Related papers: Speed-up via Quantum Sampling
Machine learning has emerged as a promising approach to study the properties of many-body systems. Recently proposed as a tool to classify phases of matter, the approach relies on classical simulation methods$-$such as Monte Carlo$-$which…
We develop a quantum algorithm to solve combinatorial optimization problems through quantum simulation of a classical annealing process. Our algorithm combines techniques from quantum walks, quantum phase estimation, and quantum Zeno…
Quantum amplitude amplification and estimation have shown quadratic speedups to unstructured search and estimation tasks. We show that a coherent combination of these quantum algorithms also provides a quadratic speedup to calculating the…
Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…
The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…
A central roadblock to analyzing quantum algorithms on quantum states is the lack of a comparable input model for classical algorithms. Inspired by recent work of the author [E. Tang, STOC'19], we introduce such a model, where we assume we…
This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…
Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…
Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…
A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric,…
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…
Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…
Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…
We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…
To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…
Quantum computers (QCs) must implement quantum error correcting codes (QECCs) to protect their logical qubits from errors, and modeling the effectiveness of QECCs on QCs is an important problem for evaluating the QC architecture. The…
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped…
In this study, we propose quantum annealing-enhanced Markov Chain Monte Carlo (QAEMCMC), where QA is integrated into the MCMC subroutine. QA efficiently explores low-energy configurations and overcomes local minima, enabling the generation…