Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.

There are two flavors of QMC, (a) variational Monte Carlo (VMC) and (b) projector Monte Carlo (PMC). VMC starts by proposing a functional form for the wavefunction and then optimizes the parameters of ...

The Monte Carlo method is a type of algorithm that reveals a distribution by randomly sampling its elements again and again. For example, say there are 40 red marbles, 20 green marbles, 25 orange ...