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arXiv:cond-mat/0303594

The Lognormal Distribution and Quantum Monte Carlo Data

Mervlyn Moodley

Published Mar 27, 2003• 0 citations
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Abstract

Quantum Monte Carlo data are often afflicted with distributions that resemble lognormal probability distributions and consequently their statistical analysis can not 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 is applied to a simple quantum model utilizing the single-thread Monte Carlo algorithm to estimate ground state energies.

DOI
10.48550/arxiv.cond-mat/0303594

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Quantum Monte Carlo data are often afflicted with distributions that resemble lognormal probability distributions and consequently their statistical analysis can not 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 is applied to a simple quantum model utilizing the single-thread Monte Carlo algorithm to estimate ground state energies.
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.
We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole range of temperature. The method is based on several recent findings in Monte Carlo techniques, such as the loop algorithm and the transition matrix Monte Carlo method. In particular, we derive an exact relation between the DOS and the expectation value of the transition probability for quantum systems, which turns out to be useful in reducing the statistical errors in various estimates.
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.
We apply a Bayesian data analysis scheme known as the Markov chain Monte Carlo to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical information concerning all reconstruction parameters including their statistical correlations with no a priori assumptions as to the form of the distribution from which it has been obtained. From this vector we can derive, e.g., the marginal distributions and uncertainties of all model parameters, and also of other quantities such as the purity of the reconstructed state. We demonstrate the utility of this scheme by reconstructing the Wigner function of phase-diffused squeezed states. These states possess non-Gaussian statistics and therefore represent a nontrivial case of tomographic reconstruction. We compare our results to those obtained through pure maximum-likelihood and Fisher information approaches.
The combination of continuum many-body quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a statistical estimate requires a measure of the random error in the estimate for it to be useful. Such a measure of confidence is usually provided by assuming the central limit theorem to hold true. In what follows it is demonstrated that, for the most popular implementation of the variational Monte Carlo method, the central limit theorem has limited validity, or is invalid and must be replaced by a generalized central limit theorem. Estimates of the total energy and the variance of the local energy are examined in detail, and shown to exhibit uncontrolled statistical errors through an explicit derivation of the distribution of the random error. Several examples are given of estimated quantities for which the central limit theorem is not valid. The approach used is generally applicable to characterizing the random error of estimates, and to quantum Monte Carlo methods beyond variational Monte Carlo.