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Communications in Computational Physics

The Lognormal Distribution and Quantum Monte Carlo Data

Mervlyn Moodley

Published May 5, 2014• 0 citations
Publisher

Abstract

Quantum Monte Carlo data are often afflicted with distributions that resemble lognormal probability distributions and consequently their statistical analysis cannot be based on simple Gaussian assumptions. To this extent a method is introduced to estimate these distributions and thus give better estimates to errors associated with them. This method entails reconstructing the probability distribution of a set of data, with given mean and variance, that has been assumed to be lognormal prior to undergoing a blocking or renormalization transformation. In doing so, we perform a numerical evaluation of the renormalized sum of lognormal random variables. This technique is applied to a simple quantum model utilizing the single-thread Monte Carlo algorithm to estimate the ground state energy or dominant eigenvalue of a Hamiltonian matrix.

DOI
10.4208/cicp.190313.171013a

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Quantum Monte Carlo data are often afflicted with distributions that resemble lognormal probability distributions and consequently their statistical analysis cannot be based on simple Gaussian assumptions. To this extent a method is introduced to estimate these distributions and thus give better estimates to errors associated with them. This method entails reconstructing the probability distribution of a set of data, with given mean and variance, that has been assumed to be lognormal prior to undergoing a blocking or renormalization transformation. In doing so, we perform a numerical evaluation of the renormalized sum of lognormal random variables. This technique is applied to a simple quantum model utilizing the single-thread Monte Carlo algorithm to estimate the ground state energy or dominant eigenvalue of a Hamiltonian matrix.
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In quantum Monte Carlo (QMC) methods, energy estimators are calculated as (functions of) statistical averages of quantities sampled during a calculation. Associated statistical errors of these averages are often estimated. This error estimation is not straightforward and there are several choices of the error estimation methods. We evaluate the performance of three methods (the Straatsma method, an autoregressive model, and a blocking analysis based on von Neumann's ratio test for randomness) for the energy time series given by three QMC methods [diffusion Monte Carlo, full configuration interaction Quantum Monte Carlo (FCIQMC), and coupled cluster Monte Carlo (CCMC)]. From these analyses, we describe a hybrid analysis method which provides reliable error estimates for a series of various lengths of FCIQMC and CCMC's time series. Equally important is the estimation of the appropriate start point of the equilibrated phase. We establish that a simple mean squared error rule method as described by White [K. P. White, Jr., Simulation 69(6), 323 (1997)10.1177/003754979706900601] can provide reasonable estimations.
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Despite the proven utility of quantum Monte Carlo methods in addressing the quantum many-body problem, many important observables are difficult to calculate due to the presence of large, and sometimes divergent, statistical errors. The present state of the art allows the construction of renormalized estimators which result in finite variances, but which invariably include some systematic bias. We present a simple method for calculating unbiased expectation values of local operators in the diffusion quantum Monte Carlo method which is applicable to both bare and renormalized estimators, allowing the accurate calculation of important properties such as forces.
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