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Related papers: Robust Online Hamiltonian Learning

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This paper presents a structure-preserving Bayesian approach for learning nonseparable Hamiltonian systems using stochastic dynamic models allowing for statistically-dependent, vector-valued additive and multiplicative measurement noise.…

Machine Learning · Statistics 2024-07-23 Nicholas Galioto , Harsh Sharma , Boris Kramer , Alex Arkady Gorodetsky

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Learning the Hamiltonian governing a quantum system is a central task in quantum metrology, sensing, and device characterization. Existing Heisenberg-limited Hamiltonian learning protocols either require multi-qubit operations that are…

Quantum Physics · Physics 2026-01-16 Shrigyan Brahmachari , Shuchen Zhu , Iman Marvian , Yu Tong

We propose and analyze a versatile and efficient multiparameter quantum sensing protocol, which simultaneously estimates many non-commuting and time-dependent signals that are coherently or incoherently coupled to sensing particles. Even in…

Quantum Physics · Physics 2026-02-02 Wenjie Gong , Bingtian Ye , Daniel Mark , Soonwon Choi

Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

Econometrics · Economics 2026-03-10 Xiaohong Chen , Elie Tamer , Qingsong Yao

Hamiltonian parameter estimation is crucial in condensed matter physics, but time and cost consuming in terms of resources used. With advances in observation techniques, high-resolution images with more detailed information are obtained,…

Disordered Systems and Neural Networks · Physics 2019-11-15 Dingchen Wang , Songrui Wei , Anran Yuan , Fanghua Tian , Kaiyan Cao , Qizhong Zhao , Dezhen Xue , Sen Yang

Hamiltonian systems with multiple timescales arise in molecular dynamics, classical mechanics, and theoretical physics. Long-time numerical integration of such systems requires resolving fast dynamics with very small time steps, which…

Numerical Analysis · Mathematics 2025-10-30 Rui Fang , Richard Tsai

The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…

Numerical Analysis · Mathematics 2024-09-17 Raphaël Côte , Emmanuel Franck , Laurent Navoret , Guillaume Steimer , Vincent Vigon

The efficient validation of quantum devices is critical for emerging technological applications. In a wide class of use-cases the precise engineering of a Hamiltonian is required both for the implementation of gate-based quantum information…

Quantum Physics · Physics 2019-11-20 Agnes Valenti , Evert van Nieuwenburg , Sebastian Huber , Eliska Greplova

We consider the problem of learning the Hamiltonian of a quantum system from estimates of Gibbs-state expectation values. Various methods for achieving this task were proposed recently, both from a practical and theoretical point of view.…

Quantum Physics · Physics 2024-10-31 Adam Artymowicz , Hamza Fawzi , Omar Fawzi , Samuel O. Scalet

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…

Systems and Control · Electrical Eng. & Systems 2022-04-07 Wenhan Cao , Jingliang Duan , Shengbo Eben Li , Chen Chen , Chang Liu , Yu Wang

Optimization theory has been widely studied in academia and finds a large variety of applications in industry. The different optimization models in their discrete and/or continuous settings have catered to a rich source of research…

Quantum Physics · Physics 2026-03-16 Debbie Lim , Joao F. Doriguello , Patrick Rebentrost

This paper proposes Hamiltonian Learning, a novel unified framework for learning with neural networks "over time", i.e., from a possibly infinite stream of data, in an online manner, without having access to future information. Existing…

Machine Learning · Computer Science 2024-09-19 Stefano Melacci , Alessandro Betti , Michele Casoni , Tommaso Guidi , Matteo Tiezzi , Marco Gori

This work introduces an online Bayesian game-theoretic method for behavior identification in multi-agent dynamical systems. By casting Hamilton-Jacobi-Bellman optimality conditions as linear-in-parameter residuals, the method enables fast…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Francesco Bianchin , Robert Lefringhausen , Sandra Hirche

This work introduces a novel and efficient Bayesian federated learning algorithm, namely, the Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC), for parameter estimation and uncertainty quantification. We establish rigorous…

Machine Learning · Computer Science 2024-07-10 Jiajun Liang , Qian Zhang , Wei Deng , Qifan Song , Guang Lin

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

Online-learning literature has focused on designing algorithms that ensure sub-linear growth of the cumulative long-term constraint violations. The drawback of this guarantee is that strictly feasible actions may cancel out constraint…

Optimization and Control · Mathematics 2019-10-22 Ezra Tampubolon , Holger Boche

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

We study the problem of learning the parameters for the Hamiltonian of a quantum many-body system, given limited access to the system. In this work, we build upon recent approaches to Hamiltonian learning via derivative estimation. We…

Quantum Physics · Physics 2024-01-10 Andi Gu , Lukasz Cincio , Patrick J. Coles