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Forward and adjoint Monte Carlo (MC) models of radiance are proposed for use in model-based quantitative photoacoustic tomography. A 2D radiance MC model using a harmonic angular basis is introduced and validated against analytic solutions…

Medical Physics · Physics 2016-12-21 Roman Hochuli , Samuel Powell , Simon Arridge , Ben Cox

Much progress has been made in the field of quantum computing using continuous variables over the last couple of years. This includes the generation of extremely large entangled cluster states (10,000 modes, in fact) as well as a fault…

Quantum Physics · Physics 2015-12-23 Kevin Marshall , Raphael Pooser , George Siopsis , Christian Weedbrook

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

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…

Strongly Correlated Electrons · Physics 2018-10-02 Mohammad-Sadegh Vaezi , Abolhassan Vaezi

The introduction of Neural Quantum States (NQS) has recently given a new twist to variational Monte Carlo (VMC). The ability to systematically reduce the bias of the wave function ansatz renders the approach widely applicable. However,…

Computational Physics · Physics 2023-02-08 Markus Schmitt , Moritz Reh

This review covers applications of quantum Monte Carlo methods to quantum mechanical problems in the study of electronic and atomic structure, as well as applications to statistical mechanical problems both of static and dynamic nature. The…

chem-ph · Physics 2016-10-26 M. P. Nightingale , C. J. Umrigar

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

Numerical Analysis · Mathematics 2015-07-22 Toni Sayah

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

Quantum Physics · Physics 2007-05-23 N. J. Cerf , S. E. Koonin

A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…

Computational Physics · Physics 2009-11-11 M. Boninsegni , N. V. Prokof'ev , B. V. Svistunov

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

Growing interest in quantum computing for practical applications has led to a surge in the availability of programmable machines for executing quantum algorithms. Present day photonic quantum computers have been limited either to…

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

Variational quantum algorithms are hybrid quantum-classical approaches extensively studied for their potential to leverage near-term quantum hardware for computational advantages. In this work, we successfully execute two variational…

Quantum Physics · Physics 2025-01-03 Alessio Baldazzi , Matteo Sanna , Massimo Borghi , Stefano Azzini , Lorenzo Pavesi

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…

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