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Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…

Computation · Statistics 2023-08-22 Kerun Xu , Miranda Holmes-Cerfon

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…

Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…

Quantum Physics · Physics 2020-08-17 Carsten Blank , Daniel K. Park , Francesco Petruccione

The study of quantum circuit simulation using classical computers is a key research topic that helps define the boundary of verifiable quantum advantage, solve quantum many-body problems, and inform development of quantum hardware and…

Quantum Physics · Physics 2026-02-05 Benjamin N. Miller , Peter K. Elgee , Jason R. Pruitt , Kevin C. Cox

We establish a classical heuristic algorithm for exactly computing quantum probability amplitudes. Our algorithm is based on mapping output probability amplitudes of quantum circuits to evaluations of the Tutte polynomial of graphic…

Quantum Physics · Physics 2021-09-28 Ryan L. Mann

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 propose a method for classical simulation of finite-dimensional quantum systems, based on sampling from a quasiprobability distribution, i.e., a generalized Wigner function. Our construction applies to all finite dimensions, with the…

Quantum Physics · Physics 2020-03-10 Robert Raussendorf , Juani Bermejo-Vega , Emily Tyhurst , Cihan Okay , Michael Zurel

Recent development in quantum information sciences and technologies, especially building programmable quantum computers, provide us new opportunities to study fundamental aspects of quantum mechanics. We propose qubit models to emulate the…

Quantum Physics · Physics 2022-06-29 Meng-Jun Hu , Yanbei Chen , Yiqiu Ma , Xiang Li , Yubao Liu , Yong-Sheng Zhang , Haixing Miao

Random quantum circuits have been utilized in the contexts of quantum supremacy demonstrations, variational quantum algorithms for chemistry and machine learning, and blackhole information. The ability of random circuits to approximate any…

Quantum Physics · Physics 2023-03-23 Minzhao Liu , Junyu Liu , Yuri Alexeev , Liang Jiang

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

Exact simulations of quantum circuits (QCs) are currently limited to $\sim$50 qubits because the memory and computational cost required to store the QC wave function scale exponentially with qubit number. Therefore, developing efficient…

Quantum Physics · Physics 2025-02-18 Marco Bernardi

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

The hardcore-Bose-Hubbard model with random chemical potential is investigated using quantum Monte Carlo simulation. We consider two cases of random distribution of the chemical potential: a uniformly random distribution and a correlated…

Statistical Mechanics · Physics 2009-03-17 Mitsuaki Tsukamoto , Makoto Tsubota

Quantum computers hold promise to enable efficient simulations of the properties of molecules and materials; however, at present they only permit ab initio calculations of a few atoms, due to a limited number of qubits. In order to harness…

Materials Science · Physics 2020-07-07 He Ma , Marco Govoni , Giulia Galli

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

We develop and demonstrate methods for simulating the scattering of particle wave packets in the interacting Thirring model on digital quantum computers, with hardware implementations on up to 80 qubits. We identify low-entanglement time…

Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…

Quantum Physics · Physics 2024-09-24 Vladimir Skavysh , Sofia Priazhkina , Diego Guala , Thomas R. Bromley