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This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…

Quantum Physics · Physics 2025-09-24 Jose Blanchet , Mark S. Squillante , Mario Szegedy , Guanyang Wang

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

Quantum Physics · Physics 2007-05-23 N. J. Cerf , S. E. Koonin

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

The efficiency of statistical sampling in broad-histogram Monte Carlo simulations can be considerably improved by optimizing the simulated extended ensemble for fastest equilibration. Here we describe how a recently developed feedback…

Statistical Mechanics · Physics 2007-12-13 Stefan Wessel , Norbert Stoop , Emanuel Gull , Simon Trebst , Matthias Troyer

A recent preprint by Mazzola and Carleo numerically investigates exponential challenges that can arise for the QC-QMC algorithm introduced in our work, "Unbiasing fermionic quantum Monte Carlo with a quantum computer." As discussed in our…

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

Machine Learning · Statistics 2021-07-06 Wilson Tsakane Mongwe , Rendani Mbuvha , Tshilidzi Marwala

This paper proposes a method of quantum Monte Carlo integration that retains the full quadratic quantum advantage, without requiring any arithmetic or quantum phase estimation to be performed on the quantum computer. No previous proposal…

Quantum Physics · Physics 2022-10-05 Steven Herbert

The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…

Strongly Correlated Electrons · Physics 2007-05-23 Beat Ammon , Hans Gerd Evertz , Naoki Kawashima , Matthias Troyer , Beat Frischmuth

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

We study cluster perturbation theory [Phys. Rev. Lett. \textbf{84}, 522 (2000)] when auxiliary field quantum Monte Carlo method is used for solving the cluster hamiltonian. As a case study, we calculate the spectral functions of the Hubbard…

Strongly Correlated Electrons · Physics 2007-05-23 Fei Lin , Erik S. Sorensen , Catherine Kallin , A. John Berlinsky

We develop a quantum algorithm to solve combinatorial optimization problems through quantum simulation of a classical annealing process. Our algorithm combines techniques from quantum walks, quantum phase estimation, and quantum Zeno…

Quantum Physics · Physics 2007-12-07 R. Somma , S. Boixo , H. Barnum

Due to the intrinsic complexity of the quantum many-body problem, quantum Monte Carlo algorithms and their corresponding Monte Carlo configurations can be defined in various ways. Configurations corresponding to few Feynman diagrams often…

Strongly Correlated Electrons · Physics 2019-04-30 Alexander Kowalski , Andreas Hausoel , Markus Wallerberger , Patrik Gunacker , Giorgio Sangiovanni

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real, nonnegative amplitudes. This raises the question of whether classical Monte Carlo algorithms…

Quantum Physics · Physics 2018-02-21 Jacob Bringewatt , William Dorland , Stephen P. Jordan , Alan Mink

For spin rotational symmetric models with a positive-definite high-temperature expansion of the partition function, a stochastic sampling of the series expansion upon partial resummation becomes logically equivalent to sampling an…

Strongly Correlated Electrons · Physics 2022-09-01 Nisheeta Desai , Sumiran Pujari

Standard quantum amplitude estimation algorithms provide quadratic speedup to Monte-Carlo simulations but require a circuit depth that scales as inverse of the estimation error. In view of the shallow depth in near-term devices, the…

Quantum Physics · Physics 2024-10-03 Dinh-Long Vu , Bin Cheng , Patrick Rebentrost

Several quantum and classical Monte Carlo algorithms for Betti Number Estimation (BNE) on clique complexes have recently been proposed, though it is unclear how their performances compare. We review these algorithms, emphasising their…

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