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We explore to what extent path-integral quantum Monte Carlo methods can efficiently simulate the tunneling behavior of quantum adiabatic optimization algorithms. Specifically we look at symmetric cost functions defined over n bits with a…
In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…
Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) algorithm can improve the runtime of economic applications and…
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…
Quantum Monte Carlo (QMC) simulations constitute nowadays one of the most powerful methods to study strongly correlated quantum systems, provided that no "sign problem" arises. However, many systems of interest, including highly frustrated…
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
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…
The broad applicability of Quadratic Unconstrained Binary Optimization (QUBO) constitutes a general-purpose modeling framework for combinatorial optimization problems and are a required format for gate array and quantum annealing computers.…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…
Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…
We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…
Recent advances in quantum architectures and computing have motivated the development of new optimizing compilers for quantum programs or circuits. Even though steady progress has been made, existing quantum optimization techniques remain…
We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…
In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…
The building blocks of quantum algorithms and software are quantum gates, with the appropriate combination of quantum gates leading to a desired quantum circuit. Deep expert knowledge is necessary to discover effective combinations of…
We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
Boson lattices are theoretically well described by the Hubbard model. The basic model and its variants can be effectively simulated using Monte Carlo techniques. We describe two newly developed approaches, the Stochastic Series Expansion…
The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…