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Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum amplitude estimation (QAE) can compute an integral with a…

Quantum Physics · Physics 2021-05-25 Kazuya Kaneko , Koichi Miyamoto , Naoyuki Takeda , Kazuyoshi Yoshino

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…

Quantum Physics · Physics 2025-10-24 Jose Blanchet , Yassine Hamoudi , Mario Szegedy , Guanyang Wang

Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…

Quantum Physics · Physics 2024-03-26 Mark-Oliver Wolf , Tom Ewen , Ivica Turkalj

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

In this work we present an alternative methodology to the standard Quantum Accelerated Monte Carlo (QAMC) applied to derivatives pricing. Our pipeline benefits from the combination of a new encoding protocol, referred to as the direct…

Quantum Physics · Physics 2024-07-18 Alberto Manzano , Gonzalo Ferro , Álvaro Leitao , Carlos Vázquez , Andrés Gómez

Present quantum Monte Carlo codes use statistical techniques adapted to find the amplitude of a quantum system or the associated eigenvalues. Thus, they do not use a true physical random source. It is demonstrated that, in fact, quantum…

Quantum Physics · Physics 2007-05-23 J. M. A. Figueiredo

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

Quantum amplitude estimation is a key subroutine in a number of powerful quantum algorithms, including quantum-enhanced Monte Carlo simulation and quantum machine learning. Maximum-likelihood quantum amplitude estimation (MLQAE) is one of a…

Quantum Physics · Physics 2023-05-18 Adam Callison , Dan E. Browne

We introduce the Real Quantum Amplitude Estimation (RQAE) algorithm, an extension of Quantum Amplitude Estimation (QAE) which is sensitive to the sign of the amplitude. RQAE is an iterative algorithm which offers explicit control over the…

Quantum Physics · Physics 2022-05-26 Alberto Manzano , Daniele Musso , Álvaro Leitao

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

Quantum Amplitude Estimation (QAE) -- a technique by which the amplitude of a given quantum state can be estimated with quadratically fewer queries than by standard sampling -- is a key sub-routine in several important quantum algorithms,…

Quantum Physics · Physics 2020-06-26 Eric G. Brown , Oktay Goktas , W. K. Tham

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…

Quantum Physics · Physics 2024-09-24 Vladimir Skavysh , Sofia Priazhkina , Diego Guala , Thomas R. Bromley

We establish a unified statistical framework that underscores the crucial role statistical inference plays in Quantum Amplitude Estimation (QAE), a task essential to fields ranging from chemistry to finance and machine learning. We use this…

Quantum Physics · Physics 2026-01-14 Qilin Li , Atharva Vidwans , Yazhen Wang , Micheline B. Soley

We present a full implementation and simulation of a novel quantum reinforcement learning method. Our work is a detailed and formal proof of concept for how quantum algorithms can be used to solve reinforcement learning problems and shows…

Quantum Physics · Physics 2023-11-10 Simon Wiedemann , Daniel Hein , Steffen Udluft , Christian Mendl

Quantitative photoacoustic tomography aims at estimating optical parameters from photoacoustic images that are formed utilizing the photoacoustic effect caused by the absorption of an externally introduced light pulse. This optical…

Medical Physics · Physics 2020-10-02 Aleksi Leino , Tuomas Lunttila , Meghdoot Mozumder , Aki Pulkkinen , Tanja Tarvainen

We present an elementary and self-contained account of the analogies existing between classical diffusion and the imaginary-time evolution of quantum systems. These analogies are used to develop a new quantum simulation method which allows…

Condensed Matter · Physics 2007-05-23 S. Baroni , S. Moroni

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