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We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…

Chemical Physics · Physics 2023-09-25 Zeno Schätzle , Bernát Szabó , Matĕj Mezera , Jan Hermann , Frank Noé

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…

Strongly Correlated Electrons · Physics 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

The S=1/2 Heisenberg chain with bond alternation and randomness of antiferromagnetic (AFM) and ferromagnetic (FM) interactions is investigated by quantum Monte Carlo simulations of loop/cluster algorithm. Our results have shown interesting…

Disordered Systems and Neural Networks · Physics 2007-05-23 Peng Zhang , Zhaoxin Xu , Heping Ying , Jianhui Dai

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

Solutions to many-body problem instances often involve an intractable number of degrees of freedom and admit no known approximations in general form. In practice, representing quantum-mechanical states of a given Hamiltonian using available…

Quantum Physics · Physics 2020-11-10 Andrey Kardashin , Alexey Uvarov , Dmitry Yudin , Jacob Biamonte

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini

In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in which the input and output vectors of numerical simulators…

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Computation · Statistics 2017-10-30 Ajay Jasra , Kengo Kamatani , Kody Law , Yan Zhou

The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…

Numerical Analysis · Mathematics 2025-06-02 Chinmay Patwardhan , Pia Stammer , Emil Løvbak , Jonas Kusch , Sebastian Krumscheid

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

We introduce a novel method of efficiently simulating the non-equilibrium steady state of large many-body open quantum systems with highly non-local interactions, based on a variational Monte Carlo optimization of a matrix product operator…

Quantum Physics · Physics 2024-09-18 Dawid A. Hryniuk , Marzena H. Szymańska