum computing has shown promise, particularly for data loading. However, the assumption that data is readily available often renders the integration of TN techniques into Quantum Monte Carlo…

Suppose $\boldsymbol{y}$ is a real random variable, and one is given access to ``the code'' that generates it (for example, a randomized or quantum circuit whose output is $\boldsymbol{y}$). We give a quantum procedure that runs the code…

Quantum Physics · Physics 2022-08-17 Robin Kothari , Ryan O'Donnell

Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of optimization tasks performed routinely upon such systems, in…

Artificial Intelligence · Computer Science 2012-12-12 Milos Hauskrecht , Tomas Singliar

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

We build a quantum algorithm which uses the Grover quantum search procedure in order to sample the exact equilibrium distribution of a wide range of classical statistical mechanics systems. The algorithm is based on recently developed exact…

Quantum Physics · Physics 2014-11-20 Nicolas Destainville , Bertrand Georgeot , Olivier Giraud

Quantum Monte Carlo methods provide in principle an accurate treatment of the many-body problem of the ground and excited states of condensed systems. In practice, however, uncontrolled errors such as those arising from the fixed-node and…

Materials Science · Physics 2012-03-27 William W. Tipton , Neil D. Drummond , Richard G. Hennig

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…

In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty…

Numerical Analysis · Mathematics 2016-09-05 Frances Y. Kuo , Robert Scheichl , Christoph Schwab , Ian H. Sloan , Elisabeth Ullmann

Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable and even drawing samples from them is not straightforward.…

Computation · Statistics 2017-01-18 Adam Griffin , Paul A. Jenkins , Gareth O. Roberts , Simon E. F. Spencer

This paper introduces the first quantum computing framework for Stochastic Quantum Power Flow (SQPF) analysis in power systems. The proposed method leverages quantum states to encode power flow distributions, enabling the use of Quantum…

Quantum Physics · Physics 2025-01-13 Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

Quantum Monte Carlo coupled with neural network wavefunctions has shown success in computing ground states of quantum many-body systems. Existing optimization approaches compute the energy by sampling local energy from an explicit…

Computational Physics · Physics 2023-05-29 Xuan Zhang , Shenglong Xu , Shuiwang Ji

Variational quantum Monte Carlo calculations are reported for the bulk GaAs semiconductor in order to present values for the ground-state energy, the lattice constant, the bulk modulus, and some derived properties. The statistical accuracy…

mtrl-th · Physics 2009-10-30 H. Eckstein , W. Schattke , M. Reigrotzki , R. Redmer