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This paper presents a regenerative variant of the classical Ulam-von Neumann Markov chain Monte Carlo algorithm for the approximation of the matrix inverse. The algorithm presented in this paper, termed regenerative Ulam-von Neumann…

Numerical Analysis · Mathematics 2025-08-21 Soumyadip Ghosh , Lior Horesh , Vassilis Kalantzis , Yingdong Lu , Tomasz Nowicki

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Jeongmin Chae , Praneeth Narayanamurthy , Selin Bac , Shaama Mallikarjun Sharada , Urbashi Mitra

In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , C. Vázquez

The aim of this paper is to propose a new numerical approximation of the Kalman-Bucy filter for semi-Markov jump linear systems. This approximation is based on the selection of typical trajectories of the driving semi-Markov chain of the…

Optimization and Control · Mathematics 2016-08-10 Benoîte de Saporta , Eduardo F. Costa

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

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

A common requirement of quantum simulations and algorithms is the preparation of complex states through sequences of 2-qubit gates. For a generic quantum state, the number of gates grows exponentially with the number of qubits, becoming…

Quantum Physics · Physics 2024-07-08 Matan Ben Dov , David Shnaiderov , Adi Makmal , Emanuele G. Dalla Torre

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…

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…

High Energy Physics - Lattice · Physics 2013-11-19 K. Jansen , H. Leovey , A. Ammon , A. Griewank , M. Müller-Preussker

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Computation · Statistics 2015-10-30 Christophe Andrieu , Matti Vihola

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…

The wave-function Monte-Carlo method, also referred to as the use of "quantum-jump trajectories", allows efficient simulation of open systems by independently tracking the evolution of many pure-state "trajectories". This method is ideally…

Quantum Physics · Physics 2018-08-22 Michael H. Goerz , Kurt Jacobs

We study quasi-exact quantum error correcting codes and quantum computation with them. A quasi-exact code is an approximate code such that it contains a finite number of scaling parameters, the tuning of which can flow it to corresponding…

Quantum Physics · Physics 2020-07-29 Dong-Sheng Wang , Guanyu Zhu , Cihan Okay , Raymond Laflamme

Current and imminent quantum hardware lacks reliability and applicability due to noise and limited qubit counts. Quantum circuit cutting -- a technique dividing large quantum circuits into smaller subcircuits with sizes appropriate for the…

Quantum Physics · Physics 2022-12-05 Daniel Chen , Betis Baheri , Vipin Chaudhary , Qiang Guan , Ning Xie , Shuai Xu

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…

Numerical Analysis · Mathematics 2021-09-30 Philipp A. Guth , Andreas Van Barel

This paper summarizes a quantum algorithm of [R.D. Somma, et.al., Phys. Rev. Lett. 101, 130504 (2008)] that simulates a classical annealing process for solving discrete optimization problems. The complexity of the quantum algorithm scales…

Quantum Physics · Physics 2015-12-16 Sergio Boixo , Rolando D. Somma

We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…

Quantum Physics · Physics 2017-01-11 Anirban Narayan Chowdhury , Rolando D. Somma

We develop and implement automated methods for optimizing quantum circuits of the size and type expected in quantum computations that outperform classical computers. We show how to handle continuous gate parameters and report a collection…

Quantum Physics · Physics 2018-06-04 Yunseong Nam , Neil J. Ross , Yuan Su , Andrew M. Childs , Dmitri Maslov
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