This document summarizes my research activities since 2005 about the development of methods for computing the electronic structure of molecular systems and organized into two themes: (1) Quantum Monte Carlo (QMC) methods: I developed several aspects of QMC methods in order to be able to do reference calculations in quantum chemistry (wave-function optimization method for ground and excited states, new forms of explicitly correlated wave functions, and improved statistical estimators for observables); (2) Density-functional theory (DFT): In order to improve the accuracy of present-day DFT, I developed several methods which rigorously combine DFT with correlated wave-function calculations by using a decomposition of the electron-electron interaction (range-separated hybrids, "double-hybrid" approximations, and multiconfigurational hybrids).