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Kakade's natural policy gradient method has been studied extensively in recent years, showing linear convergence with and without regularization. We study another natural gradient method based on the Fisher information matrix of the…

Optimization and Control · Mathematics 2025-02-05 Johannes Müller , Semih Çaycı , Guido Montúfar

State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…

Machine Learning · Statistics 2023-07-18 Christopher Aicher , Srshti Putcha , Christopher Nemeth , Paul Fearnhead , Emily B. Fox

Quantum metrology shows that by exploiting nonclassical resources it is possible to overcome the fundamental limit of precision found for classical parameter-estimation protocols. The scaling of the quantum Fisher information -- which…

Quantum Physics · Physics 2022-11-08 Louis Garbe , Obinna Abah , Simone Felicetti , Ricardo Puebla

The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…

Numerical Analysis · Computer Science 2014-02-04 Hemant Kumar Aggarwal , Angshul Majumdar

Flow models are a cornerstone of modern machine learning. They are generative models that progressively transform probability distributions according to learned dynamics. Specifically, they learn a continuous-time Markov process that…

Quantum Physics · Physics 2025-10-10 David Layden , Ryan Sweke , Vojtěch Havlíček , Anirban Chowdhury , Kirill Neklyudov

The gradient descent approach is the key ingredient in variational quantum algorithms and machine learning tasks, which is an optimization algorithm for finding a local minimum of an objective function. The quantum versions of gradient…

Quantum Physics · Physics 2022-04-19 Jin-Min Liang , Shi-Jie Wei , Shao-Ming Fei

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

Machine Learning · Computer Science 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability…

Machine Learning · Computer Science 2018-08-23 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

The parameters of the quantum circuit in a variational quantum algorithm induce a landscape that contains the relevant information regarding its optimization hardness. In this work we investigate such landscapes through the lens of…

Quantum Physics · Physics 2024-03-05 Adrián Pérez-Salinas , Hao Wang , Xavier Bonet-Monroig

Probabilistic graphical models play a crucial role in machine learning and have wide applications in various fields. One pivotal subset is undirected graphical models, also known as Markov random fields. In this work, we investigate the…

Quantum Physics · Physics 2022-08-25 Liming Zhao , Lin-chun Wan , Ming-Xing Luo

Recent results suggest that flow-based algorithms may provide efficient sampling of field distributions for lattice field theory applications, such as studies of quantum chromodynamics and the Schwinger model. In this work, we provide a…

Motivated by the growing use of artificial intelligence (AI) tools in control design, this paper analyses the intersection between results from gradient methods for the model-free linear quadratic regulator (LQR), and linear feedforward…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Arthur Castello B. de Oliveira , Milad Siami , Eduardo D. Sontag

Large scale numerical experiments are commonplace today in theoretical physics. The high performance algorithms described herein are the most compact, efficient methods known for representing and analyzing systems modeled well by sets or…

General Relativity and Quantum Cosmology · Physics 2018-05-14 William J. Cunningham

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha

The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…

Numerical Analysis · Mathematics 2015-11-10 Jerome Droniou , Robert Eymard , Raphaele Herbin

Diffusion Models (DMs) have impressive capabilities among generation models, but are limited to slower inference speeds and higher computational costs. Previous works utilize one-shot structure pruning to derive lightweight DMs from…

Machine Learning · Computer Science 2025-01-17 Ben Wan , Tianyi Zheng , Zhaoyu Chen , Yuxiao Wang , Jia Wang

Variational quantum algorithms are promising tools for near-term quantum computers as their shallow circuits are robust to experimental imperfections. Their practical applicability, however, strongly depends on how many times their circuits…

Quantum Physics · Physics 2021-09-13 Barnaby van Straaten , Bálint Koczor

Gradient estimation is a central challenge in training parameterized quantum circuits (PQCs) for hybrid quantum-classical optimization and learning problems. This difficulty arises from several factors, including the exponential…

Quantum Physics · Physics 2026-05-25 Mohsen Heidari , Masih Mozakka , Wojciech Szpankowski