Related papers: Dual Quantization for random walks with applicatio…
Based on studies on four specific networks, we conjecture a general relation between the walk dimensions $d_{w}$ of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that $d_{w}$ of the…
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
Quantum walks can be used either as tools for quantum algorithm development or as entanglement generators, potentially useful to test quantum hardware. We present a novel algorithm based on a discrete Hadamard quantum walk on a line with…
In this paper, we develop Stein's method for binomial approximation using the stop-loss metric that allows one to obtain a bound on the error term between the expectation of call functions. We obtain the results for a locally dependent…
We present a novel Adaptive Distribution Generator that leverages a quantum walks-based approach to generate high precision and efficiency of target probability distributions. Our method integrates variational quantum circuits with…
Complexity and uncertainty associated with commodity resource valuation and extraction requires stochastic control methods suitable for high dimensional states. Recent progress in duality and trajectory-wise techniques has introduced a…
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…
We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of…
Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…
We present a systematic method for constructing stochastic processes by modifying simpler, analytically solvable random walks on discrete lattices. Our framework integrates the Doob $h$-transformation with the Montroll defect theory,…
We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…
We describe a method to simulate Hamiltonian evolution on a quantum computer by repeatedly using a superposition of steps of a quantum walk, then applying a correction to the weightings for the numbers of steps of the quantum walk. This…
Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…
Quantum walk is one of the main tools for quantum algorithms. Defined by analogy to classical random walk, a quantum walk is a time-homogeneous quantum process on a graph. Both random and quantum walks can be defined either in continuous or…
We give the first constant-factor approximation algorithm for quasi-bipartite instances of Directed Steiner Tree on graphs that exclude fixed minors. In particular, for $K_r$-minor-free graphs our approximation guarantee is…
A new model that maps a quantum random walk described by a Hadamard operator to a particular case of a random walk is presented. The model is represented by a Markov chain with a stochastic matrix, i.e., all the transition rates are…