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This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…

Probability · Mathematics 2014-01-03 Jose Blanchet , Peter Glynn , Shuheng Zheng

This paper addresses the key challenge of estimating the asymptotic covariance associated with the Markov chain central limit theorem, which is essential for visualizing and terminating Markov Chain Monte Carlo (MCMC) simulations. We focus…

Computation · Statistics 2024-08-29 James M. Flegal , Rebecca P. Kurtz-Garcia

Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…

Logic in Computer Science · Computer Science 2018-09-25 Jeremy Sproston

In recent years, parameterized quantum circuits have become a major tool to design quantum algorithms for optimization problems. The challenge in fully taking advantage of a given family of parameterized circuits lies in finding a good set…

Quantum Physics · Physics 2022-09-05 Eunou Lee

A convex optimization based method is proposed for quantum process tomography, in the case of known channel model structure, but unknown channel parameters. The main idea is to select an affine parametrization of the Choi matrix as a set of…

Quantum Physics · Physics 2010-04-30 Gábor Balló , Katalin M. Hangos

Phase estimation algorithms are key protocols in quantum information processing. Besides applications in quantum computing, they can also be employed in metrology as they allow for fast extraction of information stored in the quantum state…

Quantum Physics · Physics 2018-07-03 S. Danilin , A. V. Lebedev , A. Vepsäläinen , G. B. Lesovik , G. Blatter , G. S. Paraoanu

Markov chain Monte Carlo (MCMC) algorithms are used to estimate features of interest of a distribution. The Monte Carlo error in estimation has an asymptotic normal distribution whose multivariate nature has so far been ignored in the MCMC…

Statistics Theory · Mathematics 2016-07-05 Dootika Vats , James M. Flegal , Galin L. Jones

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

Quantum circuit optimization - the process of transforming a quantum circuit into an equivalent one with reduced time and space requirements - is crucial for maximizing the utility of current and near-future quantum devices. While most…

Quantum Physics · Physics 2026-01-23 Marcin Szyniszewski , Aleks Kissinger , Noah Linden , Paul Skrzypczyk

This paper introduces an algorithm designed to approximate quantum transformation matrix with a restricted number of gates by using the block decomposition technique. Addressing challenges posed by numerous gates in handling large qubit…

Quantum Physics · Physics 2025-10-16 Lai Kin Man , Xin Wang

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 propose a two step strategy for estimating one-dimensional dynamical parameters of a quantum Markov chain, which involves quantum post-processing the output using a coherent quantum absorber and a "pattern counting'' estimator computed…

Quantum Physics · Physics 2025-08-28 Federico Girotti , Alfred Godley , Mădălin Guţă

Quasiprobability representation is an important tool for analyzing a quantum system, such as a quantum state or a quantum circuit. In this work, we propose classical algorithms specialized for approximating outcome probabilities of a linear…

Quantum Physics · Physics 2023-12-19 Youngrong Lim , Changhun Oh

We present a quasi-Newton method for unconstrained stochastic optimization. Most existing literature on this topic assumes a setting of stochastic optimization in which a finite sum of component functions is a reasonable approximation of an…

Optimization and Control · Mathematics 2024-09-04 Matt Menickelly , Stefan M. Wild , Miaolan Xie

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

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

We estimate the size of the spectral gap at zero for some Hermitian block matrices. Included are quasi-definite matrices, quasi-semidefinite matrices (the closure of the set of the quasi-definite matrices) and some related block matrices…

Spectral Theory · Mathematics 2016-01-15 Ivan Veselic , Kresimir Veselic