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Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

统计计算 · 统计学 2017-02-21 Akihiko Nishimura , David Dunson

We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequential Monte Carlo (cSMC) algorithm introduced in…

统计方法学 · 统计学 2018-09-10 Sinan Yıldırım , Christophe Andrieu , Arnaud Doucet

Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…

量子物理 · 物理学 2025-12-04 Aingeru Ramos , Jose A. Pascual , Javier Navaridas , Ivan Coluzza

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 introduce a Monte Carlo Virtual Element estimator based on Virtual Element discretizations for stochastic elliptic partial differential equations with random diffusion coefficients. We prove estimates for the statistical approximation…

数值分析 · 数学 2026-04-16 Paola F. Antonietti , Francesca Bonizzoni , Ilaria Perugia , Marco Verani

We present a newly enhanced version of the Monte Carlo Shell Model method by incorporating the conjugate gradient method and energy-variance extrapolation. This new method enables us to perform large-scale shell-model calculations that the…

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…

强关联电子 · 物理学 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

Markov Chain Monte Carlo (MCMC) is a powerful method for drawing samples from non-standard probability distributions and is utilized across many fields and disciplines. Methods such as Metropolis-Adjusted Langevin (MALA) and Hamiltonian…

统计计算 · 统计学 2024-10-28 Lee Devlin , Paul Horridge , Peter L. Green , Simon Maskell

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

概率论 · 数学 2011-11-23 David F. Anderson , Desmond J. Higham

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…

计算金融 · 定量金融 2014-10-07 Denis Belomestny , Tigran Nagapetyan

Solving the ground state of quantum many-body systems remains a fundamental challenge in physics and chemistry. Recent advancements in quantum hardware have opened new avenues for addressing this challenge. Inspired by the quantum-enhanced…

量子物理 · 物理学 2025-06-10 Longfei Chang , Zhendong Li , Wei-Hai Fang

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

统计方法学 · 统计学 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

统计计算 · 统计学 2016-08-22 Qingsha Chen , Ju Ming

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…

天体物理学 · 物理学 2008-11-26 Amir Hajian

We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…

强关联电子 · 物理学 2017-02-07 Luning Zhao , Eric Neuscamman

Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…

核理论 · 物理学 2008-02-03 S. E. Koonin

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

机器学习 · 统计学 2020-10-15 Adam D. Cobb , Brian Jalaian

The conventional tensor-network states employ real-space product states as reference wave functions. Here, we propose a many-variable variational Monte Carlo (mVMC) method combined with tensor networks by taking advantages of both to study…

强关联电子 · 物理学 2017-08-09 Hui-Hai Zhao , Kota Ido , Satoshi Morita , Masatoshi Imada

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

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…

量子物理 · 物理学 2026-01-09 Raffaele Salioni , Rocco Martinazzo , Davide Emilio Galli , Christian Apostoli