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Markov chain Monte Carlo (MCMC) sampling is an important and commonly used tool for the analysis of hierarchical models. Nevertheless, practitioners generally have two options for MCMC: utilize existing software that generates a black-box…

This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…

Quantum Physics · Physics 2024-09-26 Guglielmo Mazzola

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

This paper proposes and compares two new sampling schemes for sparse deconvolution using a Bernoulli-Gaussian model. To tackle such a deconvolution problem in a blind and unsupervised context, the Markov Chain Monte Carlo (MCMC) framework…

Numerical Analysis · Computer Science 2009-09-18 D. Ge , J. Idier , E. Le Carpentier

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Machine Learning · Statistics 2023-10-03 Robert J. Webber , Michael Lindsey

Variational optimization of neural-network representations of quantum states has been successfully applied to solve interacting fermionic problems. Despite rapid developments, significant scalability challenges arise when considering…

Chemical Physics · Physics 2022-08-12 Tianchen Zhao , James Stokes , Shravan Veerapaneni

Current and imminent quantum hardware lacks reliability and applicability due to noise and limited qubit counts. Quantum circuit cutting -- a technique dividing large quantum circuits into smaller subcircuits with sizes appropriate for the…

Quantum Physics · Physics 2022-12-05 Daniel Chen , Betis Baheri , Vipin Chaudhary , Qiang Guan , Ning Xie , Shuai Xu

Quantum Approximate Optimization Algorithms (QAOA) promise efficient solutions to classically intractable combinatorial optimization problems by harnessing shallow-depth quantum circuits. Yet, their performance and scalability often hinge…

Quantum Physics · Physics 2025-05-02 Kuan-Cheng Chen , Hiromichi Matsuyama , Wei-Hao Huang

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Machine Learning · Computer Science 2024-08-26 Yanbo Wang , Wenyu Chen , Shimin Shan

Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…

Computation · Statistics 2016-12-30 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…

Chemical Physics · Physics 2023-09-25 Zeno Schätzle , Bernát Szabó , Matĕj Mezera , Jan Hermann , Frank Noé

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

Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, which results in the…

Computation · Statistics 2023-06-22 Lawrence M. Murray , Sumeetpal Singh , Anthony Lee

Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Quantum circuit simulators running on classical computers offer a vital platform for designing, testing, and optimizing quantum algorithms, driving innovation despite limited access to real quantum hardware. However, their scalability is…

Quantum Physics · Physics 2025-10-29 Gleb Kalachev , Pavel Mosharev , Zuoheng Zou , Pavel Panteleev , Man-Hong Yung

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

The Variational Monte Carlo method has recently seen important advances through the use of neural network quantum states. While more and more sophisticated ans\"atze have been designed to tackle a wide variety of quantum many-body problems,…

Nuclear Theory · Physics 2025-07-09 M. Drissi , J. W. T. Keeble , J. Rozalén Sarmiento , A. Rios

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori