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Bayesian filtering aims at tracking sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectories which represent the posterior probability density…

Computation · Statistics 2012-10-22 Yohan Petetin , François Desbouvries

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

The experimental implementation of selective quantum process tomography (SQPT) involves computing individual elements of the process matrix with the help of a special set of states called quantum 2-design states. However, the number of…

Quantum Physics · Physics 2022-07-12 Akshay Gaikwad , Krishna Shende , Arvind , Kavita Dorai

We propose a new quantum Monte Carlo algorithm to compute fermion ground-state properties. The ground state is projected from an initial wavefunction by a branching random walk in an over-complete basis space of Slater determinants. By…

Condensed Matter · Physics 2016-08-31 Shiwei Zhang , J. Carlson , J. E. Gubernatis

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

The implementation and practicality of quantum algorithms highly hinge on the quality of operations within a quantum processor. Therefore, including realistic error models in quantum computing simulation platforms is crucial for testing…

Quantum Physics · Physics 2021-04-12 Ahmed Abid Moueddene , Nader Khammassi , Koen Bertels , Carmen G. Almudever

We propose an energy-driven stochastic master equation for the density matrix as a dynamical model for quantum state reduction. In contrast, most previous studies of state reduction have considered stochastic extensions of the Schr\"odinger…

Quantum Physics · Physics 2016-12-30 Dorje C. Brody , Lane P. Hughston

We study the trajectories of a semiclassical quantum particle under repeated indirect measurement by Kraus operators, in the setting of the quantized torus. In between measurements, the system evolves via either Hamiltonian propagators or…

Mathematical Physics · Physics 2024-03-18 Yonah Borns-Weil , Izak Oltman

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

Quantum Physics · Physics 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini

We consider the certification of temporal quantum correlations using the pseudo-density matrix (PDM), an extension of the density matrix to the time domain, where negative eigenvalues are key indicators of temporal correlations.…

Quantum Physics · Physics 2025-04-25 Hongfeng Liu , Zhenhuan Liu , Shu Chen , Xinfang Nie , Xiangjing Liu , Dawei Lu

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

This paper introduces the Sequential Monte Carlo Transformer, an original approach that naturally captures the observations distribution in a transformer architecture. The keys, queries, values and attention vectors of the network are…

Machine Learning · Computer Science 2020-12-16 Alice Martin , Charles Ollion , Florian Strub , Sylvain Le Corff , Olivier Pietquin

The accurate description of electrons at extreme density and temperature is of paramount importance for, e.g., the understanding of astrophysical objects and inertial confinement fusion. In this context, the dynamic structure factor…

Plasma Physics · Physics 2018-12-26 T. Dornheim , S. Groth , J. Vorberger , M. Bonitz

We propose a fast potential splitting Markov Chain Monte Carlo method which costs $O(1)$ time each step for sampling from equilibrium distributions (Gibbs measures) corresponding to particle systems with singular interacting kernels. We…

Computational Physics · Physics 2020-10-13 Lei Li , Zhenli Xu , Yue Zhao

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

Beyond their use as numerical tools, quantum trajectories can be ascribed a degree of reality in terms of quantum measurement theory. In fact, they arise naturally from considering continuous observation of a damped quantum system. A…

Quantum Physics · Physics 2009-11-10 H. M. Wiseman

This paper reports a novel method for supervised machine learning based on the mathematical formalism that supports quantum mechanics. The method uses projective quantum measurement as a way of building a prediction function. Specifically,…

Quantum Physics · Physics 2022-08-30 Fabio A. González , Vladimir Vargas-Calderón , Herbert Vinck-Posada
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