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The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

One limitation of the variational quantum eigensolver algorithm is the large number of measurement steps required to estimate different terms in the Hamiltonian of interest. Unitary partitioning reduces this overhead by transforming the…

Quantum Physics · Physics 2021-09-01 Alexis Ralli , Peter Love , Andrew Tranter , Peter Coveney

Iterative phase estimation has long been used in quantum computing to estimate Hamiltonian eigenvalues. This is done by applying many repetitions of the same fundamental simulation circuit to an initial state, and using statistical…

Quantum Physics · Physics 2019-07-25 Ian D. Kivlichan , Christopher E. Granade , Nathan Wiebe

Implementing quantum operations in the form of natural Hamiltonian dynamics is desirable, since they almost require no external control or feedback. In this work, we propose a NISQ-friendly quantum-classical hybrid approach to designing a…

Quantum Physics · Physics 2024-09-23 Arunava Majumder , Dylan Lewis , Akshaya Jayashankar , V. S. Prasannaa , Sougato Bose

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Machine Learning · Statistics 2020-09-02 Ziming Liu , Zheng Zhang

Hamiltonian simulation represents an important module in a large class of quantum algorithms and simulations such as quantum machine learning, quantum linear algebra methods, and modeling for physics, material science and chemistry. One of…

Quantum Physics · Physics 2023-05-30 Albert T. Schmitz , Nicolas P. D. Sawaya , Sonika Johri , A. Y. Matsuura

Quantum Monte Carlo integration (QMCI) is a quantum algorithm to estimate expectations of random variables, with applications in various industrial fields such as financial derivative pricing. When QMCI is applied to expectations concerning…

Quantum Physics · Physics 2025-05-29 Koichi Miyamoto

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

High Energy Physics - Lattice · Physics 2009-10-30 Thomas Lippert

Electronic structure simulation is an anticipated application for quantum computers. Due to high-dimensional quantum entanglement in strongly correlated systems, the quantum resources required to perform such simulations are far beyond the…

Quantum Physics · Physics 2022-01-25 Jie Liu , Zhenyu Li , Jinlong Yang

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Quantum circuit simulation is paramount to the verification and optimization of quantum algorithms, and considerable research efforts have been made towards efficient simulators. While circuits often contain high-level gates such as oracles…

Quantum Physics · Physics 2026-05-06 Adam Husted Kjelstrøm , Andreas Pavlogiannis , Jaco van de Pol

Quantum circuit depth minimization is critical for practical applications of circuit-based quantum computation. In this work, we present a systematic procedure to decompose multiqubit controlled unitary gates, which is essential in many…

Quantum Physics · Physics 2022-10-06 Adenilton J. da Silva , Daniel K. Park

Hardware-efficient circuits employed in Quantum Machine Learning are typically composed of alternating layers of uniformly applied gates. High-speed numerical simulators for such circuits are crucial for advancing research in this field. In…

In a previous paper (J. Comp. Phys. 230 (2011), 3668--3694), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random…

Numerical Analysis · Mathematics 2018-04-03 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Rob Scheichl , Ian H. Sloan

The Multilevel Monte Carlo (MLMC) method has been applied successfully in a wide range of settings since its first introduction by Giles (2008). When using only two levels, the method can be viewed as a kind of control-variate approach to…

Computational Finance · Quantitative Finance 2024-05-07 Yu Li , Antony Ware

Quantum circuits make it possible to simulate the continuous-time dynamics of a many-body Hamiltonian by implementing discrete Trotter steps of duration $\tau$. However, when $\tau$ is sufficiently large, the discrete dynamics exhibit…

Statistical Mechanics · Physics 2025-05-05 Friedrich Hübner , Eric Vernier , Lorenzo Piroli

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

Simulating real-time dynamics under a Hamiltonian is a central goal of quantum information science. While numerous Hamiltonian-simulation quantum algorithms have been proposed, the effects of physical noise have rarely been incorporated…

Quantum Physics · Physics 2026-03-13 Keisuke Murota , Synge Todo , Suguru Endo

We introduce a multi-modal, multi-level quantum complex exponential least squares (MM-QCELS) method to simultaneously estimate multiple eigenvalues of a quantum Hamiltonian on early fault-tolerant quantum computers. Our theoretical analysis…

Quantum Physics · Physics 2023-10-18 Zhiyan Ding , Lin Lin

We consider stochastic optimization when one only has access to biased stochastic oracles of the objective and the gradient, and obtaining stochastic gradients with low biases comes at high costs. This setting captures various optimization…

Optimization and Control · Mathematics 2024-08-22 Yifan Hu , Jie Wang , Xin Chen , Niao He