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We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…

Probability · Mathematics 2022-06-14 Xuedong He , Xiaolu Tan , Ruocheng Wu

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

Markov chain Monte Carlo (MCMC), such as Langevin dynamics, is valid for approximating intractable distributions. However, its usage is limited in the context of deep latent variable models owing to costly datapoint-wise sampling iterations…

Machine Learning · Computer Science 2022-10-12 Shohei Taniguchi , Yusuke Iwasawa , Wataru Kumagai , Yutaka Matsuo

Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

We propose a path-integral Monte Carlo quantum annealing scheme for the symmetric Traveling Salesman Problem, based on a highly constrained Ising-like representation, and we compare its performance against standard thermal Simulated…

Disordered Systems and Neural Networks · Physics 2009-11-10 Roman Martonak , Giuseppe E. Santoro , Erio Tosatti

Reverse annealing is a relatively new variant of quantum annealing, in which one starts from a classical state and increases and then decreases the amplitude of the transverse field, in the hope of finding a better classical state than the…

Quantum Physics · Physics 2019-11-27 Yu Yamashiro , Masaki Ohkuwa , Hidetoshi Nishimori , Daniel A. Lidar

Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function…

Machine Learning · Computer Science 2018-04-09 Shuai Zheng , Chris Ding

Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a…

Machine Learning · Computer Science 2026-05-14 Wessel L. van Nierop , Nir Shlezinger , Ruud J. G. van Sloun

In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [WT11], that incorporates a stochastic sampling step inside the traditional over-damped Langevin diffusion. This method is…

Machine Learning · Statistics 2023-01-10 Marelys Crespo Navas , Sébastien Gadat , Xavier Gendre

Neural Network Variational Monte Carlo (NNVMC) has emerged as a promising paradigm for solving quantum many-body problems by combining variational Monte Carlo with expressive neural-network wave-function ans\"atze. Although NNVMC can…

Hardware Architecture · Computer Science 2026-03-24 Zhengze Xiao , Xuanzhe Ding , Yuyang Lou , Lixue Cheng , Chaojian Li

Structure-based virtual screening (SBVS) is a key workflow in computational drug discovery. SBVS models are assessed by measuring the enrichment of known active molecules over decoys in retrospective screens. However, the standard formula…

Quantitative Methods · Quantitative Biology 2024-03-18 Michael Brocidiacono , Konstantin I. Popov , Alexander Tropsha

The rise of artificial intelligence (AI) hinges on the efficient training of modern deep neural networks (DNNs) for non-convex optimization and uncertainty quantification, which boils down to a non-convex Bayesian learning problem. A…

Computation · Statistics 2023-06-01 Wei Deng

Motivated by applications of quantum computers in Gibbs sampling from continuous real-valued functions, we ask whether such algorithms can provide practical advantages for machine learning models trained on classical data and seek measures…

Machine Learning · Computer Science 2025-02-20 Noah A. Crum , Leanto Sunny , Pooya Ronagh , Raymond Laflamme , Radhakrishnan Balu , George Siopsis

Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum.…

Optimization and Control · Mathematics 2020-11-19 Xuefeng Gao , Mert Gürbüzbalaban , Lingjiong Zhu

The support vector machines (SVM) is one of the most widely used and practical optimization based classification models in machine learning because of its interpretability and flexibility to produce high quality results. However, the big…

Machine Learning · Computer Science 2020-11-06 Ehsan Sadrfaridpour , Korey Palmer , Ilya Safro

We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…

Mathematical Physics · Physics 2015-06-26 V. P. Belavkin

Recent theoretical and experimental studies have suggested that quantum Monte Carlo (QMC) simulation can behave similarly to quantum annealing (QA). The theoretical analysis was based on calculating transition rates between local minima, in…

Quantum Physics · Physics 2017-03-29 Evgeny Andriyash , Mohammad H. Amin

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…

Machine Learning · Computer Science 2025-03-20 Seyed Mojtaba Mohasel , Hamidreza Koosha

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an…

Machine Learning · Statistics 2016-08-08 Changyou Chen , David Carlson , Zhe Gan , Chunyuan Li , Lawrence Carin

Quantum annealing is typically regarded as a tool for combinatorial optimization, but its coherent dynamics also offer potential for machine learning. We present a model that encodes classical data into an Ising Hamiltonian, evolves it on a…

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