Related papers: Fast QMC matrix-vector multiplication
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
In this paper we propose an estimator of spot covariance matrix which ensure symmetric positive semi-definite estimations. The proposed estimator relies on a suitable modification of the Fourier covariance estimator in Malliavin and Mancino…
We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…
For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…
One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…
In the analysis of using quasi-Monte Carlo (QMC) methods to approximate expectations of a linear functional of the solution of an elliptic PDE with random diffusion coefficient the sensitivity w.r.t. the parameters is often stated in terms…
Quantum Markov chains (QMCs) are positive maps on a trace-class space describing open quantum dynamics on graphs. Such objects have a statistical resemblance with classical random walks, while at the same time it allows for internal…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…
The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate…
We introduce a Quantum Monte Carlo (QMC) method which efficiently simulates in a sign-problem-free way a broad class of frustrated $S=1/2$ models with competing antiferromagnetic interactions. Our scheme uses the basis of total spin…
Ab-initio quantum Monte Carlo (QMC) methods are a state-of-the-art computational approach to obtaining highly accurate many-body wave functions. Although QMC methods are widely used in physics and chemistry to compute ground-state energies,…
We consider the problem of computing the q->p norm of a matrix A, which is defined for p,q \ge 1, as |A|_{q->p} = max_{x !=0 } |Ax|_p / |x|_q. This is in general a non-convex optimization problem, and is a natural generalization of the…
K-means -- and the celebrated Lloyd algorithm -- is more than the clustering method it was originally designed to be. It has indeed proven pivotal to help increase the speed of many machine learning and data analysis techniques such as…
A common starting point of traditional quantum algorithm design is the notion of a universal quantum computer with a scalable number of qubits. This convenient abstraction mirrors classical computations manipulating finite sets of symbols,…
There have been several algorithms designed to optimise matrix multiplication. From schoolbook method with complexity $O(n^3)$ to advanced tensor-based tools with time complexity $O(n^{2.3728639})$ (lowest possible bound achieved), a lot of…
Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…
Let ${\cal X }=XX^{\prime}$ be a random matrix associated with a centered $r$-column centered Gaussian vector $X$ with a covariance matrix $P$. In this article we compute expectations of matrix-products of the form $\prod_{1\leq i\leq…