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stat.CO2024
Markov chain Monte Carlo without evaluating the target: an auxiliary variable approach
Wei Yuan, Guanyang Wang
In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be…
stat.CO2024
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang Wang, Jose Blanchet, Peter W. Glynn
Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very…
quant-ph2024
Quadratic Speed-up in Infinite Variance Quantum Monte Carlo
Jose Blanchet, Mario Szegedy, Guanyang Wang
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infi…