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Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…

Computation · Statistics 2015-03-06 Nicolas Chopin , Mathieu Gerber

Recent applications of Quantum Monte Carlo (QMC) technique to Fe-based superconductors opened a way to directly verify the applicability of the itinerant scenario for these systems. Fe-based superconductors undergo various instabilities…

Superconductivity · Physics 2016-05-04 Andrey V. Chubukov , Rui-Qi Xing

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

We suggest how to construct an effective low energy Hamiltonian via Monte Carlo starting from a given action. We test it by computing thermodynamical observables like average energy and specific heat for simple quantum systems.

High Energy Physics - Lattice · Physics 2015-06-25 H. Jirari , H. Kröger , C. Q. Huang , J. Q. Jiang , X. Q. Luo , K. J. M. Moriarty

In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Itay Hen

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…

Quantum Physics · Physics 2024-04-10 Titos Matsakos , Stuart Nield

We propose a quantum Monte Carlo (QMC) algorithm for non-equilibrium dynamics in a system with a parameter varying as a function of time. The method is based on successive applications of an evolving Hamiltonian to an initial state and…

Statistical Mechanics · Physics 2013-07-09 Cheng-Wei Liu , Anatoli Polkovnikov , Anders W. Sandvik

We present an algorithmic framework for a variant of the quantum Monte Carlo operator-loop algorithm, where non-local cluster updates are constructed in a way that makes each individual loop smaller. The algorithm is designed to increase…

Statistical Mechanics · Physics 2016-09-08 Ying-Jer Kao , Roger G. Melko

We study one-dimensional (1D) and two-dimensional (2D) Helium atoms using a new time-dependent quantum Monte Carlo (TDQMC) method. The TDQMC method employs random walkers, with a separate guiding wave attached to each walker. The ground…

Atomic Physics · Physics 2025-02-07 I. P. Christov

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

We propose a novel algorithm for calculating the ground-state energy of quantum many-body systems by combining auxiliary-field quantum Monte Carlo (AFQMC) with tensor-train sketching. In AFQMC, a good trial wavefunction to guide the random…

Numerical Analysis · Mathematics 2026-02-17 Ziang Yu , Shiwei Zhang , Yuehaw Khoo

This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…

Quantum Physics · Physics 2023-10-02 Emilie Jong , Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

Quantum annealing provides a powerful platform for simulating magnetic materials and realizing statistical physics models, presenting a compelling alternative to classical Monte Carlo methods. We demonstrate that quantum annealers can…

Features of the residual energy after the quantum annealing are investigated. The quantum annealing method exploits quantum fluctuations to search the ground state of classical disordered Hamiltonian. If the quantum fluctuation is reduced…

Disordered Systems and Neural Networks · Physics 2009-11-11 Sei Suzuki , Masato Okada

Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li

We extend the recently introduced phaseless auxiliary-field quantum Monte Carlo (QMC) approach to any single-particle basis, and apply it to molecular systems with Gaussian basis sets. QMC methods in general scale favorably with system…

Computational Physics · Physics 2007-05-23 W. A. Al-Saidi , Shiwei Zhang , Henry Krakauer

Markov chain Monte Carlo (MCMC) methods require a large number of samples to approximate a posterior distribution, which can be costly when the likelihood or prior is expensive to evaluate. The number of samples can be reduced if we can…

Computation · Statistics 2019-08-06 V. Roshan Joseph , Dianpeng Wang , Li Gu , Shiji Lv , Rui Tuo

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