An acceleration algorithm to address the problem of multiple time scales in variational Monte Carlo simulations is presented. After a first attempted move has been rejected, the delayed rejection algorithm attempts a second move with a smaller time step, so that even moves of the core electrons can be accepted. Results on Be and Ne atoms as test cases are presented. Correlation time and both average accepted displacement and acceptance ratio as a function of the distance from the nucleus evidence the efficiency of the proposed algorithm in dealing with the multiple time scales problem. (C) 2004 American Institute of Physics.