Related papers: Quantum Annealing Enhanced Markov-Chain Monte Carl…
Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…
Quantum annealing is a contender to solve combinatorial optimization problems based on quantum dynamics. While significant efforts have been undertaken to investigate the quality of the solutions and the required runtimes, much less…
QMCPACK is an open source quantum Monte Carlo package for ab-initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum…
This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…
Quantum annealing is a promising technique which leverages quantum mechanics to solve hard optimization problems. Considerable progress has been made in the development of a physical quantum annealer, motivating the study of methods to…
In this paper, we introduce stochastic simulated quantum annealing (SSQA) for large-scale combinatorial optimization problems. SSQA is designed based on stochastic computing and quantum Monte Carlo, which can simulate quantum annealing (QA)…
We propose a novel hybrid quantum computing strategy for parallel MCMC algorithms that generate multiple proposals at each step. This strategy makes the rate-limiting step within parallel MCMC amenable to quantum parallelization by using…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…
We propose a novel hybrid quantum-classical framework that integrates the Quantum Approximate Optimization Algorithm (QAOA) and Quantum-enhanced Markov Chain Monte Carlo (QMCMC) with variational particle filters to tackle the computational…
Quantum Monte Carlo (QMC) methods are essential for the numerical study of large-scale quantum many-body systems, yet their utility has been significantly hampered by the difficulty in computing key quantities such as off-diagonal operators…
Critical decision-making issues in science, engineering, and industry are based on combinatorial optimization; however, its application is inherently limited by the NP-hard nature of the problem. A specialized paradigm of analogue quantum…
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…
Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…
In the quest to reboot computing, quantum annealing (QA) is an interesting candidate for a new capability. While it has not demonstrated an advantage over classical computing on a real-world application, many important regions of the QA…
This paper explores the applications of quantum annealing (QA) and classical simulated annealing (SA) to a suite of combinatorial optimization problems in machine learning, namely feature selection, instance selection, and clustering. We…
Self-learning Monte Carlo (SLMC) methods are recently proposed to accelerate Markov chain Monte Carlo (MCMC) methods using a machine learning model. With latent generative models, SLMC methods realize efficient Monte Carlo updates with less…
Quantum annealers can solve QUBO problems efficiently but struggle with continuous optimization tasks like regression due to their discrete nature. We introduce Quadratic Continuous Quantum Optimization (QCQO), an anytime algorithm that…