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This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…
We present unbiased, finite--variance estimators of energy derivatives for real--space diffusion Monte Carlo calculations within the fixed--node approximation. The derivative $d_\lambda E$ is fully consistent with the dependence…
Diffusion Monte Carlo (DMC) is being recognized as a higher-accuracy, albeit more computationally expensive, alternative to Density Functional Theory (DFT) for energy predictions of catalytic systems. A major computational bottleneck in the…
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…
In quantum Monte Carlo (QMC) methods, energy estimators are calculated as the statistical average of the Markov chain sampling of energy estimator along with an associated statistical error. This error estimation is not straightforward and…
Accurate ab initio calculations are of fundamental importance in physics, chemistry, biology, and materials science, which have witnessed rapid development in the last couple of years with the help of machine learning computational…
We develop new unbiased estimators of a number of quantities defined for functions of conditional moments, like conditional expectations and variances, of functions of two independent random variables given the first variable, including…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…
We develop a method to combine Markov chain Monte Carlo (MCMC) and variational inference (VI), leveraging the advantages of both inference approaches. Specifically, we improve the variational distribution by running a few MCMC steps. To…
We develop a variational Monte Carlo (VMC) method for electron-phonon coupled systems. The VMC method has been extensively used for investigating strongly correlated electrons over the last decades. However, its applications to…
Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…
Reliable theoretical predictions of noncovalent interaction energies, which are important e.g. in drug-design and hydrogen-storage applications, belong to longstanding challenges of contemporary quantum chemistry. In this respect, the…
We extend Quantum Computing Quantum Monte Carlo (QCQMC) beyond ground-state energy estimation by systematically constructing the quantum circuits used for state preparation. Replacing the original Variational Quantum Eigensolver (VQE)…
This paper presents a perspective in which Direct Simulation Monte Carlo (DSMC) is viewed not in its traditional role as an algorithm for solving the Boltzmann equation but as a numerical method for statistical mechanics. First, analytical…
Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…
In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
Computing the variance of a conditional expectation has often been of importance in uncertainty quantification. Sun et al. has introduced an unbiased nested Monte Carlo estimator, which they call $1\frac{1}{2}$-level simulation since the…
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…