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This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

Data transformations are essential for broad applicability of parametric regression models. However, for Bayesian analysis, joint inference of the transformation and model parameters typically involves restrictive parametric transformations…

Methodology · Statistics 2024-08-29 Daniel R. Kowal , Bohan Wu

Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…

Quantum Physics · Physics 2025-10-21 Xiaogang Li , Kecheng Liu , Qiming Ding

The famous least squares Monte Carlo (LSM) algorithm combines linear least square regression with Monte Carlo simulation to approximately solve problems in stochastic optimal stopping theory. In this work, we propose a quantum LSM based on…

Quantum Physics · Physics 2023-07-28 João F. Doriguello , Alessandro Luongo , Jinge Bao , Patrick Rebentrost , Miklos Santha

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic…

Quantum Physics · Physics 2021-06-30 Dong An , Noah Linden , Jin-Peng Liu , Ashley Montanaro , Changpeng Shao , Jiasu Wang

The quantum algorithms for Monte Carlo integration (QMCI), which are based on quantum amplitude estimation (QAE), speed up expected value calculation compared with classical counterparts, and have been widely investigated along with their…

Quantum Physics · Physics 2021-11-23 Koichi Miyamoto

This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…

Computation · Statistics 2008-04-22 Yves Atchade , Nicolas Lartillot , Christian P. Robert

We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…

Computation · Statistics 2013-11-19 Sinan Yildirim , Sumeetpal Singh , Thomas Dean , Ajay Jasra

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

Analytic continuation of imaginary time or frequency data to the real axis is a crucial step in extracting dynamical properties from quantum Monte Carlo simulations. The average spectrum method provides an elegant solution by integrating…

Computational Physics · Physics 2020-07-15 Khaldoon Ghanem , Erik Koch

We propose a novel Monte-Carlo based ab-initio algorithm for directly computing the statistics for quantities of interest in an immiscible two-phase compressible flow. Our algorithm samples the underlying probability space and evolves these…

Numerical Analysis · Mathematics 2023-03-30 Marco Petrella , Remi Abgrall , Siddhartha Mishra

We study the efficiency, precision and accuracy of all-electron variational and diffusion quantum Monte Carlo calculations using Slater basis sets. Starting from wave functions generated by Hartree-Fock and density functional theory, we…

Materials Science · Physics 2010-02-11 Norbert Nemec , Michael D. Towler , R. J. Needs

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

We build a quantum algorithm which uses the Grover quantum search procedure in order to sample the exact equilibrium distribution of a wide range of classical statistical mechanics systems. The algorithm is based on recently developed exact…

Quantum Physics · Physics 2014-11-20 Nicolas Destainville , Bertrand Georgeot , Olivier Giraud

Sequential analysis encompasses simulation theories and methods where the sample size is determined dynamically based on accumulating data. Since the conceptual inception, numerous sequential stopping rules have been introduced, and many…

Methodology · Statistics 2026-04-02 Jiezhong Wu , Reiichiro Kawai

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso