Related papers: MontePython: Implementing Quantum Monte Carlo usin…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
Quasi-Monte Carlo (QMC) methods have developed over several decades. With the explosion in computational science, there is a need for great software that implements QMC algorithms. We summarize the QMC software that has been developed to…
Practitioners wishing to experience the efficiency gains from using low discrepancy sequences need correct, robust, well-written software. This article, based on our MCQMC 2020 tutorial, describes some of the better quasi-Monte Carlo (QMC)…
We describe a new open-source Python-based package for high accuracy correlated electron calculations using quantum Monte Carlo (QMC) in real space: PyQMC. PyQMC implements modern versions of QMC algorithms in an accessible format, enabling…
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…
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…
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…
We present an overview of the variational and diffusion quantum Monte Carlo methods as implemented in the CASINO program. We particularly focus on developments made in the last decade, describing state-of-the-art quantum Monte Carlo…
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…
This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…
This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…
Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…
This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…
The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…
Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…
Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…
We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…
This article aims to summarize recent and ongoing efforts to simulate continuous-variable quantum systems using flow-based variational quantum Monte Carlo techniques, focusing for pedagogical purposes on the example of bosons in the field…