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In statistical data assimilation one seeks the largest maximum of the conditional probability distribution $P(\mathbf{X},\mathbf{p}|\mathbf{Y})$ of model states, $\mathbf{X}$, and parameters,$\mathbf{p}$, conditioned on observations…

Methodology · Statistics 2018-05-28 Sasha Shirman , Henry D. I. Abarbanel

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address this problem rely on particle MCMC techniques and its variants, such…

Computation · Statistics 2019-05-15 Alexander Y. Shestopaloff , Arnaud Doucet

Recent studies into the properties of quantum statistical ensembles in high-dimensional Hilbert spaces have encountered difficulties associated with the Monte-Carlo sampling of quantum superpositions constrained by the energy expectation…

Quantum Physics · Physics 2015-05-27 Frank Hantschel , Boris V. Fine

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

Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…

Quantum Physics · Physics 2026-01-29 Massimo Solinas , Agnes Valenti , Nawaf Bou-Rabee , Roeland Wiersema

A key limitation of sampling algorithms for approximate inference is that it is difficult to quantify their approximation error. Widely used sampling schemes, such as sequential importance sampling with resampling and Metropolis-Hastings,…

Artificial Intelligence · Computer Science 2017-05-09 Marco F. Cusumano-Towner , Vikash K. Mansinghka

Quantum spin systems with strong geometric restrictions give rise to rich quantum phases such as valence bond solids and spin liquid states. However, the geometric restrictions often hamper the application of sophisticated numerical…

Statistical Mechanics · Physics 2019-05-01 Zheng Yan , Yongzheng Wu , Chenrong Liu , Olav F. Syljuåsen , Jie Lou , Yan Chen

SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives:…

Computation · Statistics 2017-06-19 Nicolas Chopin , Mathieu Gerber

Random samples of quantum channels have many applications in quantum information processing tasks. Due to the Choi--Jamio\l{}kowski isomorphism, there is a well-known correspondence between channels and states, and one can imagine adapting…

Quantum Physics · Physics 2020-02-20 Jun Yan Sim , Jun Suzuki , Berthold-Georg Englert , Hui Khoon Ng

This paper addresses the problem of sampling from binary distributions with constraints. In particular, it proposes an MCMC method to draw samples from a distribution of the set of all states at a specified distance from some reference…

Computation · Statistics 2012-03-19 Firas Hamze , Nando de Freitas

Due to the advances in the manufacturing of quantum hardware in the recent years, significant research efforts have been directed towards employing quantum methods to solving problems in various areas of interest. Thus a plethora of novel…

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Numerical Analysis · Mathematics 2019-04-01 Robert J. Webber

Measurement-based quantum computation (MBQC) represents a powerful and flexible framework for quantum information processing, based on the notion of entangled quantum states as computational resources. The most prominent application is the…

Quantum Physics · Physics 2014-05-26 B. P. Lanyon , P. Jurcevic , M. Zwerger , C. Hempel , E. A. Martinez , W. Dür , H. J. Briegel , R. Blatt , C. F. Roos

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Disordered Systems and Neural Networks · Physics 2020-01-22 Or Sharir , Yoav Levine , Noam Wies , Giuseppe Carleo , Amnon Shashua

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels

Quantum computers theoretically promise computational advantage in many tasks, but it is much less clear how such advantage can be maintained when using existing and near-term hardware that has limitations in the number and quality of its…

Quantum Physics · Physics 2025-03-05 Stuart Ferguson , Petros Wallden

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak
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