Related papers: Improved efficiency with variational Monte Carlo u…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
The real-space variation quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) are used to calculate the quasiparticle energy bands and the quasiparticle effective mass of the paramagnetic and ferromagnetic two-dimensional…
The first three dynamic multipole polarizabilities for the ground state of hydrogen, helium, hydride ion, and positronium hydride PsH have been computed using the variational Monte Carlo (VMC) method and explicitly correlated wave…
In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…
Ab initio quantum Monte Carlo (QMC) is a state-of-the-art numerical approach for evaluating accurate expectation values of many-body wavefunctions. However, one of the major drawbacks that still hinders widespread QMC applications is the…
We consider the application of multilevel Monte Carlo methods to steady state Darcy flow in a random porous medium, described mathematically by elliptic partial differential equations with random coefficients. The levels in the multilevel…
We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…
Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…
Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…
We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…
We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…
Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…
We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…
We present a population control method with sampling and regulation steps for Monte Carlo particles involved in the numerical simulation of a transport equation. We recall in the first section the difficulties related to the variance…
Consider a central problem in randomized approximation schemes that use a Monte Carlo approach. Given a sequence of independent, identically distributed random variables $X_1,X_2,\ldots$ with mean $\mu$ and standard deviation at most $c…
Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…
We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…
We have employed the steepest descent method to optimise the variational ground state quantum Monte Carlo wave function for He, Li, Be, B and C atoms. We have used both the direct energy minimisation and the variance minimisation…
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…