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Tensor networks, such as matrix product states (MPS) and tree tensor network states (TTNS), are powerful ans\"atze for simulating quantum dynamics. While both ans\"atze are theoretically exact in the limit of large bond dimensions, [J.…

Chemical Physics · Physics 2025-12-15 Weitang Li , Jiajun Ren , Jun Yan

Encoding classical data in a quantum state is a key prerequisite of many quantum algorithms. Recently matrix product state (MPS) methods emerged as the most promising approach for constructing shallow quantum circuits approximating input…

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

Decision diagrams (DDs) are a powerful data structure that is used to tackle the state-space explosion problem, not only for discrete systems, but for probabilistic and quantum systems as well. While many of the DDs used in the…

Computational Engineering, Finance, and Science · Computer Science 2025-08-06 Sebastiaan Brand , Arend-Jan Quist , Richard M. K. van Dijk , Alfons Laarman

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Because failures in distribution systems caused by extreme weather events directly result in consumers' outages, this paper proposes a state-based decision-making model with the objective of mitigating loss of load to improve the…

Optimization and Control · Mathematics 2019-04-02 Chong Wang , Ping Ju , Shunbo Lei , Zhaoyu Wang , Yunhe Hou

We combine matrix-product state (MPS) and Mean-Field (MF) methods to model the real-time evolution of a three-dimensional (3D) extended Hubbard system formed from one-dimensional (1D) chains arrayed in parallel with weak coupling in-between…

Strongly Correlated Electrons · Physics 2022-07-21 Svenja Marten , Gunnar Bollmark , Thomas Köhler , Salvatore R. Manmana , Adrian Kantian

We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

In this paper, we introduce a method for adapting the step-sizes of temporal difference (TD) learning. The performance of TD methods often depends on well chosen step-sizes, yet few algorithms have been developed for setting the step-size…

Machine Learning · Computer Science 2018-04-11 Alex Kearney , Vivek Veeriah , Jaden B. Travnik , Richard S. Sutton , Patrick M. Pilarski

We discuss through multiple numerical examples the accuracy and efficiency of a micro-macro acceleration method for stiff stochastic differential equations (SDEs) with a time-scale separation between the fast microscopic dynamics and the…

Numerical Analysis · Mathematics 2019-02-22 Hannes Vandecasteele , Przemysław Zieliński , Giovanni Samaey

Accurate and efficient prediction of multicomponent adsorption equilibria across pressures, temperatures, and compositions remain a central challenge for designing energy-efficient adsorption-based separation processes. Traditional…

Statistical Mechanics · Physics 2026-03-31 Sunghyun Yoon , Jui Tu , Li-Chiang Lin , Yongchul G. Chung

Matrix-product states have become the de facto standard for the representation of one-dimensional quantum many body states. During the last few years, numerous new methods have been introduced to evaluate the time evolution of a…

Strongly Correlated Electrons · Physics 2019-11-15 Sebastian Paeckel , Thomas Köhler , Andreas Swoboda , Salvatore R. Manmana , Ulrich Schollwöck , Claudius Hubig

Charge and energy transfer in biological and synthetic organic materials are strongly influenced by the coupling of electronic states to high-frequency underdamped vibrations under dephasing noise. Non-perturbative simulations of these…

Quantum Physics · Physics 2019-09-05 Alejandro D. Somoza , Oliver Marty , James Lim , Susana F. Huelga , Martin B. Plenio

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

Hybrid Bayesian networks (HBN) contain complex conditional probabilistic distributions (CPD) specified as partitioned expressions over discrete and continuous variables. The size of these CPDs grows exponentially with the number of parent…

Artificial Intelligence · Computer Science 2024-02-26 Peng Lin , Martin Neil , Norman Fenton

This work reports on the development of a new approach to the multiscale computational modelling of the focused electron beam-induced deposition (FEBID), realised using the advanced software packages: MBN Explorer and MBN Studio. Our…

Computational Physics · Physics 2025-06-24 Ilia A. Solov'yov , Alexey Prosvetov , Gennady Sushko , Andrey V. Solov'yov

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Xiao Fu , Shahana Ibrahim , Hoi-To Wai , Cheng Gao , Kejun Huang

Time Series Forecasting (TSF) faces persistent challenges in modeling intricate temporal dependencies across different scales. Despite recent advances leveraging different decomposition operations and novel architectures based on CNN, MLP…

Machine Learning · Computer Science 2025-10-24 Haonan Yang , Jianchao Tang , Zhuo Li , Long Lan

Diffusion models are increasingly being utilised to create synthetic tabular and time series data for privacy-preserving augmentation. Tabular Denoising Diffusion Probabilistic Models (TabDDPM) generate high-quality synthetic data from…

Machine Learning · Computer Science 2026-04-08 Umang Dobhal , Christina Garcia , Sozo Inoue

Matrix product states provide a natural entanglement basis to represent a quantum register and operate quantum gates on it. This scheme can be materialized to simulate a quantum adiabatic algorithm solving hard instances of a NP-Complete…

Quantum Physics · Physics 2009-11-11 M. C. Banuls , R. Orus , J. I. Latorre , A. Perez , P. Ruiz-Femenia
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