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Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…

统计力学 · 物理学 2015-05-28 Ronald Dickman , A. G. Cunha-Netto

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

统计方法学 · 统计学 2025-04-22 Jingtao Zhang , Xi Chen

The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…

材料科学 · 物理学 2021-12-08 Daniel Wines , Kayahan Saritas , Can Ataca

The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…

软凝聚态物质 · 物理学 2022-01-25 Tine Curk , Jiaxing Yuan , Erik Luijten

The Cluster Variation Method known in statistical mechanics and condensed matter is revived for weighted bipartite networks. The decomposition of a Hamiltonian through a finite number of components, whence serving to define variable…

物理与社会 · 物理学 2010-03-16 Marcel Ausloos , Mircea Gligor

The computational cost of traditional first-principles method quickly becomes prohibitively expensive as the number of atoms increases. This challenge is further amplified by the need to evaluate finite-temperature properties with Monte…

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

数值分析 · 数学 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

The article provides a tutorial review on how to treat Ising models within mean-field (MF), effective-field (EF) and exact methods. MF solutions of the spin-1 Blume-Capel (BC) model and the mixed-spin Ising model demonstrate a change of…

统计力学 · 物理学 2015-11-12 Jozef Strecka , Michal Jascur

Coupled cluster theory is one of the most popular post-Hartree-Fock methods for ab initio molecular quantum chemistry. The finite-size error of the correlation energy in periodic coupled cluster calculations for three-dimensional insulating…

数值分析 · 数学 2024-04-02 Xin Xing , Lin Lin

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…

材料科学 · 物理学 2022-10-12 Gopal R. Iyer , Brenda M. Rubenstein

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

统计计算 · 统计学 2026-02-06 Sarah Polson , Vadim Sokolov

Artifacts arise in the simulations of electrolytes using periodic boundary conditions (PBC). We show the origin of these artifacts are the periodic image charges and the constraint of charge neutrality inside the simulation box, both of…

软凝聚态物质 · 物理学 2015-09-30 Yihao Liang , Zhenli Xu , Xiangjun Xing

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

机器学习 · 统计学 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

统计力学 · 物理学 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

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…

化学物理 · 物理学 2016-06-06 Matúš Dubecký , René Derian , Petr Jurečka , Lubos Mitas , Pavel Hobza , Michal Otyepka

We investigate an approximate sampling scheme that can significantly reduce the cost scaling of variational Monte Carlo when it is employed to predict the energy differences associated with local chemical changes. Inspired by side-chaining…

化学物理 · 物理学 2026-03-13 Sonja Bumann , Eric Neuscamman

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

机器学习 · 统计学 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…

量子物理 · 物理学 2025-07-30 Luca Gravina , Vincenzo Savona , Filippo Vicentini

We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…

机器学习 · 计算机科学 2020-08-18 Brandon Amos , Denis Yarats

Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…

化学物理 · 物理学 2022-01-21 Kousuke Nakano , Abhishek Raghav , Sandro Sorella