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Classical simulation of quantum computers is an irreplaceable step in the design of quantum algorithms. Exponential simulation costs demand the use of high-performance computing techniques, and in particular distribution, whereby the…

Quantum Physics · Physics 2023-11-06 Tyson Jones , Bálint Koczor , Simon C. Benjamin

We consider the problem of simulating loss probabilities and conditional excesses for linear asset portfolios under the t-copula model. Although in the literature on market risk management there are papers proposing efficient variance…

Risk Management · Quantitative Finance 2017-08-07 Halis Sak , İsmail Başoğlu

With the current rate of progress in quantum computing technologies, systems with more than 50 qubits will soon become reality. Computing ideal quantum state amplitudes for circuits of such and larger sizes is a fundamental step to assess…

Increasingly sophisticated programmable quantum simulators and quantum computers are opening unprecedented opportunities for exploring and exploiting the properties of highly entangled complex quantum systems. The complexity of large…

Consider a fixed universe of $N=2^n$ elements and the uniform distribution over elements of some subset of size $K$. Given samples from this distribution, the task of complement sampling is to provide a sample from the complementary subset.…

Quantum Physics · Physics 2026-02-02 Marcello Benedetti , Harry Buhrman , Jordi Weggemans

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical…

Quantum Physics · Physics 2013-04-16 Erich Novak

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

We present an efficient algorithm for twirling a multi-qudit quantum state. The algorithm can be used for approximating the twirling operation in an ensemble of physical systems in which the systems cannot be individually accessed. It can…

Quantum Physics · Physics 2007-05-23 Geza Toth , Juan Jose Garcia-Ripoll

Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…

Quantum Physics · Physics 2024-04-10 Titos Matsakos , Stuart Nield

Neural quantum states efficiently represent many-body wavefunctions with neural networks, but the cost of Monte Carlo sampling limits their scaling to large system sizes. Here we address this challenge by combining sparse Boltzmann machine…

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

We present an algorithmic framework for a variant of the quantum Monte Carlo operator-loop algorithm, where non-local cluster updates are constructed in a way that makes each individual loop smaller. The algorithm is designed to increase…

Statistical Mechanics · Physics 2016-09-08 Ying-Jer Kao , Roger G. Melko

We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…

Strongly Correlated Electrons · Physics 2009-11-10 Tomo Munehisa , Yasuko Munehisa

Randomized protocols are procedures that incorporate probabilistic choices during their execution and they play a central role in quantum algorithms, spanning Hamiltonian simulation, noise mitigation, and measurement tasks. In practical…

Quantum Physics · Physics 2026-03-17 Davide Cugini , Touheed Anwar Atif , Yigit Subasi

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

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

Neural-network quantum states (NQS) offer a versatile and expressive alternative to traditional variational ans\"atze for simulating physical systems. Energy-based frameworks, like Hopfield networks and Restricted Boltzmann Machines,…

Quantum Physics · Physics 2024-12-18 Manas Sajjan , Vinit Singh , Sabre Kais

We provide a polynomial-time classical algorithm for noisy quantum circuits. The algorithm computes the expectation value of any observable for any circuit, with a small average error over input states drawn from an ensemble (e.g. the…

Quantum Physics · Physics 2024-10-15 Thomas Schuster , Chao Yin , Xun Gao , Norman Y. Yao

Due to the unreliability and limited capacity of existing quantum computer prototypes, quantum circuit simulation continues to be a vital tool for validating next generation quantum computers and for studying variational quantum algorithms,…

Quantum Physics · Physics 2021-04-01 Yipeng Huang , Steven Holtzen , Todd Millstein , Guy Van den Broeck , Margaret Martonosi

It is one of the most fundamental objectives in quantum information science to understand the boundary between the computational power of classical and quantum computers. One possible avenue to explore this boundary is to identify classes…

Quantum Physics · Physics 2025-03-28 Christophe Piveteau
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