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Inherent gate errors can arise in quantum computation when the actual system Hamiltonian or Hilbert space deviates from the desired one. Two important examples we address are spin-coupled quantum dots in the presence of spin-orbit…
Adiabatic Quantum Computing (AQC) is an attractive paradigm for solving hard integer polynomial optimization problems. Available hardware restricts the Hamiltonians to be of a structure that allows only pairwise interactions. This requires…
This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional…
We show how to obtain a fast component-by-component construction algorithm for higher order polynomial lattice rules. Such rules are useful for multivariate quadrature of high-dimensional smooth functions over the unit cube as they achieve…
This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…
ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…
In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…
The utility of solving the Fermi-Hubbard model has been estimated in the billions of dollars. Digital quantum computers can in principle address this task, but have so far been limited to quasi one-dimensional models. This is because of…
Pricing exotic multi-asset path-dependent options requires extensive Monte Carlo simulations. In the recent years the interest to the Quasi-monte Carlo technique has been renewed and several results have been proposed in order to improve…
We provide a unified, comprehensive treatment of all operators that contribute to the anti-ferromagnetic, ferromagnetic, and charge-density-wave structure factors and order parameters of the hexagonal Hubbard Model. We use the Hybrid Monte…
Hilbert space dimension is a key resource for quantum information processing. A large Hilbert space is not only an essential requirement for quantum error correction, but it can also be advantageous for realizing gates and algorithms more…
Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the…
We present an algorithm for the computation of unbiased Green functions and self-energies for quantum lattice models, free from systematic errors and valid in the thermodynamic limit. The method combines direct lattice simulations using the…
Determinant Quantum Monte Carlo (DQMC) provides numerically exact solutions for strongly correlated fermionic systems but faces significant computational challenges with increasing system size. While submatrix updates were originally…
The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…
We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…
Recently, iterative Quasi-Monte Carlo (iQMC) was introduced as a new method of neutron transport which combines deterministic iterative methods and quasi-Monte Carlo simulation for more efficient solutions to the neutron transport equation.…
The theoretical development of quasi-Monte Carlo (QMC) methods for uncertainty quantification of partial differential equations (PDEs) is typically centered around simplified model problems such as elliptic PDEs subject to homogeneous zero…
A new algorithm for analytic continuation of noisy quantum Monte Carlo (QMC) data from the Matsubara domain to real frequencies is proposed. Unlike the widely used maximum-entropy (MaxEnt) procedure, our method is linear with respect to…
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…