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Quantum Monte Carlo integration (QMCI) provides a quadratic speed-up over its classical counterpart, and its applications have been investigated in various fields, including finance. This paper considers its application to risk aggregation,…

Quantum Physics · Physics 2025-01-15 Hitomi Mori , Koichi Miyamoto

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…

Quantum Physics · Physics 2025-10-24 Jose Blanchet , Yassine Hamoudi , Mario Szegedy , Guanyang Wang

Since simulating quantum computers requires exponentially more classical resources, efficient algorithms are extremely helpful. We analyze algorithms that create single qubit and specific controlled qubit matrix representations of gates.…

Quantum Physics · Physics 2007-05-23 Eric Hsu

Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in…

Quantum computers hold great promise to enhance machine learning, but their current qubit counts restrict the realisation of this promise. In an attempt to placate this limitation techniques can be applied for evaluating a quantum circuit…

Quantum Physics · Physics 2023-08-16 Simon C. Marshall , Casper Gyurik , Vedran Dunjko

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…

Quantum Physics · Physics 2026-03-13 Baptiste Claudon , Sergi Ramos-Calderer , Jean-Philip Piquemal

Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…

Quantum Physics · Physics 2026-02-26 Yuichiro Nakano , Ken N. Okada , Keisuke Fujii

Random numbers are an essential resource to many applications, including cryptography and Monte Carlo simulations. Quantum random number generators (QRNGs) represent the ultimate source of randomness, as the numbers are obtained by sampling…

Random quantum circuit sampling serves as a benchmark to demonstrate quantum computational advantage. Recent progress in classical algorithms, especially those based on tensor network methods, has significantly reduced the classical…

Quantum computation and quantum information are of great current interest in computer science, mathematics, physical sciences and engineering. They will likely lead to a new wave of technological innovations in communication, computation…

Methodology · Statistics 2012-10-03 Yazhen Wang

We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…

Quantum Physics · Physics 2025-09-11 Tong Shen , Daniel A. Lidar

Quantum computers are becoming practical for computing numerous applications. However, simulating quantum computing on classical computers is still demanding yet useful because current quantum computers are limited because of computer…

Quantum Physics · Physics 2023-08-08 Jun Doi , Hiroshi Horii , Christopher Wood

Quantum computing promises the ability to compute properties of quantum systems exponentially faster than classical computers. Quantum advantage is achieved when a practical problem is solved more efficiently on a quantum computer than on a…

Quantum Physics · Physics 2025-12-03 William A. Simon , Peter J. Love

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical…

Quantum Physics · Physics 2013-04-16 Erich Novak

Quantum computing for the biological sciences is an area of rapidly growing interest, but specific industrial applications remain elusive. Quantum Markov chain Monte Carlo has been proposed as a method for accelerating a broad class of…

Current and imminent quantum hardware lacks reliability and applicability due to noise and limited qubit counts. Quantum circuit cutting -- a technique dividing large quantum circuits into smaller subcircuits with sizes appropriate for the…

Quantum Physics · Physics 2022-12-05 Daniel Chen , Betis Baheri , Vipin Chaudhary , Qiang Guan , Ning Xie , Shuai Xu

Quantum error mitigation (QEM) is a class of promising techniques for reducing the computational error of variational quantum algorithms. In general, the computational error reduction comes at the cost of a sampling overhead due to the…

Quantum Physics · Physics 2022-01-21 Yifeng Xiong , Soon Xin Ng , Lajos Hanzo