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A q-Gauss-Newton algorithm is an iterative procedure that solves nonlinear unconstrained optimization problems based on minimization of the sum squared errors of the objective function residuals. Main advantage of the algorithm is that it…

Optimization and Control · Mathematics 2021-05-28 Danijela Protic , Miomir Stankovic

Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…

Machine Learning · Statistics 2024-02-19 Khai Nguyen , Nicola Bariletto , Nhat Ho

Quantum field theory (QFT) for interacting many-electron systems is fundamental to condensed matter physics, yet achieving accurate solutions confronts computational challenges in managing the combinatorial complexity of Feynman diagrams,…

High Energy Physics - Theory · Physics 2025-07-21 Pengcheng Hou , Tao Wang , Daniel Cerkoney , Xiansheng Cai , Zhiyi Li , Youjin Deng , Lei Wang , Kun Chen

We present two new connections between the inhomogeneous stochastic higher spin six vertex model in a quadrant and integrable stochastic systems from the Macdonald processes hierarchy. First, we show how Macdonald $q$-difference operators…

Probability · Mathematics 2016-11-01 Daniel Orr , Leonid Petrov

Statistical query (SQ) algorithms are algorithms that have access to an {\em SQ oracle} for the input distribution $D$ instead of i.i.d.~ samples from $D$. Given a query function $\phi:X \rightarrow [-1,1]$, the oracle returns an estimate…

Machine Learning · Computer Science 2017-04-18 Vitaly Feldman

Stochastic Approximation (SA) is a widely used algorithmic approach in various fields, including optimization and reinforcement learning (RL). Among RL algorithms, Q-learning is particularly popular due to its empirical success. In this…

Machine Learning · Statistics 2024-01-26 Yixuan Zhang , Qiaomin Xie

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

In deep reinforcement learning, estimating the value function to evaluate the quality of states and actions is essential. The value function is often trained using the least squares method, which implicitly assumes a Gaussian error…

Machine Learning · Computer Science 2024-03-28 Motoki Omura , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

Combinatorial optimization problems that arise in science and industry typically have constraints. Yet the presence of constraints makes them challenging to tackle using both classical and quantum optimization algorithms. We propose a new…

Motivated by the least squares solver Blendenpik, we investigate three strategies for uniform sampling of rows from m x n matrices Q with orthonormal columns. The goal is to determine, with high probability, how many rows are required so…

Numerical Analysis · Mathematics 2014-03-06 Ilse C. F. Ipsen , Thomas Wentworth

Robust Principal Component Analysis (RPCA) and its associated non-convex relaxation methods constitute a significant component of matrix completion problems, wherein matrix factorization strategies effectively reduce dimensionality and…

Optimization and Control · Mathematics 2024-03-28 Zhenzhi Qin , Liping Zhang

In this paper, we introduce a new class of polynomials, called probabilistic q-Bernstein polynomials, alongside their generating function. Assuming Y is a random variable satisfying moment conditions, we use the generating function of these…

Classical Analysis and ODEs · Mathematics 2025-04-01 Ayse Karagenc , Mehmet Acikgoz , Serkan Araci

Quantum Signal Processing (QSP) is a technique that can be used to implement a polynomial transformation $P(x)$ applied to the eigenvalues of a unitary $U$, essentially implementing the operation $P(U)$, provided that $P$ satisfies some…

Quantum Physics · Physics 2023-03-21 Lorenzo Laneve

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…

Quantum Physics · Physics 2025-10-24 Jose Blanchet , Yassine Hamoudi , Mario Szegedy , Guanyang Wang

We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic dependence on the parameters as considered in [Cl.~Schillings…

Numerical Analysis · Mathematics 2016-02-25 Josef Dick , Robert N. Gantner , Quoc T. Le Gia , Christoph Schwab

It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…

Machine Learning · Statistics 2017-04-06 Adrian G. Wills , Thomas B. Schön

We introduce two new exactly solvable (stochastic) interacting particle systems which are discrete time versions of q-TASEP. We call these geometric and Bernoulli discrete time q-TASEP. We obtain concise formulas for expectations of a large…

Probability · Mathematics 2013-05-15 Alexei Borodin , Ivan Corwin

Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments,…

Optimization and Control · Mathematics 2023-01-18 Aras Selvi , Mohammad Reza Belbasi , Martin B Haugh , Wolfram Wiesemann