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Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

We propose a new variational Monte Carlo (VMC) approach based on the Krylov subspace for large-scale shell-model calculations. A random walker in the VMC is formulated with the $M$-scheme representation, and samples a small number of…

Nuclear Theory · Physics 2015-06-15 Noritaka Shimizu , Takahiro Mizusaki , Kazunari Kaneko

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

Numerical Analysis · Mathematics 2020-04-30 Yue Wu , Nick Polydorides

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

Arrays of Rydberg atoms are a powerful platform to realize strongly-interacting quantum many-body systems. A common Rydberg Hamiltonian is free of the sign problem, meaning that its equilibrium properties are amenable to efficient…

Strongly Correlated Electrons · Physics 2023-07-20 Ejaaz Merali , Isaac J. S. De Vlugt , Roger G. Melko

A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…

Strongly Correlated Electrons · Physics 2014-10-13 H. G. Evertz

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Neural Network-based Quantum Monte Carlo (NNQMC), an emerging method for solving many-body quantum systems with high accuracy, has been limitedly applied to small systems due to demanding computation requirements. In this work, we introduce…

Quantum Monte Carlo methods are accurate and promising many body techniques for electronic structure calculations which, in the last years, are encountering a growing interest thanks to their favorable scaling with the system size and their…

Chemical Physics · Physics 2014-02-17 Andrea Zen , Ye Luo , Sandro Sorella , Leonardo Guidoni

Quantum computation is expected to accelerate certain computational task over classical counterpart. Its most primitive advantage is its ability to sample from classically intractable probability distributions. A promising approach to make…

Quantum Physics · Physics 2024-07-26 Yuichiro Nakano , Hideaki Hakoshima , Kosuke Mitarai , Keisuke Fujii

Quantum Monte Carlo methods have proven to predict atomic and bulk properties of light and non-light elements with high accuracy. Here we report on the first variational quantum Monte Carlo (VMC) calculations for solid surfaces. Taking the…

Materials Science · Physics 2009-10-31 R. Bahnsen , H. Eckstein , W. Schattke , N. Fitzer , R. Redmer

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

Quasi-Monte Carlo (QMC) methods are applied to multi-level Finite Element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient, to estimate expected values of linear functionals of the solution.…

Numerical Analysis · Mathematics 2014-05-16 Frances Y. Kuo , Christoph Schwab , Ian H. Sloan

By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In…

Mesoscale and Nanoscale Physics · Physics 2017-11-17 Christian Jirauschek

In the absence of a fermion sign problem, auxiliary field (or determinantal) quantum Monte Carlo (DQMC) approaches have long been the numerical method of choice for unbiased, large-scale simulations of interacting many-fermion systems. More…

Strongly Correlated Electrons · Physics 2016-12-22 Peter Broecker , Simon Trebst

We use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju