Related papers: A quantum Monte Carlo algorithm for arbitrary spin…

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…

Sequential Monte Carlo (SMC) samplers form an attractive alternative to MCMC for Bayesian computation. However, their performance depends strongly on the Markov kernels used to rejuvenate particles. We discuss how to calibrate automatically…

It is shown that a class of separately frustration-free (SFF) Hamiltonians can be Monte Carlo simulated efficiently on a classical computing machine, because such an SFF Hamiltonian corresponds to a Gibbs wavefunction whose nodal structure…

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to replace random variables with low-discrepancy point sets, so as…

State-of-the-art algorithms for simulating fermions coupled to gauge fields often rely on integrating fermion degrees of freedom. While successful in simulating QCD at zero chemical potential, at finite density these approaches are hindered…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

The quantum-to-classical correspondence (QCC) in spin models is a puzzling phenomenon where the static susceptibility of a quantum system agrees with its classical-system counterpart, at a different corresponding temperature, within the…

Quantum Monte Carlo method with operator-loop update is a powerful technique that has been extensively used with great success in condensed matter physics. It enables one to sample from thermal and ground states of local Hamiltonians of…

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…

mVMC (many-variable Variational Monte Carlo) is an open-source software based on the variational Monte Carlo method applicable for a wide range of Hamiltonians for interacting fermion systems. In mVMC, we introduce more than ten thousands…

Recently, Syljuasen and Sandvik proposed a new framework for constructing algorithms of quantum Monte Carlo simulation. While it includes new classes of powerful algorithms, it is not straightforward to find an efficient algorithm for a…

We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…

Practitioners wishing to experience the efficiency gains from using low discrepancy sequences need correct, robust, well-written software. This article, based on our MCQMC 2020 tutorial, describes some of the better quasi-Monte Carlo (QMC)…

We demonstrate that the ``worm'' algorithm allows very effective and precise quantum Monte Carlo (QMC) simulations of spin systems in a magnetic field, and its auto-correlation time is rather insensitive to the value of H at low…

In order to solve quantum field theory in a non-perturbative way, Lagrangian lattice simulations have been very successful. Here we discuss a recently proposed alternative Hamiltonian lattice formulation - the Monte Carlo Hamiltonian. In…

This paper proposes a method of quantum Monte Carlo integration that retains the full quadratic quantum advantage, without requiring any arithmetic or quantum phase estimation to be performed on the quantum computer. No previous proposal…

Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…

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…