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Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Carlo is a Monte Carlo simulation framework written in Julia. It provides MPI-parallel scheduling, organized storage of input, checkpoint, and output files, as well as statistical postprocessing. With a minimalist design, it aims to aid the…

Computational Physics · Physics 2025-02-12 Lukas Weber

Distributed quantum computing (DQC) is a promising proposal for overcoming the scalability challenges of quantum computing. However, the evaluation of DQC hardware and software is difficult due to the relative dearth of classical simulation…

Quantum Physics · Physics 2026-04-16 Kenny Campbell

High-Performance Computing (HPC) systems are the most powerful tools that we currently have to solve complex scientific simulations. Quantum computing (QC) has the potential to enhance HPC systems by accelerating the execution of specific…

Neural Network-based Quantum Monte Carlo (NNQMC), an emerging method for solving many-body quantum systems with high accuracy, has been limitedly applied to small systems due to demanding computation requirements. In this work, we introduce…

Quantum computing is no longer only a scientific interest but is rapidly becoming an industrially available technology that can potentially overcome the limits of classical computation. Over the last years, all major companies have provided…

Software Engineering · Computer Science 2022-04-12 Manuel De Stefano , Fabiano Pecorelli , Dario Di Nucci , Fabio Palomba , Andrea De Lucia

We introduce the Suggest-and-Improve framework for general nonconvex quadratically constrained quadratic programs (QCQPs). Using this framework, we generalize a number of known methods and provide heuristics to get approximate solutions to…

Optimization and Control · Mathematics 2017-05-18 Jaehyun Park , Stephen Boyd

Bayesian statistics in the frame of the maximum entropy concept has widely been used for inferential problems, particularly, to infer dynamic properties of strongly correlated fermion systems from Quantum-Monte-Carlo (QMC) imaginary time…

Condensed Matter · Physics 2016-08-31 W. von der Linden , R. Preuss , W. Hanke

Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…

Numerical Analysis · Mathematics 2017-01-24 Yoshihito Kazashi

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 project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

Quantum computers are highly susceptible to errors due to unintended interactions with their environment. It is crucial to correct these errors without gaining information about the quantum state, which would result in its destruction…

Quantum Physics · Physics 2024-03-22 Santiago Lopez , Jonathan Andrade Plascencia , Gabriel N. Perdue

We evaluate numerically-precise Monte Carlo (MC), Quasi-Monte Carlo (QMC) and Randomised Quasi-Monte Carlo (RQMC) methods for computing probabilistic reachability in hybrid systems with random parameters. Computing reachability probability…

Logic in Computer Science · Computer Science 2018-04-16 Mariia Vasileva , Paolo Zuliani

Quasi-Monte Carlo methods are a way of improving the efficiency of Monte Carlo methods. Digital nets and sequences are one of the low discrepancy point sets used in quasi-Monte Carlo methods. This thesis presents the three new results…

Numerical Analysis · Mathematics 2022-07-29 Hee Sun Hong

We attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940s through its use today. We see how the earlier stages of Monte Carlo (MC, not MCMC) research have led to the…

Computation · Statistics 2012-01-10 Christian Robert , George Casella

The connection and eventual integration of High-Performance Computing (HPC) with Quantum Computing (QC) represents a transformative advancement in computational technology, promising significant enhancements in solving complex, previously…

Programming for today's quantum computers is making significant strides toward modern workflows compatible with high performance computing (HPC), but fundamental challenges still remain in the integration of these vastly different…

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Distributed Quantum Computing (DQC) is essential for scaling quantum algorithms beyond the limitations of monolithic NISQ devices. However, the current software ecosystem forces developers to manually orchestrate low-level network…

Quantum Physics · Physics 2025-12-29 F. Javier Cardama , Tomás F. Pena

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using…

Computational Physics · Physics 2007-05-23 S. Jadach