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Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

The Metropolis-Hastings algorithm is a cornerstone of Markov Chain Monte Carlo methods, underpinning a wide range of applications in computational physics, Bayesian inference, and machine learning. Quantum variants of Metropolis-Hastings…

Quantum Physics · Physics 2026-05-07 Miguel Carrasco-Arango , Rosa M. Badia , Artur Garcia-Saez

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

Szegedy's quantization of a reversible Markov chain provides a quantum walk whose spectral gap is quadratically larger than that of the classical walk. Quantum computers are therefore expected to provide a speedup of Metropolis-Hastings…

Quantum Physics · Physics 2026-05-28 Baptiste Claudon , Pablo Rodenas-Ruiz , Jean-Philip Piquemal , Pierre Monmarché

Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…

Quantum Physics · Physics 2026-03-13 Baptiste Claudon , Sergi Ramos-Calderer , Jean-Philip Piquemal

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

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

This series of six lectures is an introduction to using the Monte Carlo method to carry out nonperturbative studies in quantum field theories. Path integrals in quantum field theory are reviewed, and their evaluation by the Monte Carlo…

High Energy Physics - Lattice · Physics 2007-05-23 Colin Morningstar

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

High Energy Physics - Phenomenology · Physics 2023-09-06 N. T. Hunt-Smith , W. Melnitchouk , F. Ringer , N. Sato , A. W Thomas , M. J. White

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa
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