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In this paper, we present an approach for estimating significant financial metrics within risk management by utilizing quantum phenomena for random number generation. We explore Quantum-Enhanced Monte Carlo, a method that combines…

Emerging Technologies · Computer Science 2025-02-05 Emanuele Dri , Achille Yomi , Muthumanimaran Vetrivelan , Cedric Kuassivi , Ivàn Diego Exposito

Amplitude estimation algorithms are based on Grover's algorithm: alternating reflections about the input state and the desired outcome. But what if we are given the ability to perform arbitrary rotations, instead of just reflections? In…

Quantum Physics · Physics 2023-03-08 Patrick Rall , Bryce Fuller

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

Financial derivative pricing is a significant challenge in finance, involving the valuation of instruments like options based on underlying assets. While some cases have simple solutions, many require complex classical computational methods…

Computational Finance · Quantitative Finance 2025-05-15 Robert Scriba , Yuying Li , Jingbo B Wang

Quantum computation is expected to accelerate certain computational task over classical counterpart. Its most primitive advantage is its ability to sample from classically intractable probability distributions. A promising approach to make…

Quantum Physics · Physics 2024-07-26 Yuichiro Nakano , Hideaki Hakoshima , Kosuke Mitarai , Keisuke Fujii

Amplitude embedding (AE) is essential in quantum machine learning (QML) for encoding classical data onto quantum circuits. However, conventional AE methods suffer from deep, variable-length circuits that introduce high output error due to…

Quantum Physics · Physics 2025-03-19 Jason Han , Nicholas S. DiBrita , Younghyun Cho , Hengrui Luo , Tirthak Patel

We present a quantum algorithm that analyzes risk more efficiently than Monte Carlo simulations traditionally used on classical computers. We employ quantum amplitude estimation to evaluate risk measures such as Value at Risk and…

Quantum Physics · Physics 2019-10-31 Stefan Woerner , Daniel J. Egger

Quantum scattering at zero energy is studied with stochastic methods. A path integral representation for the scattering cross section is developed. It is demonstrated that Monte Carlo simulation can be used to compare effective potentials…

Nuclear Theory · Physics 2007-05-23 Stefan Lenz

Quantum Monte Carlo methods are first-principle approaches that approximately solve the Schr\"odinger equation stochastically. As compared to traditional quantum chemistry methods, they offer important advantages such as the ability to…

Chemical Physics · Physics 2020-02-11 Jonas Feldt , Claudia Filippi

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

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

Quantum computing (QC) has the potential to revolutionise the future of scientific simulations. To harness the capabilities that QC offers, we can integrate it into hybrid quantum-classical simulations, which can boost the capabilities of…

Plasma Physics · Physics 2026-01-08 Lucas I. Iñigo Gamiz , Óscar Amaro , Efstratios Koukoutsis , Marija Vranić

We apply the Average Spectrum Method to the problem of getting the excitation spectrum from imaginary-time quantum Monte Carlo simulations. We show that with high quality QMC data this method reproduces the dominant spectral features very…

Strongly Correlated Electrons · Physics 2009-11-13 Olav F. Syljuasen

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

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Recent efforts in smart manufacturing have enhanced aerospace fuselage assembly processes, particularly by innovating shape adjustment techniques to minimize dimensional gaps between assembled sections. Existing approaches have shown…

Machine Learning · Computer Science 2025-12-01 Jiayu Liu , Chong Liu , Trevor Rhone , Yinan Wang

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

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne
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