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We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…

Strongly Correlated Electrons · Physics 2014-07-01 Hiroshi Shinaoka , Michele Dolfi , Matthias Troyer , Philipp Werner

Quantum Monte Carlo calculations of the first-row atoms Li-Ne and their singly-positively-charged ions are reported. Multi-determinant-Jastrow-backflow trial wave functions are used which recover more than 98% of the correlation energy at…

Computational Physics · Physics 2016-08-14 P. Seth , P. López Ríos , R. J. Needs

Quantum Monte Carlo is an efficient technique for finding the ground-state energy and related properties of small molecules. A major challenge remains in accurate determination of a molecule's geometry, i.e. the optimal location of its…

Computational Physics · Physics 2017-04-12 Jan Vrbik

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans

We introduce an extension of the time-dependent variational Monte Carlo (tVMC) method that adaptively controls the expressivity of the variational quantum state during the simulation of the dynamics. This adaptive tVMC (atVMC) approach is…

Quantum Physics · Physics 2026-01-09 Raffaele Salioni , Rocco Martinazzo , Davide Emilio Galli , Christian Apostoli

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Strongly Correlated Electrons · Physics 2009-10-31 Christopher L. Martin

Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling,…

Applications · Statistics 2015-05-12 Sergei Kucherenko , Daniel Albrecht , Andrea Saltelli

We apply the Worldvolume Hybrid Monte Carlo (WV-HMC) method [arXiv:2012.08468] to the two-dimensional Hubbard model, which is known to suffer from a severe sign problem when the system is doped (away from half filling). We show that the…

High Energy Physics - Lattice · Physics 2026-05-15 Masafumi Fukuma , Yusuke Namekawa

This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse…

Numerical Analysis · Mathematics 2017-06-15 Alastair Gregory , Colin Cotter

We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…

Strongly Correlated Electrons · Physics 2018-10-02 Mohammad-Sadegh Vaezi , Abolhassan Vaezi

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…

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

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

Computation · Statistics 2017-09-06 Raphael Douady , Shohruh Miryusupov

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

We present a formalism that allows for the direct manipulation and optimization of subspaces, circumventing the need to optimize individual states when using subspace methods. Using the determinant state mapping, we can naturally extend…

Quantum Physics · Physics 2026-04-29 Adrien Kahn , Luca Gravina , Filippo Vicentini

We present the extension of variational Monte Carlo (VMC) to the calculation of electronic excitation energies and oscillator strengths using time-dependent linear-response theory. By exploiting the analogy existing between the linear…

Chemical Physics · Physics 2018-11-08 Bastien Mussard , Emanuele Coccia , Roland Assaraf , Matt Otten , C. J. Umrigar , Julien Toulouse

While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…

Materials Science · Physics 2007-05-23 I. Abou Hamad , P. A. Rikvold , G. Brown

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo