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Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…

Probability · Mathematics 2009-09-29 Paul Dupuis , Ali Devin Sezer , Hui Wang

We evaluate using programmable superconducting flux qubit D-Wave quantum annealers to approximate the partition function of Ising models. We propose the use of two distinct quantum annealer sampling methods: chains of Monte Carlo-like…

Quantum Physics · Physics 2025-12-23 Thinh Le , Elijah Pelofske

Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…

Machine Learning · Computer Science 2020-02-25 Setareh Ariafar , Zelda Mariet , Ehsan Elhamifar , Dana Brooks , Jennifer Dy , Jasper Snoek

This thesis explores adaptive inference as a tool to characterize quantum systems using experimental data, with applications in sensing, calibration, control, and metrology. I propose and test algorithms for learning Hamiltonian and Kraus…

Quantum Physics · Physics 2024-12-03 Alexandra Ramôa

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

Quantum phase transitions in many-body systems are fundamentally characterized by complex correlation structures, which pose computational challenges for conventional methods in large systems. To address this, we propose a hybrid…

Quantum Physics · Physics 2026-02-03 Jin-Long Chen , Xin Li , Zhang-Qi Yin

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

Nearest-neighbour clustering is a powerful set of heuristic algorithms that find natural application in the decoding of signals transmitted using the M-Quadrature Amplitude Modulation (M-QAM) protocol. Lloyd et al. proposed a quantum…

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles. Recently, we proposed to use Gibbs measures as randomized numerical integration algorithms with respect to a target measure $\pi$ on $\mathbb…

Machine Learning · Computer Science 2025-08-05 Rémi Bardenet , Mylène Maïda , Martin Rouault

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applications. Despite its effectiveness, the performance of IS is…

Optimization and Control · Mathematics 2026-02-11 Liviu Aolaritei , Bart P. G. Van Parys , Henry Lam , Michael I. Jordan

Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…

Computational Physics · Physics 2016-09-08 Daniel M. Zuckerman , Thomas B. Woolf

Quantum algorithms require accurate representations of electronic states on a quantum device, yet the approximation of electronic wave functions for strongly correlated systems remains a profound theoretical challenge, with existing methods…

Quantum Physics · Physics 2025-04-29 Dipanjali Halder , Dibyendu Mondal , Rahul Maitra

Numerical calculus algorithms which estimate derivatives and integrals from data series acquired either via measurements or by sampling functions are essential in scientific computing. To date, a few quantum algorithms have been developed…

Quantum Physics · Physics 2026-03-23 Jordan Cioni , Fabio Semperlotti

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

This note introduces "Q-marginals", which are quantum states encoding some probability distribution in a manner suitable for use in Quantum Monte Carlo Integration (QMCI), and shows that these can be prepared directly from a classical…

Quantum Physics · Physics 2021-09-13 Steven Herbert

Self-Attention Mechanism (SAM) is good at capturing the internal connections of features and greatly improves the performance of machine learning models, espeacially requiring efficient characterization and feature extraction of…

Quantum Physics · Physics 2023-08-08 Jinjing Shi , Ren-Xin Zhao , Wenxuan Wang , Shichao Zhang , Xuelong Li

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Computation · Statistics 2021-03-10 Topi Paananen , Juho Piironen , Paul-Christian Bürkner , Aki Vehtari