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Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…

Quantum Physics · Physics 2025-05-02 Vittorio Giovannetti , Seth Lloyd , Lorenzo Maccone

In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

We use purely combinatorial arguments to give a formula to compute all graded Betti numbers of path ideals of line graphs and cycles. As a consequence we can give new and short proofs for the known formulas of regularity and projective…

Commutative Algebra · Mathematics 2017-03-09 Ali Alilooee , Sara Faridi

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

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…

Incorporating higher-order interactions in information processing enables us to build more accurate models, gain deeper insights into complex systems, and address real-world challenges more effectively. However, existing methods, such as…

Quantum Physics · Physics 2024-04-25 Ryu Hayakawa , Kuo-Chin Chen , Min-Hsiu Hsieh

We describe a quantum algorithm that solves combinatorial optimization problems by quantum simulation of a classical simulated annealing process. Our algorithm exploits quantum walks and the quantum Zeno effect induced by evolution…

Quantum Physics · Physics 2009-02-02 R. D. Somma , S. Boixo , H. Barnum , E. Knill

For any $\ell > 0$, we present an algorithm which takes as input a semi-algebraic set, $S$, defined by $P_1 \leq 0,...,P_s \leq 0$, where each $P_i \in \R[X_1,...,X_k]$ has degree $\leq 2,$ and computes the top $\ell$ Betti numbers of $S$,…

Algebraic Geometry · Mathematics 2007-05-23 Saugata Basu

The celebrated Monte Carlo method estimates an expensive-to-compute quantity by random sampling. Bandit-based Monte Carlo optimization is a general technique for computing the minimum of many such expensive-to-compute quantities by adaptive…

Machine Learning · Computer Science 2021-04-30 Vivek Bagaria , Tavor Z. Baharav , Govinda M. Kamath , David N. Tse

We present an efficient and elementary algorithm for computing the number of primes up to $N$ in $\tilde{O}(\sqrt N)$ time, improving upon the existing combinatorial methods that require $\tilde{O}(N ^ {2/3})$ time. Our method has a similar…

Number Theory · Mathematics 2023-08-15 Dean Hirsch , Ido Kessler , Uri Mendlovic

We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…

Quantum Physics · Physics 2007-05-23 Daniel S. Abrams , Colin P. Williams

We present in detail a formulation of the shell model as a path integral and Monte Carlo techniques for its evaluation. The formulation, which linearizes the two-body interaction by an auxiliary field, is quite general, both in the form of…

Nuclear Theory · Physics 2008-11-26 G. H. Lang , C. W. Johnson , S. E. Koonin , W. E. Ormand

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Suppose $\boldsymbol{y}$ is a real random variable, and one is given access to ``the code'' that generates it (for example, a randomized or quantum circuit whose output is $\boldsymbol{y}$). We give a quantum procedure that runs the code…

Quantum Physics · Physics 2022-08-17 Robin Kothari , Ryan O'Donnell

We provide a new paradigm for quantum simulation that is based on path integration that allows quantum speedups to be observed for problems that are more naturally expressed using the path integral formalism rather than the conventional…

Quantum Physics · Physics 2024-10-15 Serene Shum , Nathan Wiebe

We present efficient algorithms for approximately solving systems of linear equations in $1$-Laplacians of well-shaped simplicial complexes up to high precision. $1$-Laplacians, or higher-dimensional Laplacians, generalize graph Laplacians…

Data Structures and Algorithms · Computer Science 2023-08-01 Ming Ding , Peng Zhang