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In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…

Methodology · Statistics 2026-03-12 Minji Kim , Brendan Brown , Vladas Pipiras

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

We continue the study of restricted Monte Carlo algorithms in a general setting. Here we show a lower bound for minimal errors in the setting with finite restriction in terms of deterministic minimal errors. This generalizes a result of…

Numerical Analysis · Mathematics 2020-12-24 Stefan Heinrich

The precision with which we can measure operators that do not commute with conserved quantities is limited by the need to preserve the associated global symmetries. We show how to construct a local hidden-variable model that violates Bell…

Quantum Physics · Physics 2025-11-11 Alejandro J. Garza , Jonte R. Hance

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

We study high-dimensional distribution learning in an agnostic setting where an adversary is allowed to arbitrarily corrupt an $\varepsilon$-fraction of the samples. Such questions have a rich history spanning statistics, machine learning…

Data Structures and Algorithms · Computer Science 2019-03-18 Ilias Diakonikolas , Gautam Kamath , Daniel Kane , Jerry Li , Ankur Moitra , Alistair Stewart

Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…

Computation · Statistics 2025-02-27 Amanda K. Glazer , Philip B. Stark

At fine lattice spacings, Markov chain Monte Carlo simulations of QCD and other gauge theories with or without fermions are plagued by slow modes that give rise to large autocorrelation times. This can lead to simulation runs that are…

High Energy Physics - Lattice · Physics 2024-06-12 Timo Eichhorn , Gianluca Fuwa , Christian Hoelbling , Lukas Varnhorst

We elucidate the origin of large differences (two-fold or more) in the fixed-node errors between the first- vs second-row systems for single-configuration trial wave functions in quantum Monte Carlo calculations. This significant difference…

Computational Physics · Physics 2015-06-17 Kevin M. Rasch , Shuming Hu , Lubos Mitas

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei

We study the error of reversible Markov chain Monte Carlo methods for approximating the expectation of a function. Explicit error bounds with respect to different norms of the function are proven. By the estimation the well known…

Numerical Analysis · Mathematics 2011-01-18 Daniel Rudolf

Despite its many advantages, the sensible application of the Hybrid Monte Carlo (HMC) method is often hindered by the presence of large - or even infinite - potential barriers. These potential barriers partition the configuration space into…

Strongly Correlated Electrons · Physics 2025-07-23 Finn Temmen , Evan Berkowitz , Anthony Kennedy , Thomas Luu , Johann Ostmeyer , Xinhao Yu

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these contexts call for some form of nested inference to be applied. In…

Computation · Statistics 2016-12-06 Tom Rainforth , Robert Cornish , Hongseok Yang , Frank Wood

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves…

Computation · Statistics 2018-05-24 Tom Rainforth , Robert Cornish , Hongseok Yang , Andrew Warrington , Frank Wood

We have determined numerically the maximum quantum violation of over 100 tight bipartite Bell inequalities with two-outcome measurements by each party on systems of up to four dimensional Hilbert spaces. We have found several cases,…

Quantum Physics · Physics 2009-11-13 K. F. Pál , T. Vértesi

Using an elaborate set of simulational tools and statistically optimized methods of data analysis we investigate the scaling behavior of the correlation lengths of three-dimensional classical O($n$) spin models. Considering…

Statistical Mechanics · Physics 2011-07-19 Martin Weigel , Wolfhard Janke

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We estimate the probability of random $N$-qudit pure states violating full-correlation Bell inequalities with two dichotomic observables per site. These inequalities can show violations that grow exponentially with $N$, but we prove this is…

Quantum Physics · Physics 2012-09-11 R. C. Drumond , R. I. Oliveira
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