Related papers: Quantum Dynamical Hamiltonian Monte Carlo
Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…
Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of…
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…
We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
The Hamiltonian cycle problem (HCP), which is an NP-complete problem, consists of having a graph G with n nodes and m edges and finding the path that connects each node exactly once. In this paper we compare some algorithms to solve a…
We introduce a classical-quantum hybrid approach to computation, allowing for a quadratic performance improvement in the decision process of a learning agent. In particular, a quantum routine is described, which encodes on a quantum…
In this article we study examples of systematic biases that can occur in quantum Monte Carlo methods due to the accumulation of non-linear expectation values, and approaches by which these errors can be corrected. We begin with a study of…
We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
Quantum algorithms for simulating large and complex molecular systems are still in their infancy, and surpassing state-of-the-art classical techniques remains an ever-receding goal post. A promising avenue of inquiry in the meanwhile is to…
Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to…
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…
Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…
Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…
Efficient sampling from high-dimensional distributions is a challenging issue which is encountered in many large data recovery problems involving Markov chain Monte Carlo schemes. In this context, sampling using Hamiltonian dynamics is one…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…
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,…
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian computation. In comparison with the traditional Metropolis-Hastings algorithm, HMC offers greater computational efficiency, especially in higher dimensional or more complex…