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arXiv:2507.08937 · Physical review. E

Addressing the infinite variance problem in fermionic Monte Carlo simulations: Retrospective error remediation and the exact bridge link method

Zhou‐Quan Wan, Shiwei Zhang

Published Nov 24, 2025• 2 citations
arXivHTMLPDF

Abstract

We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as determinantal quantum Monte Carlo (DQMC), are applied in many situations and differ in details, but they share a foundation in field theory, and often involve fermion determinants whose symmetry properties make the algorithm sign-problem-free. We show that the infinite variance problem arises as the observables computed in DQMC tend to form heavy-tailed distributions. To remedy this issue retrospectively, we introduce a tail-aware error estimation method to correct the otherwise unreliable estimates of confidence intervals. Furthermore, we demonstrate how to perform DQMC calculations that eliminate the infinite variance problem for a broad class of observables. Our approach is an exact bridge link method, which involves a simple and efficient modification to the standard DQMC algorithm. The method introduces no systematic bias and is straightforward to implement with minimal computational overhead. Our results establish a practical and robust solution to the infinite variance problem, with broad implications for improving the reliability of a variety of fundamental fermion simulations.

DOI
10.1103/s4zw-qt8f

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We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as determinantal quantum Monte Carlo (DQMC), are applied in many situations and differ in details, but they share a foundation in field theory, and often involve fermion determinants whose symmetry properties make the algorithm sign-problem-free. We show that the infinite variance problem arises as the observables computed in DQMC tend to form heavy-tailed distributions. To remedy this issue retrospectively, we introduce a tail-aware error estimation method to correct the otherwise unreliable estimates of confidence intervals. Furthermore, we demonstrate how to perform DQMC calculations that eliminate the infinite variance problem for a broad class of observables. Our approach is an exact bridge link method, which involves a simple and efficient modification to the standard DQMC algorithm. The method introduces no systematic bias and is straightforward to implement with minimal computational overhead. Our results establish a practical and robust solution to the infinite variance problem, with broad implications for improving the reliability of a variety of fundamental fermion simulations.
For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.
Fermionic Monte Carlo calculations with continuous auxiliary fields often encounter infinite variance problem from fermionic observables. This issue renders the estimation of observables unreliable, even with an infinite number of samples. In this work, we show that the infinite variance problem stems from the fermionic determinant. Also, we propose an approach to address this problem by employing a reweighting method that utilizes the distribution from an extra time-slice. Two strategies to compute the reweighting factor are explored: one involves truncating and analytically calculating the reweighting factor, while the other employs a secondary Monte Carlo estimation. With Hubbard model as a testbed, we demonstrate that utilizing the sub-Monte Carlo estimation, coupled with an unbiased estimator, offers a solution that effectively mitigates the infinite variance problem at a minimal additional cost.
Monte Carlo calculations of fermionic systems with continuous auxiliary fields frequently suffer from a diverging variance for fermionic observables. If the simulations have an infinite variance problem, one cannot estimate observables reliably even with an arbitrarily large number of samples. In this paper, we explore a method to solve this problem using sampling based on the distribution of a system with an extra time slice. The necessary reweighting factor is computed both perturbatively and through a secondary Monte Carlo. We show that the Monte Carlo reweighting coupled to the use of an unbiased estimator of the reweighting factor leads to a method that eliminates the infinite variance problem at a very small extra cost. We compute the double occupancy in the Hubbard model at half-filling to demonstrate the method and compare the results to well-established results obtained by other methods.
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing heavy-tailed distributions, which are commonly encountered in various scientific and engineering fields. Our quantum algorithm efficiently estimates means for variables with a finite (1+δ)th(1+δ)^{\text{th}}(1+δ)th moment, where δδδ lies between 0 and 1. It provides a quadratic speedup over the classical Monte Carlo method in both the accuracy parameter εεε and the specified moment of the distribution. We establish both classical and quantum lower bounds, showcasing the near-optimal efficiency of our algorithm among quantum methods. Our work focuses not on creating new algorithms, but on analyzing the execution of existing algorithms with available additional information about the random variable. Additionally, we categorize these scenarios and demonstrate a hierarchy in the types of supplementary information that can be provided.
We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation functions and expectation values based on the auxiliary field Hirsch-Hubbard-Stratonovic transformation. We show that this new approach to VMC converges significantly faster than its traditional implementations. Furthermore, we generalize the Trotter-Suzuki decomposition to finite imaginary time steps τ∼O(1)τ\sim O(1)τ∼O(1) and develop a variational quantum Monte Carlo (VQMC) method accordingly, which is more accurate than VMC and can incorporate quantum fluctuations more efficiently. The two extreme limits of the VQMC method, namely infinitesimal and infinite imaginary time steps, correspond to the DQMC and VMC techniques, respectively. We demonstrate that our VQMC allows us to access lower temperatures in comparison with the conventional DQMC before the sign problem comes into play. We finally show that our VQMC can also enhance the accuracy of the projector Monte Carlo methods by providing better and less biased candidates for the trial wave functions, requiring shorter projection times for a given accuracy and alleviating the sign problem further.
We introduce determinant quantum-quantum Monte Carlo (DQ2^22MC), a quantum algorithm that lifts the auxiliary-field sampling and averaging at the operational core of determinant quantum Monte Carlo onto a quantum computer. A determinant oracle synthesizes the DQMC amplitudes directly from a block encoding of the single-particle action matrix via quantum singular value transformations, so that the exponentially many Hubbard-Stratonovich weights are never enumerated, precomputed, or stored. Since the fermions are free for fixed auxiliary fields, the construction operates entirely at the single-particle level, requiring O(log⁡Nst)O(\log N_{\mathrm{st}})O(logNst​) system qubits and no Jordan-Wigner or Bravyi-Kitaev encoding, where NstN_{\mathrm{st}}Nst​ is the space-time volume. A full-quantum protocol makes observables interference amplitudes, eliminating the Markov chain and its autocorrelation time altogether; a hybrid quantum-classical protocol retains a constant-size active block of qubits and replaces the Metropolis-Hastings acceptance step with an exact heat-bath draw, so that cluster updates of any size are rejection-free, and passes only classical information between updates, admitting parallel tempering and distributed execution across quantum processors. The circuit-depth scales more favorably with spatial volume than classical DQMC, at the price of a post-selection overhead determined exactly by the largest target probability --- polynomial for smooth distributions, exponential for sharply peaked ones. Finally, the reweighting estimator underlying the fermion sign problem maps exactly onto a quantum weak value, placing the exponential cost of sign-problematic DQMC in precise correspondence with the post-selection overhead of weak-value extraction.