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We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…

Quantum Physics · Physics 2025-07-30 Luca Gravina , Vincenzo Savona , Filippo Vicentini

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…

Computation · Statistics 2025-05-13 Michael C Sachs , Erin E Gabriel , Michael P Fay

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

We propose a quantum Monte Carlo (QMC) algorithm for non-equilibrium dynamics in a system with a parameter varying as a function of time. The method is based on successive applications of an evolving Hamiltonian to an initial state and…

Statistical Mechanics · Physics 2013-07-09 Cheng-Wei Liu , Anatoli Polkovnikov , Anders W. Sandvik

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

This article aims to summarize recent and ongoing efforts to simulate continuous-variable quantum systems using flow-based variational quantum Monte Carlo techniques, focusing for pedagogical purposes on the example of bosons in the field…

Quantum Physics · Physics 2022-03-29 James Stokes , Brian Chen , Shravan Veerapaneni

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

Quantum Physics · Physics 2020-08-17 Carsten Blank , Daniel K. Park , Francesco Petruccione

We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…

Computational Physics · Physics 2009-11-13 J. K. Nilsen

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

Relevant metrological scenarios involve the simultaneous estimation of multiple parameters. The fundamental ingredient to achieve quantum-enhanced performances is based on the use of appropriately tailored quantum probes. However, reaching…

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…

Quantum Physics · Physics 2025-10-21 Xiaogang Li , Kecheng Liu , Qiming Ding

Effects of randomness on the spin-1/2 and 1 antiferromagnetic Heisenberg chains are studied using the quantum Monte Carlo method with the continuous-time loop algorithm. We precisely calculated the uniform susceptibility, string order…

Disordered Systems and Neural Networks · Physics 2007-05-23 Synge Todo , Kiyoshi Kato , Hajime Takayama

One of the leading candidates for near-term quantum advantage is the class of Variational Quantum Algorithms, but these algorithms suffer from classical difficulty in optimizing the variational parameters as the number of parameters…

Quantum Physics · Physics 2022-11-28 Cem M. Unsal , Lucas T. Brady

Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…

Optimization and Control · Mathematics 2023-08-01 G. V. Aivazian , F. S. Stonyakin , D. A. Pasechnyuk , M. S. Alkousa , A. M. Raigorodskii

The quantum transverse Ising model and its extensions play a critical role in various fields, such as statistical physics, quantum magnetism, quantum simulations, and mathematical physics. Although it does not suffer from the sign problem…

Strongly Correlated Electrons · Physics 2025-12-23 Wei Xu , Xue-Feng Zhang

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet