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This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization. While recent literature has established Deep Hedging as a…

Statistical Finance · Quantitative Finance 2024-11-25 Tsogt-Ochir Enkhbayar

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Strongly Correlated Electrons · Physics 2025-08-21 Ruojing Peng , Garnet Kin-Lic Chan

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Variational quantum calculations have borrowed many tools and algorithms from the machine learning community in the recent years. Leveraging great expressive power and efficient gradient-based optimization, researchers have shown that trial…

Disordered Systems and Neural Networks · Physics 2024-08-19 Matija Medvidović , Javier Robledo Moreno

Neural network quantum states (NQS), incorporating with variational Monte Carlo (VMC) method, are shown to be a promising way to investigate quantum many-body physics. Whereas vanilla VMC methods perform one gradient update per sample, we…

Disordered Systems and Neural Networks · Physics 2022-11-01 Feng Chen , Ming Xue

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

One of the leading candidates for near-term quantum advantage is the class of Variational Quantum Algorithms, but these algorithms suffer from classical difficulty in optimizing the variational parameters as the number of parameters…

Quantum Physics · Physics 2022-11-28 Cem M. Unsal , Lucas T. Brady

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

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

Many hardware proposals have aimed to accelerate inference in AI workloads. Less attention has been paid to hardware acceleration of training, despite the enormous societal impact of rapid training of AI models. Physics-based computers,…

Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…

Quantum Physics · Physics 2026-01-29 Massimo Solinas , Agnes Valenti , Nawaf Bou-Rabee , Roeland Wiersema

Second-order optimizers are thought to hold the potential to speed up neural network training, but due to the enormous size of the curvature matrix, they typically require approximations to be computationally tractable. The most successful…

Machine Learning · Computer Science 2022-06-13 Frederik Benzing

This review covers applications of quantum Monte Carlo methods to quantum mechanical problems in the study of electronic and atomic structure, as well as applications to statistical mechanical problems both of static and dynamic nature. The…

chem-ph · Physics 2016-10-26 M. P. Nightingale , C. J. Umrigar

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems,…

Quantum Physics · Physics 2017-09-18 Florian Neukart , David Von Dollen , Christian Seidel , Gabriele Compostella

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

Inspired by proposals for continuous-variable quantum approximate optimization (CV-QAOA), we investigate the utility of continuous-variable neural network quantum states (CV-NQS) for performing continuous optimization, focusing on the…

Quantum Physics · Physics 2022-01-07 Yabin Zhang , David Gorsich , Paramsothy Jayakumar , Shravan Veerapaneni

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

We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hoelder or Sobolev spaces. First we discuss optimal deterministic and randomized algorithms. Then we add a new…

Quantum Physics · Physics 2013-04-16 S. Heinrich , E. Novak

Neural-network quantum states (NQS) employ artificial neural networks to encode many-body wave functions in second quantization through variational Monte Carlo (VMC). They have recently been applied to accurately describe electronic wave…

Chemical Physics · Physics 2023-11-27 Xiang Li , Jia-Cheng Huang , Guang-Ze Zhang , Hao-En Li , Chang-su Cao , Dingshun Lv , Han-Shi Hu

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
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