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This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

Quantum computers can perform certain operations exponentially faster than classical computers, but designing quantum circuits is challenging. To that end, researchers used evolutionary algorithms to produce probabilistic quantum circuits…

Quantum Physics · Physics 2024-09-17 Owain Parry , John Clark , Phil McMinn

By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

We describe a stochastic series expansion (SSE) quantum Monte Carlo method for a two-dimensional S=1/2 XY-model (or, equivalently, hard-core bosons at half-filling) which in addition to the standard pair interaction J includes a…

Statistical Mechanics · Physics 2009-11-10 Roger G. Melko , Anders W. Sandvik

Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…

Machine Learning · Computer Science 2020-05-05 Dan Kondratyuk , Mingxing Tan , Matthew Brown , Boqing Gong

We describe a scheme for quantum error correction that employs feedback and weak measurement rather than the standard tools of projective measurement and fast controlled unitary gates. The advantage of this scheme over previous protocols…

Quantum Physics · Physics 2009-11-10 Mohan Sarovar , Charlene Ahn , Kurt Jacobs , Gerard J. Milburn

One of the most promising applications of near-term quantum computing is the simulation of quantum systems, a classically intractable task. Quantum simulation requires computationally expensive matrix exponentiation; Trotter-Suzuki…

Neural and Evolutionary Computing · Computer Science 2019-04-24 Benjamin D. M. Jones , George O. O'Brien , David R. White , Earl T. Campbell , John A. Clark

Several quantum and classical Monte Carlo algorithms for Betti Number Estimation (BNE) on clique complexes have recently been proposed, though it is unclear how their performances compare. We review these algorithms, emphasising their…

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

Efficient simulations of quantum evolutions of spin-1/2 systems are relevant for ensemble quantum computation as well as in typical NMR experiments. We propose an efficient method to calculate the dynamics of an observable provided that the…

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang

Mesoscale forecasts are now routinely performed as elements of operational forecasts and their outputs do appear convincing. However, despite their realistic appearance at times the comparison to observations is less favorable. At the grid…

Atmospheric and Oceanic Physics · Physics 2016-10-26 Markus Gross

We propose a novel algorithm for large-scale regression problems named histogram transform ensembles (HTE), composed of random rotations, stretchings, and translations. First of all, we investigate the theoretical properties of HTE when the…

Machine Learning · Statistics 2019-12-11 Hanyuan Hang , Zhouchen Lin , Xiaoyu Liu , Hongwei Wen

Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…

Quantum Physics · Physics 2023-03-06 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…

Strongly Correlated Electrons · Physics 2014-07-01 Hiroshi Shinaoka , Michele Dolfi , Matthias Troyer , Philipp Werner

Training large neural networks is known to be time-consuming, with the learning duration taking days or even weeks. To address this problem, large-batch optimization was introduced. This approach demonstrated that scaling mini-batch sizes…

Machine Learning · Computer Science 2023-01-31 Alexander Nikulin , Vladislav Kurenkov , Denis Tarasov , Dmitry Akimov , Sergey Kolesnikov

We show how the worldline quantum Monte Carlo procedure, which usually relies on an artificial time discretization, can be formulated directly in continuous time, rendering the scheme exact. For an arbitrary system with discrete Hilbert…

Condensed Matter · Physics 2009-10-30 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn