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Related papers: A quantum parallel Markov chain Monte Carlo

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The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

In the era of Big Data, Markov chain Monte Carlo (MCMC) methods, which are currently essential for Bayesian estimation, face significant computational challenges owing to their sequential nature. To achieve a faster and more effective…

Computation · Statistics 2024-11-08 Tomoki Matsumoto

Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…

Discrete Mathematics · Computer Science 2017-01-24 Charilaos Efthymiou

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

In this work, we present a quantum Markov chain algorithm for many-body systems that utilizes a special phase of matter known as the Many-Body Localized (MBL) phase. We show how the properties of the MBL phase enable one to address the…

Quantum Physics · Physics 2026-05-05 Mauro D'Arcangelo , Younes Javanmard , Natalie Pearson

In this work, we contribute the first approach to solve infinite-horizon discounted general-utility Markov decision processes (GUMDPs) in the single-trial regime, i.e., when the agent's performance is evaluated based on a single trajectory.…

Machine Learning · Computer Science 2026-02-10 Pedro P. Santos , Alberto Sardinha , Francisco S. Melo

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Machine Learning · Statistics 2022-10-05 Diana Cai , Ryan P. Adams

Selection among alternative theoretical models given an observed data set is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing…

Instrumentation and Methods for Astrophysics · Physics 2015-06-25 Will M. Farr , Ilya Mandel , Daniel Stevens

Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…

Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…

Grover's algorithm provides a quadratic speedup over classical algorithms for searching unstructured databases and is known to be strictly optimal in oracle query complexity, with tight bounds on its success probability. Although the…

Quantum Physics · Physics 2026-03-03 Yan-Bo Jiang , Xiao-Hui Wang , Kun Zhang , Vladimir Korepin

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Calibrating statistical models using Bayesian inference often requires both accurate and timely estimates of parameters of interest. Particle Markov Chain Monte Carlo (p-MCMC) and Sequential Monte Carlo Squared (SMC$^2$) are two methods…

Applications · Statistics 2023-11-23 Conor Rosato , Alessandro Varsi , Joshua Murphy , Simon Maskell

Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…

Computation · Statistics 2021-01-06 Christophe Andrieu , Sinan Yıldırım , Arnaud Doucet , Nicolas Chopin

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

Numerical Analysis · Mathematics 2026-04-27 Xuyuan Wang , Donglin Han

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

Solving the ground state of quantum many-body systems remains a fundamental challenge in physics and chemistry. Recent advancements in quantum hardware have opened new avenues for addressing this challenge. Inspired by the quantum-enhanced…

Quantum Physics · Physics 2025-06-10 Longfei Chang , Zhendong Li , Wei-Hai Fang

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Computation · Statistics 2019-07-17 Christopher Nemeth , Paul Fearnhead

We study a classical model for the accumulation of errors in multi-qubit quantum computations. By modeling the error process in a quantum computation using two coupled Markov chains, we are able to capture a weak form of time-dependency…

Quantum Physics · Physics 2021-04-26 Long Ma , Jaron Sanders

Today, cheap numerical hardware offers huge amounts of parallel computing power, much of which is used for the task of fitting neural networks to data. Adoption of this hardware to accelerate statistical Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2024-11-08 Pavel Sountsov , Colin Carroll , Matthew D. Hoffman
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