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Random samples of quantum states with specific properties are useful for various applications, such as Monte Carlo integration over the state space. In the high-dimensional situations that one encounters already for a few qubits, the…

Quantum Physics · Physics 2026-02-02 Weijun Li , Rui Han , Jiangwei Shang , Hui Khoon Ng , Berthold-Georg Englert

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…

Methodology · Statistics 2014-07-31 Christopher K. Carter , Eduardo F. Mendes , Robert Kohn

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

We develop a computationally efficient framework for quasi-Bayesian inference based on linear moment conditions. The approach employs a delayed acceptance Markov chain Monte Carlo (DA-MCMC) algorithm that uses a surrogate target kernel and…

Computation · Statistics 2026-02-18 Masahiro Tanaka

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

Quantum Tunneling is ubiquitous across different fields, from quantum chemical reactions, and magnetic materials to quantum simulators and quantum computers. While simulating the real-time quantum dynamics of tunneling is infeasible for…

Quantum Physics · Physics 2017-10-17 Guglielmo Mazzola , Vadim N. Smelyanskiy , Matthias Troyer

Monte Carlo sampling of the canonical distribution presents a formidable challenge when the potential energy landscape is characterized by a large number of local minima separated by high barriers. The principal observation of this work is…

Statistical Mechanics · Physics 2022-05-03 Matthew Grasinger

Quantum annealing (QA) is a method for solving combinatorial optimization problems. We can estimate the computational time for QA using the adiabatic condition. The adiabatic condition consists of two parts: an energy gap and a transition…

Quantum Physics · Physics 2024-08-28 Hiroshi Hayasaka , Takashi Imoto , Yuichiro Matsuzaki , Shiro Kawabata

We introduce the adiabatic quantum Monte Carlo (AQMC) method, where we gradually crank up the interaction strength, as an amelioration of the sign problem. It is motivated by the adiabatic theorem and will approach the true ground-state if…

Strongly Correlated Electrons · Physics 2021-11-18 Mohammad-Sadegh Vaezi , Amir-Reza Negari , Amin Moharramipour , Abolhassan Vaezi

Quantum Monte Carlo (QMC) methods are some of the most accurate methods for simulating correlated electronic systems. We investigate the compatibility, strengths and weaknesses of two such methods, namely, diffusion Monte Carlo (DMC) and…

Computational Physics · Physics 2020-10-14 Fionn D. Malone , Anouar Benali , Miguel A. Morales , Michel Caffarel , P. R. C. Kent , Luke Shulenburger

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Tianchen Zhao , Saibal De , Brian Chen , James Stokes , Shravan Veerapaneni

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

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Methodology · Statistics 2018-12-31 Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relatively simple settings where the data have specific forms of…

Methodology · Statistics 2020-02-18 Robert Salomone , Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…

Econometrics · Economics 2019-11-22 Jean-Jacques Forneron

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as…

Computation · Statistics 2021-01-19 Wendy K. Tam Cho , Yan Y. Liu

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

We introduce the energy-stepping Monte Carlo (ESMC) method, a Markov chain Monte Carlo (MCMC) algorithm based on the conventional dynamical interpretation of the proposal stage but employing an energy-stepping integrator. The…

Mathematical Physics · Physics 2023-12-13 Ignacio Romero , Michael Ortiz
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