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This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…

Numerical Analysis · Mathematics 2021-12-02 Zhijian He , Shifeng Huo , Tianhui Yang

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…

Materials Science · Physics 2024-03-19 Hyeondeok Shin , Kevin Gasperich , Tomas Rojas , Anh T. Ngo , Jaron T. Krogel , Anouar Benali

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

We present a variational Monte Carlo algorithm for estimating the lowest excited states of a quantum system which is a natural generalization of the estimation of ground states. The method has no free parameters and requires no explicit…

Computational Physics · Physics 2024-09-04 David Pfau , Simon Axelrod , Halvard Sutterud , Ingrid von Glehn , James S. Spencer

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…

Machine Learning · Computer Science 2021-04-22 Sifan Liu , Art B. Owen

Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target. Once the derivatives are available, the only additional…

Computation · Statistics 2022-08-17 Leah F. South , Chris J. Oates , Antonietta Mira , Christopher Drovandi

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

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…

Probability · Mathematics 2018-03-28 Carsten Hartmann , Christof Schütte , Marcus Weber , Wei Zhang

Variational and diffusion quantum Monte Carlo (VMC and DMC) calculations of the properties of the zero-temperature fermionic gas at unitarity are reported. The ratio of the energy of the interacting to the non-interacting gas for a system…

Quantum Gases · Physics 2010-03-26 Andrew J. Morris , P. Lopez Rios , R. J. Needs

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

We report an accurate study of interactions between Benzene molecules using variational quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) methods. We compare these results with density functional theory (DFT) using different…

Chemical Physics · Physics 2015-09-30 Sam Azadi , R. E. Cohen

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies. We will review methods we have…

Computational Physics · Physics 2007-05-23 David Ceperley , Mark Dewing , Carlo Pierleoni

In this article, we present a method for computing accurate and scalable nuclear forces within the phaseless auxiliary-field quantum Monte Carlo (AFQMC) framework. Our approach leverages automatic differentiation of the energy functional to…

Chemical Physics · Physics 2026-02-16 Jo S. Kurian , Ankit Mahajan , Sandeep Sharma

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Methodology · Statistics 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran
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