Self-Learning Monte Carlo Method: Continuous-Time Algorithm

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement this method in the framework of continuous time Monte Carlo method with auxiliary field in quantum impurity models. We introduce and train a diagram generating function (DGF) to model the probability distribution of auxiliary field configurations in continuous imaginary time, at all orders of diagrammatic expansion. By using DGF to propose global moves in configuration space, we show that the self-learning continuous-time Monte Carlo method can significantly reduce the computational complexity of the simulation.Comment: 6 pages, 5 figures + 2 page supplemental materials, to be published in Phys. Rev. B Rapid communication sectio

Quantum algorithm for approximating partition functions

We present a quantum algorithm based on classical fully polynomial randomized approximation schemes (FPRASs) for estimating partition functions that combine simulated annealing with the Monte Carlo Markov chain method and use nonadaptive cooling schedules. We achieve a twofold polynomial improvement in time complexity: a quadratic reduction with respect to the spectral gap of the underlying Markov chains and a quadratic reduction with respect to the parameter characterizing the desired accuracy of the estimate output by the FPRAS. Both reductions are intimately related and cannot be achieved separately. First, we use Grover\u27s fixed-point search, quantum walks, and phase estimation to efficiently prepare approximate coherent encodings of stationary distributions of the Markov chains. The speed up we obtain in this way is due to the quadratic relation between the spectral and phase gaps of classical and quantum walks. The second speed up with respect to accuracy comes from generalized quantum counting used instead of classical sampling to estimate expected values of quantum observables

Quantum Speed-up for Approximating Partition Functions

We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules. The improvement in time complexity is twofold: a quadratic reduction with respect to the spectral gap of the underlying Markov chains and a quadratic reduction with respect to the parameter characterizing the desired accuracy of the estimate output by the FPRAS. Both reductions are intimately related and cannot be achieved separately. First, we use Grover's fixed point search, quantum walks and phase estimation to efficiently prepare approximate coherent encodings of stationary distributions of the Markov chains. The speed-up we obtain in this way is due to the quadratic relation between the spectral and phase gaps of classical and quantum walks. Second, we generalize the method of quantum counting, showing how to estimate expected values of quantum observables. Using this method instead of classical sampling, we obtain the speed-up with respect to accuracy.Comment: 17 pages; v3: corrected typos, added a reference about efficient implementations of quantum walk

Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected

Monte Carlo techniques for real-time quantum dynamics

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the "weight", and its magnitude is related to the importance of the stochastic trajectory. We investigate the use of Monte Carlo algorithms to improve the sampling of the weighted trajectories and thus reduce sampling error in a simulation of quantum dynamics. The method can be applied to calculations in real time, as well as imaginary time for which Monte Carlo algorithms are more-commonly used. The method is applicable when the weight is guaranteed to be real, and we demonstrate how to ensure this is the case. Examples are given for the anharmonic oscillator, where large improvements over stochastic sampling are observed.Comment: 28 pages, submitted to J. Comp. Phy