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High-probability guarantees in stochastic optimization are often obtained only under strong noise assumptions such as sub-Gaussian tails. We show that such guarantees can also be achieved under the weaker assumption of bounded variance by…

Optimization and Control · Mathematics 2025-12-23 Jiaming Liang

A fundamental step in many data-analysis techniques is the construction of an affinity matrix describing similarities between data points. When the data points reside in Euclidean space, a widespread approach is to from an affinity matrix…

Machine Learning · Statistics 2021-01-27 Boris Landa , Ronald R. Coifman , Yuval Kluger

A dilute gas of particles with short range interactions is considered in a shearing stationary state. A Gaussian thermostat keeps the total kinetic energy constant. For infinitely many particles it is shown that the thermostat becomes a…

Statistical Mechanics · Physics 2009-10-31 R. van Zon

In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…

Probability · Mathematics 2019-02-08 Le Chen , Jingyu Huang

Social decision schemes (SDSs) map the preferences of a group of voters over some set of $m$ alternatives to a probability distribution over the alternatives. A seminal characterization of strategyproof SDSs by Gibbard implies that there…

Theoretical Economics · Economics 2022-01-26 Felix Brandt , Patrick Lederer , René Romen

A Gaussian boson sampler (GBS) is a special-purpose quantum computer that can be practically realized at large scale in optics. Here we report on experiments in which we used a frequency-multiplexed GBS with $>400$ modes as the reservoir in…

Dynamical properties of the Bose-Einstein condensate in double-well potential subject to Gaussian white noise are investigated by numerically solving the time-dependent Gross-Pitaevskii equation. The Gaussian white noise is used to describe…

Quantum Gases · Physics 2015-06-15 Hanlei Zheng , Yajiang Hao , Qiang Gu

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

Machine Learning · Computer Science 2025-03-06 Tehila Dahan , Kfir Y. Levy

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

Deep neural networks achieve high prediction accuracy when the train and test distributions coincide. In practice though, various types of corruptions occur which deviate from this setup and cause severe performance degradations. Few…

Machine Learning · Computer Science 2023-05-30 Theodoros Tsiligkaridis , Athanasios Tsiligkaridis

We consider the mean-field vortex solutions and their stability within a two-component Bose Einstein condensate in the immiscible limit. A variational approach is employed to study a system consisting of a majority component which contains…

Quantum Gases · Physics 2022-10-05 R. Doran , A. W. Baggaley , N. G. Parker

Voting rules allow multiple agents to aggregate their preferences in order to reach joint decisions. Perhaps one of the most important desirable properties in this context is Condorcet-consistency, which requires that a voting rule should…

Computer Science and Game Theory · Computer Science 2016-02-26 Felix Brandt , Christian Geist , Dominik Peters

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Methodology · Statistics 2018-08-02 Yongxiang Li , Qiang Zhou , Kwok Leung Tsui , Javier Cabrera

A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular…

Optimization and Control · Mathematics 2017-07-14 Duong Thi Viet An , Jen-Chih Yao , Nguyen Dong Yen

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable…

Data Structures and Algorithms · Computer Science 2016-11-08 Avinatan Hassidim , Yaron Singer

Demonstrating quantum supremacy, a complexity-guaranteed quantum advantage against over the best classical algorithms by using less universal quantum devices, is an important near-term milestone for quantum information processing. Here we…

Quantum Physics · Physics 2016-10-13 Keisuke Fujii

Among the various approaches for producing point distributions with blue noise spectrum, we argue for an optimization framework using Gaussian kernels. We show that with a wise selection of optimization parameters, this approach attains…

Graphics · Computer Science 2022-06-17 Abdalla G. M. Ahmed , Jing Ren , Peter Wonka

We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the mean and the covariance. Time correlations can also be…

Probability · Mathematics 2016-05-20 Daniel Sanz-Alonso , Andrew M. Stuart

We introduce crosstalk-robust gate sets, which are obtained using a novel, scalable optimal control problem exploiting locality. Through the suppression of pairwise quantum crosstalk, the gate sets enable robustness that extends to…

Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely unknown. This paper studies this fundamental problem through…

Machine Learning · Computer Science 2021-02-25 Tianyi Liu , Yan Li , Song Wei , Enlu Zhou , Tuo Zhao