Quantum dynamical Hamiltonian Monte Carlo

Classical quantum computer is analog probabilistic computer. The digital quantum computer that can be implemented in FPGA is described in the article. Digital quantum coprocessor is designed to implement algorithms for execution on analog quantum computers. A digital quantum coprocessor operates under the control of a classical computer and together they are digital quantum computer. The digital quantum coprocessor is a set of digital units called digital qubits that have multibit data input and one bit data output each. The digital qubit is a wave function calculator. There is pseudo random number generator (PRNG) in described digital qubit to generate the probabilistic output bit. One bit qubit output qb is formed by the probable reduction of its multibit result x to one bit (0 or 1) according to result value x and pseudo random code k (x is an angle which determines the position of normalized vector with length 1 in polar grid, it is a result of multibit input data calculation). The decision about output state is made after the functional conversion of the qubit multibit result x to result probability $p = \sin^{2}x$ and subsequent comparison p with the pseudo random code k. Qb=1 when k < p (as in classical quantum computer). In article the alternative variant of decision option with p=arcsin(sqrt(k)) and qb=1 when x < p is described. This variant allows use one PRNG for all digital qubits. Qubit presentation as vector in Bloch’s sphere and vector in polar grid is discussed in the work. Also two types of coprocessor data formats (Cartesian and polar) are described. Instruction set of digital quantum coprocessor based in vector presentation in polar coordinates are discussed.

The Hamiltonian Monte Carlo (HMC) algorithm is a Markov Chain Monte Carlo (MCMC) technique, which combines the advantages of Hamiltonian dynamics methods and Metropolis Monte Carlo approach, to sample from complex distributions. The HMC algorithm incorporates gradient information in the dynamic trajectories and thus suppresses the random walk nature in traditional Markov chain simulation methods. This ensures rapid mixing, faster convergence, and improved efficiency of the Markov chain. The leapfrog method is generally used in discrete simulation of the dynamic transitions. In this paper, we refer to this as the leapfrog–HMC. The primary goal of this paper is to present the HMC algorithm as a tool for rapid sampling of high dimensional and complex distributions, and demonstrate its advantages over the classical Metropolis Monte Carlo technique. We demonstrate that the use of an adaptive–step discretization scheme in simulating the dynamic transitions results in an algorithm which significantly outperforms the leapfrog–HMC algorithm. Relevance to reservoir parameter estimation and uncertainty quantification will be discussed.

Crash severity of a hazardous material (HAZMAT) transporting truck increases manyfold compared with normal truck crash because of the possible exposure to dangerous substances. Crashes which involve a HAZMAT truck might result in a catastrophic incident causing horrendous damage to individuals involved in the crash. In-transit HAZMAT crashes in Wyoming caused a total damage of $3.1 million from 2015 to 2018. HAZMAT crashes on interstate roads represented 22% of the total HAZMAT crashes causing a total damage of $2.2 million, representing 71% of the cost of total damage. Previous studies in Wyoming investigated all vehicle crashes, including large truck crashes, but none has analyzed HAZMAT-related crashes or accounted for its type as a contributing factor. This study fills the gap by analyzing crash injury severity of HAZMAT-related crashes on all interstate freeways in Wyoming. Furthermore, the study introduces the No-U-Turn (NUT) Hamiltonian Monte Carlo (HMC) method of hierarchical Bayesian analysis into HAZMAT crash injury severity analysis. In recent developments, NUT HMC has been proven to be the most efficient Markov Chain Monte Carlo (MCMC) sampling method. The results showed that 30% of the unobserved heterogeneity arises from variation in summer and winter crashes which justifies the use of hierarchical model. Among the other covariates investigated, the population-averaged effects showed that number of trucks involved, hit-and-run crashes, animal-vehicle crashes, work-zone-related crashes, collision type, percentage of females involved, drivers’ drug/alcohol use, seat-belt use, crash location, roadway curves, and surface conditions significantly impact HAZMAT crash injury severity.

Timely detection of localised COVID-19 surges is essential for targeting limited health resources, yet most routine surveillance algorithms ignore spatial dependence and many Bayesian spatio-temporal models are computationally demanding. Evidence on Hamiltonian Monte Carlo (HMC) performance for outbreak detection in low- and middle-income country (LMIC) settings remains limited. We applied a Bayesian spatio-temporal hidden Markov model (HMM) to South African COVID-19 hospital mortality, comparing data-augmented Markov chain Monte Carlo (MCMC) with dynamic HMC. We conducted a retrospective ecological time-series study of in-hospital COVID- 19 deaths across 52 districts over 28 months (March 2020-June 2022), using national hospital surveillance linked to district-level health-system and population indicators. Death counts were modelled with a Poisson log-linear specification incorporating a smooth temporal trend, cyclic seasonality, spatial smoothing, and selected covariates, offset by expected deaths from admissions and a case-fatality ratio. Outbreaks were represented by a two-state HMM with latent indicators integrated out analytically and estimated via dynamic HMC in Stan. Eight candidate models were ranked using marginal likelihoods; the preferred model was re-fitted with both samplers to compare runtime, ESS, and convergence. A spatial HMM with marginalised outbreak states was strongly favoured over nonoutbreak and threshold-based alternatives. Posterior outbreak probabilities reproduced the four recognised national waves while revealing marked district-level heterogeneity, with early intense outbreaks in Western Cape and Gauteng districts and later peaks inland. Outbreaks were short-lived (mean around three months), and residual spatial risks indicated persistent excess mortality in the Eastern Cape and Free State. Dynamic HMC and MCMC yielded similar outbreak probability surfaces; however, HMC produced substantially larger ESS 1 (approximately 5,000 versus 63) and near-ideal convergence, whereas MCMC showed poor mixing. ESS per second was similar, so HMC's extra computation yielded more informative samples. A Bayesian spatio-temporal HMM fitted with dynamic HMC delivers coherent, spatially resolved outbreak probabilities and captures short-lived district-level mortality surges within broader national waves. Despite greater computational intensity, dynamic HMC offers superior mixing and convergence and is preferable for routine surveillance when adequate computing resources are available. The framework is transferable to other routinely collected surveillance data in South Africa and similar LMIC settings.

We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing MCMC methods, including Metropolis–Hastings algorithms using random proposals and methods that use deterministic proposals such as Hamiltonian Monte Carlo (HMC) or the bouncy particle sampler. Sequential-proposal MCMC methods construct the same Markov chains as those constructed by the delayed rejection method under certain circumstances. In the context of HMC, the sequential-proposal approach has been proposed as extra chance generalized hybrid Monte Carlo (XCGHMC). We develop two novel methods in which the trajectories leading to proposals in HMC are automatically tuned to avoid doubling back, as in the No-U-Turn sampler (NUTS). The numerical efficiency of these new methods compare favorably to the NUTS. We additionally show that the sequential-proposal bouncy particle sampler enables the constructed Markov chain to pass through regions of low target density and thus facilitates better mixing of the chain when the target density is multimodal.

This article reviews the Bayesian inference with the Monte Carlo Markov Chain (MCMC) and the Hamiltonian Monte Carlo (HMC) samplers as a competitor of the classical likelihood statistical inference for pharmacometricians. The MCMC and the HMC samplers have greatly contributed to realization of the Bayesian methods with minimal requirement of mathematical theory. They do not require any closed form of the posterior density nor linear approximation of complex nonlinear models in high dimension even with non-conjugate priors. The HMC even weakens the dependency of the chain and improves computational efficiency. Pharmacometrics is one of great beneficiaries since they use complex multivariate multilevel nonlinear mixed effects models based on the restricted maximum likelihood estimation. Comprehension of the Bayesian approach will help pharmacometricians to access the data analysis more conveniently.

Global illumination algorithms using Markov chain Monte Carlo (MCMC) sampling are well-known for their efficiency in scenes with complex light transport. Samples in such algorithms are generated as a history of Markov chain states so that they are distributed according to the contributions to the image. The whole process is done based only on the information of the path contributions and user-defined transition probabilities from one state to the others. In light transport simulation, however, there is more information that can be used to improve the efficiency of path sampling. A notable example is multiple importance sampling (MIS) in bidirectional path tracing, which utilizes the probability densities of constructing a given path with different estimators. While MIS is a powerful ordinary Monte Carlo method, how to incorporate such additional information into MCMC sampling has been an open problem. We introduce a novel MCMC sampling framework, primary space serial tempering , which fuses the ideas of MCMC sampling and MIS for the first time. The key idea is to explore not only the sample space using a Markov chain, but also different estimators to generate samples by utilizing the information already available for MIS. Based on this framework, we also develop a novel rendering algorithm, multiplexed Metropolis light transport , which automatically and adaptively constructs paths with appropriate techniques as predicted by MIS. The final algorithm is very easy to implement, yet in many cases shows comparable (or even better) performance than significantly more complex MCMC rendering algorithms.

This article is a review article on the optimal Markov chain Monte Carlo (MCMC) sampling. The focus is on homogeneous Markov chains. This article first reviews the problem of finding the optimal transition matrix, which is defined to minimize the asymptotic variance of MCMC estimators. The article later reviews the locally optimal sampler (LOS), an MCMC sampling that performs local updates based on the optimal transition matrix. We conducted a simulation study to compare the LOS with the Metropolis–Hastings and the Gibbs Sampler. The LOS was shown to provide an improved rate of convergence over these two most popular sampling schemes. The implementation of the LOS requires only minor modifications in existing Gibbs sampling code. WIREs Comput Stat 2013. doi: 10.1002/wics.1265This article is categorized under: Statistical and Graphical Methods of Data Analysis &gt; Markov Chain Monte Carlo (MCMC)

RNA exosomes are large multi-subunit protein complexes involved in controlled and processive 3' to 5' RNA degradation. Exosomes form large molecular chambers and harbor multiple nuclease sites as well as RNA binding regions. This makes a quantitative kinetic analysis of RNA degradation with reliable parameter and error estimates challenging. For instance, recent quantitative biochemical assays revealed that degradation speed and efficiency depend on various factors, such as the type of RNA binding caps and the RNA length. We propose the combination of a differential equation model with Bayesian Markov Chain Monte Carlo (MCMC) sampling for a more robust and reliable analysis of such complex kinetic systems. Using the exosome as a paradigm, it is shown that conventional “best fit” approaches to parameter estimation are outperformed by the MCMC method. The parameter distribution returned by MCMC sampling allows for a reliable and meaningful comparison of the data from different time series. In the case of the exosome, we find that the cap structures of the exosome have a direct effect on the recruitment and degradation of RNA, and that these effects are RNA length-dependent. The described approach can be widely applied to any processive reaction with a similar kinetics like the XRN1-dependent RNA degradation, RNA/DNA synthesis by polymerases, and protein synthesis by the ribosome.

Sampling technique is one of the asymptotically unbiased estimation approaches for inference in Bayesian probabilistic models. Markov chain Monte Carlo (MCMC) is a kind of sampling methods, which is widely used in the inference of complex probabilistic models. However, current MCMC methods can incur high autocorrelation of samples, which means that the samples generated by MCMC samplers are far from independent. In this paper, we propose the neural networks Langevin Monte Carlo (NNLMC) which makes full use of the flexibility of neural networks and the high efficiency of the Langevin dynamics sampling to construct a new MCMC sampling method. We propose the new update function to generate samples and employ appropriate loss functions to improve the performance of NNLMC during the process of sampling. We evaluate our method on a large diversity of challenging distributions and real datasets. Our results show that NNLMC is able to sample from the target distribution with low autocorrelation and rapid convergence, and outperforms the state-of-the-art MCMC samplers.

A D-Wave quantum annealer (QA) having a 2048 qubit lattice, with no missing qubits and couplings, allowed embedding of a complete graph of a restricted Boltzmann machine (RBM). A handwritten digit OptDigits dataset having 8 × 7 pixels of visible units was used to train the RBM using classical contrastive divergence. Embedding of the classically trained RBM into the D-Wave lattice was used to demonstrate that the QA offers a high-efficiency alternative to the classical Markov chain Monte Carlo (MCMC) for reconstructing missing labels of the test images as well as a generative model on a classically trained RBM. At any training iteration, the D-Wave-based classification had classification error less than half of that in MCMC. The main goal of this study was to investigate the quality of the QA sample from the RBM model probability distribution and compare it to a classical MCMC during the Gibbs sampling traditionally used in RBM training. For the OptDigits dataset, the states in the D-Wave sample belonged to about twice as many local valleys (LVs) as in the MCMC sample. All the lowest energy (the highest joint probability), local minima in the MCMC sample were also found by the D-Wave. The D-Wave missed many of the higher-energy LVs, while also finding many “new” LVs consistently missed by the MCMC. It was established that the “new” LVs that the D-Wave finds are important for the model distribution in terms of the energy of the corresponding local minima, the width of the LVs and the height of the escape barrier.

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global analysis of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalizing flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.

We present a new galaxy survey simulation package, which combines the power of Markov Chain Monte Carlo (MCMC) sampling with a robust and adaptable model of galaxy evolution. The aim of this code is to aid in the characterization and study of new and existing galaxy surveys. In this paper we briefly describe the MCMC implementation and the survey simulation methodology and associated tools. A test case of this full suite was to constrain the evolution of the IR Luminosity Function (LF) based on the HerMES (Herschel SPIRE) survey of the Spitzer First Look Survey field. The initial results are consistent with previous studies, but our more general approach should be of wider benefit to the community.

It has been proven that universal quantum computers based on qubits and classical analog networks both have superTuring capabilities. It is a grand challenge to computer science to prove that the combination of the two, in analog (continuous variable) quantum computing, offers supersuperTuring capability, the best we can achieve. Computing with continuous spins is now the most promising path AQC. Two papers at SPIE2014 described unbreakable quantum codes using continuous spins beyond what traditional qubits allow. To make this real, we must first develop a realistic ability to model and predict the behavior of networks of spin gates which act in part as polarizers. Last year I proposed a triphoton experiment, where three entangled photons go to linear polarizers set to angles &theta;_a, &theta;_b and &theta;_c. Assuming a “collapse of the wave function” yields predictions for the coincidence detection rate, R₃/R₀(&theta;_a, &theta;_b, &theta;_c) significantly different from the prediction of a new family of models based on classical Markov Random Fields (MRF) across space time, even though both yield the same correct prediction in the two-photon case. We cannot expect to predict systems of 100 entangled photons correctly if we cannot even predict three yet. Yanhua Shih is currently performing this experiment, as a first step to demonstrating a new technology to produce 100 entangled photons (collaborating with Scully) and understanding larger systems. I have also developed continuous-time versions of the MRF models and of “collapse of the wave function”, so as to eliminate the need to assume metaphysical observers in general.

Demonstrations of quantum advantage for certain sampling problems have generated considerable excitement for quantum computing and have further spurred the development of circuit-model quantum computers, which represent quantum programs as a sequence of quantum gates acting on a finite number of qubits. Amongst this excitement, analog quantum computation has become less prominent, with the expectation that circuit-model quantum computers will eventually be sufficient for emulating analog quantum computation and thus rendering analog quantum computation obsolete. In this work we explore the basic requirements for emulating a specific analog quantum computation in the circuit model: the preparation of a biased superposition of degenerate ground states of an Ising Hamiltonian using an adiabatic evolution. We show that the overhead of emulation is substantial even for this simple problem. This supports using analog quantum computation for solving time-dependent Hamiltonian dynamics in the short term and midterm, assuming analog errors can be made low enough and coherence times long enough to solve problems of practical interest.