Related papers: The Lognormal Distribution and Quantum Monte Carlo…
Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…
The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a significant computational cost due to the number of scenarios…
In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…
Many quantum technologies rely on high-precision dynamics, which raises the question of how these are influenced by the experimental uncertainties that are always present in real-life settings. A standard approach in the literature to…
Neural-network quantum states (NQS) offer a versatile and expressive alternative to traditional variational ans\"atze for simulating physical systems. Energy-based frameworks, like Hopfield networks and Restricted Boltzmann Machines,…
A new algorithm for analytic continuation of noisy quantum Monte Carlo (QMC) data from the Matsubara domain to real frequencies is proposed. Unlike the widely used maximum-entropy (MaxEnt) procedure, our method is linear with respect to…
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…
This article first gives a concise introduction to quantum phase transitions, emphasizing similarities with and differences to classical thermal transitions. After pointing out the computational challenges posed by quantum phase…
We address the issue of accurately treating interaction effects in the mesoscopic regime by investigating the ground state properties of isolated irregular quantum dots. Quantum Monte Carlo techniques are used to calculate the distributions…
For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…
We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…
Given a convex function $f\colon\mathbb{R}^{d}\to\mathbb{R}$, the problem of sampling from a distribution $\propto e^{-f(x)}$ is called log-concave sampling. This task has wide applications in machine learning, physics, statistics, etc. In…
We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…
For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…
Owing to their capability of summarising interactions between elements of a system, networks have become a common type of data in many fields. As networks can be inhomogeneous, in that different regions of the network may exhibit different…
Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…
Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…
We discuss an alternative accurate Monte Carlo method to calculate the ground-state energy and related quantities for Laughlin states of the fractional quantum Hall effect in a disk geometry. This alternative approach allows us to obtain…