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Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

We introduce a novel method of efficiently simulating the non-equilibrium steady state of large many-body open quantum systems with highly non-local interactions, based on a variational Monte Carlo optimization of a matrix product operator…

Quantum Physics · Physics 2024-09-18 Dawid A. Hryniuk , Marzena H. Szymańska

We are concerned with the computation of the mean-time-to-absorption (MTTA) for a large system of loosely interconnected components, modeled as continuous time Markov chains. In particular, we show that splitting the local and…

Numerical Analysis · Mathematics 2019-07-05 Leonardo Robol , Giulio Masetti

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…

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Machine Learning · Statistics 2026-01-30 James Cuin , Davide Carbone , Yanbo Tang , O. Deniz Akyildiz

Optimized quantum control can enhance the performance and noise resilience of quantum metrology. However, the optimization quickly becomes intractable when multiple control operations are applied sequentially. In this work, we propose…

Quantum Physics · Physics 2024-12-19 Qiushi Liu , Yuxiang Yang

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Variational tensor network optimization has become a powerful tool for studying classical statistical models in two dimensions. However, its application to three-dimensional systems remains limited, primarily due to the high computational…

Statistical Mechanics · Physics 2025-10-14 Xia-Ze Xu , Tong-Yu Lin , Guang-Ming Zhang

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet…

Physics and Society · Physics 2010-04-14 Charo I. Del Genio , Hyunju Kim , Zoltan Toroczkai , Kevin E. Bassler

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiago P. Peixoto

Simplicial complexes are now a popular alternative to networks when it comes to describing the structure of complex systems, primarily because they encode multi-node interactions explicitly. With this new description comes the need for…

Physics and Society · Physics 2017-09-27 Jean-Gabriel Young , Giovanni Petri , Francesco Vaccarino , Alice Patania

In the tensor-network framework, the expectation values of two-dimensional quantum states are evaluated by contracting a double-layer tensor network constructed from initial and final tensor-network states. The computational cost of…

Strongly Correlated Electrons · Physics 2017-07-24 Z. Y. Xie , H. J. Liao , R. Z. Huang , H. D. Xie , J. Chen , Z. Y. Liu , T. Xiang

A tree tensor network variational method is proposed to simulate quantum many-body systems with global symmetries where the optimization is reduced to individual charge configurations. A computational scheme is presented, how to extract the…

Strongly Correlated Electrons · Physics 2013-11-13 Iztok Pizorn , Frank Verstraete , Robert M. Konik

Disordered lattice spin systems are crucial in both theoretical and applied physics. However, understanding their properties poses significant challenges for Monte Carlo simulations. In this work, we investigate the two-dimensional…

Statistical Mechanics · Physics 2025-03-11 Tao Chen , Erdong Guo , Wanzhou Zhang , Pan Zhang , Youjin Deng

Tensor networks are efficient representations of high-dimensional tensors which have been very successful for physics and mathematics applications. We demonstrate how algorithms for optimizing such networks can be adapted to supervised…

Machine Learning · Statistics 2017-05-22 E. Miles Stoudenmire , David J. Schwab

We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

Computation · Statistics 2020-10-23 Augustin Chevallier , Paul Fearnhead , Matthew Sutton

We propose a tensor network encoding the set of all eigenstates of a fully many-body localized system in one dimension. Our construction, conceptually based on the ansatz introduced in Phys. Rev. B 94, 041116(R) (2016), is built from two…

Disordered Systems and Neural Networks · Physics 2017-05-17 Thorsten B. Wahl , Arijeet Pal , Steven H. Simon
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