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We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

The bootstrap is a foundational tool in statistical inference, but its classical implementation relies on Monte Carlo resampling, introducing approximation error and incurring high computational cost -- especially for large datasets and…

Computation · Statistics 2026-04-02 Yongkai Chen , Ping Ma , Wenxuan Zhong

We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

Computation · Statistics 2025-07-22 Shu Huang , Richard G. Everitt , Massimiliano Tamborrino , Adam M. Johansen

We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…

Statistical Mechanics · Physics 2015-06-24 Riccardo Rota , Joaquim Casulleras , Ferran Mazzanti , Jordi Boronat

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

The Monte Carlo (MC) estimates of thermal averages are usually functions of system control parameters $\lambda $, such as temperature, volume, interaction couplings, etc. Given the MC average at a set of prescribed control parameters…

Chemical Physics · Physics 2012-06-11 Sharif D. Kunikeev , Kwang S. Kim

The coming years of gravitational wave astrophysics promises thousands of new detections, which can unlock fundamental scientific insights if the information in each observation can be properly synthesized into a coherent picture.…

High Energy Astrophysical Phenomena · Physics 2025-09-10 Jack Heinzel , Salvatore Vitale

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Monte Carlo integration is typically interpreted as an estimator of the expected value using stochastic samples. There exists an alternative interpretation in calculus where Monte Carlo integration can be seen as estimating a…

Graphics · Computer Science 2022-11-15 Corentin Salaün , Adrien Gruson , Binh-Son Hua , Toshiya Hachisuka , Gurprit Singh

We propose a quantum Monte Carlo algorithm capable of simulating the Bose-Hubbard model on arbitrary graphs, obviating the need for devising lattice-specific updates for different input graphs. We show that with our method, which is based…

Statistical Mechanics · Physics 2024-04-29 Itay Hen , Emre Akaturk

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

Computation · Statistics 2020-08-31 Nariankadu D. Shyamalkumar , Sanvesh Srivastava

We derive a lattice approximation for a class of equilibrium quantum statistics describing the behaviour of any combination and number of bosonic and fermionic particles with any sufficiently binding potential. We then develop an intuitive…

Statistical Mechanics · Physics 2008-11-26 Jani Lukkarinen

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…

Quantum Physics · Physics 2025-10-24 Jose Blanchet , Yassine Hamoudi , Mario Szegedy , Guanyang Wang

The theory of continuous quantum measurement allows to reconstruct the state $\rho_t$ of a system from a continuous stochastic measurement record $I_t$. However, this truly continuous-time signal $I_t$ is never available in practice. In…

Quantum Physics · Physics 2025-05-28 Pierre Guilmin , Pierre Rouchon , Antoine Tilloy

We propose a method for the numerical computation of microcanonical expectation values--i.e. averages over energy eigenstates with the same eigenvalue-without any prior knowledge about the spectrum of the Hamiltonian. This is accomplished…

High Energy Physics - Theory · Physics 2007-05-23 Jani Lukkarinen

A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…

Statistical Mechanics · Physics 2007-05-23 Anders W. Sandvik

We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

The accurate theoretical description of the dynamic properties of correlated quantum many-body systems such as the dynamic structure factor $S(\mathbf{q},\omega)$ constitutes an important task in many fields. Unfortunately, highly accurate…

Statistical Mechanics · Physics 2023-03-08 Tobias Dornheim , Zhandos Moldabekov , Panagiotis Tolias , Maximilian Böhme , Jan Vorberger