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The advection-diffusion equation is simulated on a superconducting quantum computer via several quantum algorithms. Three formulations are considered: (1) Trotterization, (2) variational quantum time evolution (VarQTE), and (3) adaptive…

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

Molecular dynamics simulations yield large amounts of trajectory data. For their durable storage and accessibility an efficient compression algorithm is paramount. State of the art domain-specific algorithms combine quantization, Huffman…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-13 Jan Huwald , Stephan Richter , Peter Dittrich

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…

Methodology · Statistics 2019-10-03 Johan Alenlöv , Arnaud Doucet , Fredrik Lindsten

The difficulty of simulating quantum dynamics depends on the norm of the Hamiltonian. When the Hamiltonian varies with time, the simulation complexity should only depend on this quantity instantaneously. We develop quantum simulation…

Quantum Physics · Physics 2020-04-21 Dominic W. Berry , Andrew M. Childs , Yuan Su , Xin Wang , Nathan Wiebe

Simulation Based Calibration (SBC) is applied to analyse two commonly used, competing Markov chain Monte Carlo algorithms for estimating the posterior distribution of a stochastic volatility model. In particular, the bespoke 'off-set…

Applications · Statistics 2024-02-21 Benjamin Wee

Motivated by understanding the behavior of the Alternating Mirror Descent (AMD) algorithm for bilinear zero-sum games, we study the discretization of continuous-time Hamiltonian flow via the symplectic Euler method. We provide a framework…

Optimization and Control · Mathematics 2025-11-18 Jonas Katona , Xiuyuan Wang , Andre Wibisono

Langevin MCMC gradient optimization is a class of increasingly popular methods for estimating a posterior distribution. This paper addresses the algorithm as applied in a decentralized setting, wherein data is distributed across a network…

Optimization and Control · Mathematics 2020-09-22 Vyacheslav Kungurtsev

The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…

Optimization and Control · Mathematics 2025-12-16 Sarit Khirirat , Abdurakhmon Sadiev , Yury Demidovich , Peter Richtárik

Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…

Machine Learning · Computer Science 2025-12-10 Harsh Choudhary , Chandan Gupta , Vyacheslav Kungurtsev , Melvin Leok , Georgios Korpas

The Markov decision process is the mathematical formalization underlying the modern field of reinforcement learning when transition and reward functions are unknown. We derive a pseudo-Boolean cost function that is equivalent to a K-spin…

Quantum Physics · Physics 2020-04-14 Eric B. Jones , Peter Graf , Eliot Kapit , Wesley Jones

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

Simulating the time evolution of a physical system at quantum mechanical levels of detail -- known as Hamiltonian Simulation (HS) -- is an important and interesting problem across physics and chemistry. For this task, algorithms that run on…

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

Efficient simulation of quantum dynamics with time-dependent Hamiltonians is important not only for time-varying systems but also for time-independent Hamiltonians in the interaction picture. Such simulations are more challenging than their…

Quantum Physics · Physics 2025-09-09 Di Fang , Diyi Liu , Shuchen Zhu

We provide a quantum method for simulating Hamiltonian evolution with complexity polynomial in the logarithm of the inverse error. This is an exponential improvement over existing methods for Hamiltonian simulation. In addition, its scaling…

Quantum Physics · Physics 2013-10-24 Dominic W. Berry , Richard Cleve , Rolando D. Somma

Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Lagrangian and Hamiltonian systems from the variational framework introduced in Wibisono et al. In this…

Optimization and Control · Mathematics 2023-05-19 Valentin Duruisseaux , Melvin Leok

In this paper, we present an advanced analysis of near optimal algorithms that use limited space to solve the frequency estimation, heavy hitters, frequent items, and top-k approximation in the bounded deletion model. We define the family…

Hamiltonian systems are differential equations which describe systems in classical mechanics, plasma physics, and sampling problems. They exhibit many structural properties, such as a lack of attractors and the presence of conservation…

Numerical Analysis · Mathematics 2022-01-14 Christian Offen , Sina Ober-Blöbaum

$\mathcal{PT}$-symmetric system has attracted extensive attention in recent years because of its unique properties and applications. How to simulate $\mathcal{PT}$-symmetric system in traditional quantum mechanical system has not only…

Quantum Physics · Physics 2022-11-01 Xiaogang Li , Chao Zheng , Jiancun Gao , Guilu Long