Marking a significant step in the roadmap for quantum advantage for financial applications, Goldman Sachs and QC Ware researchers have designed new, robust quantum algorithms that outperform ...

Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang—Landau algorithm in discrete systems, we generalize ...

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...