There are two flavors of QMC, (a) variational Monte Carlo (VMC) and (b) projector Monte Carlo (PMC). VMC starts by proposing a functional form for the wavefunction and then optimizes the parameters of ...

Standard Monte Carlo algorithms work well for pricing these options but they do not behave stably with respect to numerical differentiation. Hence, to calculate sensitivities, we would typically ...

Algorithm accelerates Monte Carlo integration Cambridge Quantum Computing (CQC) has developed an algorithm that accelerates Monte Carlo integration. Monte Carlo integration – the process of ...

Monte Carlo methods: Computational algorithms that utilise repeated random sampling to obtain numerical results, often used for integration, optimisation, and simulation of complex systems.

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 ...