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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…

Quantum computing was so far mainly concerned with discrete problems. Recently, E. Novak and the author studied quantum algorithms for high dimensional integration and dealt with the question, which advantages quantum computing can bring…

Quantum Physics · Physics 2016-09-08 Stefan Heinrich

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

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

Practical challenges in simulating quantum systems on classical computers have been widely recognized in the quantum physics and quantum chemistry communities over the past century. Although many approximation methods have been introduced,…

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

Computations of chemical systems' equilibrium properties and non-equilibrium dynamics have been suspected of being a "killer app" for quantum computers. This review highlights the recent advancements of quantum algorithms tackling complex…

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

Quantum computers are expected to have substantial impact on the finance industry, as they will be able to solve certain problems considerably faster than the best known classical algorithms. In this article we describe such potential…

Computational Finance · Quantitative Finance 2020-11-13 Adam Bouland , Wim van Dam , Hamed Joorati , Iordanis Kerenidis , Anupam Prakash

As we begin to reach the limits of classical computing, quantum computing has emerged as a technology that has captured the imagination of the scientific world. While for many years, the ability to execute quantum algorithms was only a…

Quantum Physics · Physics 2020-11-12 Bela Bauer , Sergey Bravyi , Mario Motta , Garnet Kin-Lic Chan

The advent of hybrid computing platforms consisting of quantum processing units integrated with conventional high-performance computing brings new opportunities for algorithm design. By strategically offloading select portions of the…

We discuss how quantum computation can be applied to financial problems, providing an overview of current approaches and potential prospects. We review quantum optimization algorithms, and expose how quantum annealers can be used to…

Quantum Physics · Physics 2019-03-04 Roman Orus , Samuel Mugel , Enrique Lizaso

Quantum computation and quantum information are of great current interest in computer science, mathematics, physical sciences and engineering. They will likely lead to a new wave of technological innovations in communication, computation…

Methodology · Statistics 2012-10-03 Yazhen Wang

In this perspective I give my answer to the question of how quantum computing will impact on data-intensive applications in engineering and science. I focus on quantum Monte Carlo integration as a likely source of (relatively) near-term…

Quantum Physics · Physics 2022-12-06 Steven Herbert

Recently, increased computational power and data availability, as well as algorithmic advances, have led machine learning techniques to impressive results in regression, classification, data-generation and reinforcement learning tasks.…

We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…

Quantum Physics · Physics 2021-05-19 Sirui Lu , Mari Carmen Bañuls , J. Ignacio Cirac

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

Monte Carlo techniques have been widely employed in statistical physics as well as in quantum theory in the Lagrangian formulation. However, in some areas of application to quantum theories computational progress has been slow. Here we…

Statistical Mechanics · Physics 2011-04-15 Xiang-Qian Luo , C. Huang , J. Jiang , H. Jirari , H. Kroger , K. Moriarty

Quantum computing, leveraging quantum phenomena like superposition and entanglement, is emerging as a transformative force in computing technology, promising unparalleled computational speed and efficiency crucial for engineering…

Quantum Physics · Physics 2024-08-30 Osama Muhammad Raisuddin , Suvranu De

This article first gives a concise introduction to quantum phase transitions, emphasizing similarities with and differences to classical thermal transitions. After pointing out the computational challenges posed by quantum phase…

Statistical Mechanics · Physics 2008-12-18 Thomas Vojta
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