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 ...

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 ...

The scientific and technical breakthrough provides a provable roadmap to quantum advantage CAMBRIDGE, United Kingdom, May 27, 2021 /PRNewswire/ -- Cambridge Quantum Computing (CQC) today announced the ...

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 ...

Monte Carlo methods have become indispensable in simulating light transport due to their flexibility in handling complex phenomena such as scattering, absorption, and emission in heterogeneous media.

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 ...

A quantum version of a computer algorithm widely used in finance, engineering and scientific modelling shows promising signs of operating much faster than existing methods. Experts say there are many ...

This content has been selected, created and edited by the Finextra editorial team based upon its relevance and interest to our community. Monte Carlo integration - the process of numerically ...