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The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. This paper proposes a spherical Monte Carlo method with both theoretical analysis and numerical simulation. First,…

Computation · Statistics 2013-09-16 Huei-Wen Teng , Ming-Hsuan Kang , Cheng-Der Fuh

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

In Variational Quantum Simulations, the construction of a suitable parametric quantum circuit is subject to two counteracting effects. The number of parameters should be small for the device noise to be manageable, but also large enough for…

Quantum Physics · Physics 2026-03-13 Lena Funcke , Tobias Hartung , Karl Jansen , Stefan Kühn , Manuel Schneider , Paolo Stornati

Here we briefly discuss how negative numbers, or "negative probabilities", can naturally arise in probabilistic expressions and be given an operational interpretation. Like the use of negative numbers in arithmetical expressions, the use of…

Statistical Mechanics · Physics 2019-06-14 John Realpe-Gómez

We study the application of a quasi-Monte Carlo (QMC) method to a class of semi-linear parabolic reaction-diffusion partial differential equations used to model tumor growth. Mathematical models of tumor growth are largely phenomenological…

Numerical Analysis · Mathematics 2026-02-23 Alexander D. Gilbert , Frances Y. Kuo , Dirk Nuyens , Graham Pash , Ian H. Sloan , Karen E. Willcox

We establish a classical heuristic algorithm for exactly computing quantum probability amplitudes. Our algorithm is based on mapping output probability amplitudes of quantum circuits to evaluations of the Tutte polynomial of graphic…

Quantum Physics · Physics 2021-09-28 Ryan L. Mann

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

We present two Monte Carlo sampling algorithms for probabilistic inference that guarantee polynomial-time convergence for a larger class of network than current sampling algorithms provide. These new methods are variants of the known…

Artificial Intelligence · Computer Science 2013-02-18 Malcolm Pradhan , Paul Dagum

A control in feedback form is derived for linear quadratic, time-invariant optimal control problems subject to parabolic partial differential equations with coefficients depending on a countably infinite number of uncertain parameters. It…

Optimization and Control · Mathematics 2024-09-25 Philipp A. Guth , Peter Kritzer , Karl Kunisch

Some recent work on confidence intervals for randomized quasi-Monte Carlo (RQMC) sampling found a surprising result: ordinary Student $t$ 95% confidence intervals based on a modest number of replicates were seen to be very effective and…

Numerical Analysis · Mathematics 2025-03-26 Zexin Pan , Art B. Owen

Quantum error mitigation techniques can reduce noise on current quantum hardware without the need for fault-tolerant quantum error correction. For instance, the quasiprobability method simulates a noise-free quantum computer using a noisy…

Quantum Physics · Physics 2022-02-01 Christophe Piveteau , David Sutter , Stefan Woerner

Multipartite entanglement is a key resource for quantum computation. It is expected theoretically that entanglement transition may happen for multipartite random quantum states, however, which is still absent experimentally. Here, we report…

The estimation of the guessing probability has paramount importance in quantum cryptographic processes. It can also be used as a witness for nonlocal correlations. In most of the studied scenarios, estimating the guessing probability…

Quantum Physics · Physics 2022-12-19 Sarnava Datta , Hermann Kampermann , Dagmar Bruß

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

This article comprises a review of both the quasi-probability representations of infinite-dimensional quantum theory (including the Wigner function) and the more recently defined quasi-probability representations of finite-dimensional…

Quantum Physics · Physics 2011-10-18 Christopher Ferrie

An accurate method to compute the annihilation rate in positronic systems by means of quantum Monte Carlo simulations is tested and compared with previously proposed methods using simple model systems. This method can be applied within all…

Chemical Physics · Physics 2009-11-07 Massimo Mella , Simone Chiesa , Gabriele Morosi

Among all entanglement measures negativity arguably is the best known and most popular tool to quantify bipartite quantum correlations. It is easily computed for arbitrary states of a composite system and can therefore be applied to discuss…

Quantum Physics · Physics 2014-09-19 Christopher Eltschka , Jens Siewert

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Quantum Physics · Physics 2024-03-27 Ziv Goldfeld , Dhrumil Patel , Sreejith Sreekumar , Mark M. Wilde

It is one of the most fundamental objectives in quantum information science to understand the boundary between the computational power of classical and quantum computers. One possible avenue to explore this boundary is to identify classes…

Quantum Physics · Physics 2025-03-28 Christophe Piveteau