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Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

Randomness is an intrinsic feature of quantum theory. The outcome of any quantum measurement will be random, sampled from a probability distribution that is defined by the measured quantum state. The task of sampling from a prescribed…

Quantum Physics · Physics 2021-01-19 Dominik Hangleiter

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Computation · Statistics 2017-07-27 Roberto Fontana , Francesca Romana Crucinio

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…

Computation · Statistics 2017-07-26 Ingmar Schuster , Heiko Strathmann , Brooks Paige , Dino Sejdinovic

This thesis explores the use of entangled states in quantum computation and quantum information science. Entanglement, a quantum phenomenon with no classical counterpart, has been identified as an important and quantifiable resource in many…

Quantum Physics · Physics 2008-08-12 Hyeyoun Chung

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

Quantum Physics · Physics 2023-03-13 Koichi Miyamoto

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Machine Learning · Statistics 2024-07-04 Alessandro Mastrototaro , Jimmy Olsson

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

Characterization of quantum systems from experimental data is a central problem in quantum science and technology. But which measurements should be used to gather data in the first place? While optimal measurement choices can be worked out…

Quantum Physics · Physics 2025-07-15 Jiaxin Huang , Yan Zhu , Giulio Chiribella , Ya-Dong Wu

Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

We present a novel framework for performing statistical sampling, expectation estimation, and partition function approximation using \emph{arbitrary} heuristic stochastic processes defined over discrete state spaces. Using a highly parallel…

Computation · Statistics 2015-12-04 Firas Hamze , Evgeny Andryash

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail