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Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

Quantum Physics · Physics 2024-10-28 Noé Olivier , Michel Nowak

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian…

High Energy Physics - Theory · Physics 2020-12-01 Anosh Joseph

Quantum algorithms offer the potential for significant computational advantages; however, in many cases, it remains unclear how these advantages can be practically realized. Causal Set Theory is a discrete, Lorentz-invariant approach to…

Quantum Physics · Physics 2025-06-25 Stuart Ferguson , Arad Nasiri , Petros Wallden

Recently, the idea of classical Metropolis sampling through Markov chains has been generalized for quantum Hamiltonians. However, the underlying Markov chain of this algorithm is still classical in nature. Due to Szegedy's method, the…

Quantum Physics · Physics 2012-03-07 Man-Hong Yung , Alán Aspuru-Guzik

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

Quantum computing for the biological sciences is an area of rapidly growing interest, but specific industrial applications remain elusive. Quantum Markov chain Monte Carlo has been proposed as a method for accelerating a broad class of…

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

Quantum Physics · Physics 2023-03-13 Koichi Miyamoto

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

We present a comprehensive comparison of different Markov Chain Monte Carlo (MCMC) sampling methods, evaluating their performance on both standard test problems and cosmological parameter estimation. Our analysis includes traditional…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-28 Denitsa Staicova

Solving the ground state of quantum many-body systems remains a fundamental challenge in physics and chemistry. Recent advancements in quantum hardware have opened new avenues for addressing this challenge. Inspired by the quantum-enhanced…

Quantum Physics · Physics 2025-06-10 Longfei Chang , Zhendong Li , Wei-Hai Fang

The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…

Quantum Physics · Physics 2021-01-04 Katsuhiro Endo , Taichi Nakamura , Keisuke Fujii , Naoki Yamamoto

A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…

High Energy Physics - Phenomenology · Physics 2015-06-12 Kevin Kroeninger , Steffen Schumann , Benjamin Willenberg

The Metropolis-Hastings (MH) algorithm is the prototype for a class of Markov chain Monte Carlo methods that propose transitions between states and then accept or reject the proposal. These methods generate a correlated sequence of random…

Computational Physics · Physics 2011-05-12 Albert H. Mao , Rohit V. Pappu

We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute…

Optimization and Control · Mathematics 2024-05-03 Michael Herty , Christian Ringhofer