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We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

In this article, we derive a novel non-reversible, continuous-time Markov chain Monte Carlo (MCMC) sampler, called Coordinate Sampler, based on a piecewise deterministic Markov process (PDMP), which can be seen as a variant of the Zigzag…

Computation · Statistics 2019-04-12 Changye Wu , Christian P. Robert

We present the ground state extension of the efficient quantum Monte Carlo algorithm for lattice fermions of arXiv:1411.0683. Based on continuous-time expansion of imaginary-time projection operator, the algorithm is free of systematic…

Strongly Correlated Electrons · Physics 2015-07-02 Lei Wang , Mauro Iazzi , Philippe Corboz , Matthias Troyer

We propose a novel algorithm for calculating the ground-state energy of quantum many-body systems by combining auxiliary-field quantum Monte Carlo (AFQMC) with tensor-train sketching. In AFQMC, a good trial wavefunction to guide the random…

Numerical Analysis · Mathematics 2026-02-17 Ziang Yu , Shiwei Zhang , Yuehaw Khoo

Starting with an initial random network of oscillators with a heterogeneous frequency distribution, its autonomous synchronization ability can be largely improved by appropriately rewiring the links between the elements. Ensembles of…

Adaptation and Self-Organizing Systems · Physics 2015-05-18 Tatsuo Yanagita , Alexander S. Mikhailov

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

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…

Statistics Theory · Mathematics 2025-11-14 Erik Jansson , Moritz Schauer , Ruben Seyer , Akash Sharma

Tensor networks provide an efficient approximation of operations involving high dimensional tensors and have been extensively used in modelling quantum many-body systems. More recently, supervised learning has been attempted with tensor…

Computer Vision and Pattern Recognition · Computer Science 2021-07-02 Raghavendra Selvan , Erik B Dam , Jens Petersen

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

This paper gives new, efficient algorithms for approximate uniform sampling of contingency tables and integer partitions. The algorithms use the Burnside process, a general algorithm for sampling a uniform orbit of a finite group acting on…

Computation · Statistics 2025-09-03 Persi Diaconis , Michael Howes

(Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an…

Computational Physics · Physics 2025-01-03 Nicolas Alder , Shivam Nitin Kajale , Milin Tunsiricharoengul , Deblina Sarkar , Ralf Herbrich

Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…

Quantum Physics · Physics 2026-04-23 Yuya Kawamata , Yuichiro Nakano , Keisuke Fujii

In optimization, one of the well-known classical algorithms is power iterations. Simply stated, the algorithm recovers the dominant eigenvector of some diagonalizable matrix. Since numerous optimization problems can be formulated as an…

Quantum Physics · Physics 2024-04-24 V. Akshay , Ar. Melnikov , A. Termanova , M. R. Perelshtein

Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…

Computation · Statistics 2012-03-09 James M. Flegal , Radu Herbei

The application of Tensor Networks (TN) in quantum computing has shown promise, particularly for data loading. However, the assumption that data is readily available often renders the integration of TN techniques into Quantum Monte Carlo…

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Computation · Statistics 2021-12-07 Han Lu , Mohammad Khalil , Thomas Catanach , Jiefu Chen , Xuqing Wu , Xin Fu , Cosmin Safta , Yueqin Huang

Quantum annealing with the D-Wave Advantage system in the random Ising model on a cubic lattice is simulated using a three-dimensional (3D) tensor network. The Hamiltonian is driven across a quantum phase transition from a paramagnetic…

Quantum Physics · Physics 2026-03-18 Jacek Dziarmaga

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot