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We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

We build a quantum algorithm which uses the Grover quantum search procedure in order to sample the exact equilibrium distribution of a wide range of classical statistical mechanics systems. The algorithm is based on recently developed exact…

Quantum Physics · Physics 2014-11-20 Nicolas Destainville , Bertrand Georgeot , Olivier Giraud

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many…

Methodology · Statistics 2015-03-02 M. J. Betancourt

Quantum simulation is a promising near term application for mesoscale quantum information processors, with the potential to solve computationally intractable problems at the scale of just a few dozen interacting quantum systems. Recent…

Quantum Physics · Physics 2014-08-14 David L. Hayes , Steven T. Flammia , Michael J. Biercuk

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics.…

Machine Learning · Statistics 2017-08-22 Nilesh Tripuraneni , Mark Rowland , Zoubin Ghahramani , Richard Turner

Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…

Probability · Mathematics 2024-08-28 Pietari Laitinen , Matti Vihola

We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…

Strongly Correlated Electrons · Physics 2026-02-27 Kexin Feng , Chuang Chen , Zi Yang Meng

We generalize the imaginary chemical potential quantum Monte Carlo (QMC) method proposed by Dagotto et al. [Phys. Rev. B 41, R811 (1990)] to systems without particle-hole symmetry. The generalized method is tested by comparing the results…

Strongly Correlated Electrons · Physics 2009-11-10 Fei Lin , Jurij Smakov , Erik S. Sorensen , Catherine Kallin , A. John Berlinsky

We propose a projection approach to perform quantum Monte Carlo (QMC) simulation on the infinite-$U$ Hubbard model at some integer fillings where either it is sign problem free or surprisingly has an algebraic sign structure -- a power law…

Strongly Correlated Electrons · Physics 2021-12-28 Yunqing Ouyang , Xiao Yan Xu

Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies. We will review methods we have…

Computational Physics · Physics 2007-05-23 David Ceperley , Mark Dewing , Carlo Pierleoni

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space $H^s(S^d)$ with smoothness parameter $s>d/2$ defined over the unit sphere $S^d$ in $R^{d+1}$. Focusing on $N$-point sets that…

Numerical Analysis · Mathematics 2015-12-24 Johann S. Brauchart , Edward B. Saff , Ian H. Sloan , Rob S. Womersley

Quantum Selected Configuration Interaction (QSCI) and an extended protocol known as Sample-based Quantum Diagonalization (SQD) have emerged as promising algorithms to solve the electronic Schr\"odinger equation with noisy quantum computers.…

Quantum Physics · Physics 2025-08-26 Don Danilov , Javier Robledo-Moreno , Kevin J. Sung , Mario Motta , James Shee

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

The Hamiltonian formulation of Lattice QCD with staggered fermions in the strong coupling limit has no sign problem at non-zero baryon density and allows for Quantum Monte Carlo simulations. We have extended this formalism to two flavors,…

High Energy Physics - Lattice · Physics 2022-12-23 Pratitee Pattanaik , Wolfgang Unger