Related papers: On the Hybrid Minimum Principle On Lie Groups and …
We consider the problem of differentially private (DP) convex empirical risk minimization (ERM). While the standard DP-SGD algorithm is theoretically well-established, practical implementations often rely on shuffled gradient methods that…
For any local Hamiltonian H, I construct a local CPT map and stopping condition which converges to the ground state subspace of H. Like any ground state preparation algorithm, this algorithm necessarily has exponential run-time in general…
We present a new statistical learning paradigm for Boltzmann machines based on a new inference principle we have proposed: the latent maximum entropy principle (LME). LME is different both from Jaynes maximum entropy principle and from…
We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of two existing biased and unbiased estimators and leads to…
We develop a discrete Pontryagin Maximum Principle (PMP) for controlled open quantum systems governed by Lindblad dynamics, and introduce a second--order \emph{contact Lie--group variational integrator} (contact LGVI) that preserves both…
This report presents three Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-overlapping states. The MHE approach is used due to its capability of…
Projected entangled pair states (PEPS) on finite two-dimensional lattices are a natural ansatz for representing ground states of local many-body Hamiltonians, as they inherently satisfy the boundary law of entanglement entropy. In this…
The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…
State aggregation aims to reduce the computational complexity of solving Markov Decision Processes (MDPs) while preserving the performance of the original system. A fundamental challenge lies in optimizing policies within the aggregated, or…
Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…
In this paper, we propose the Whiplash Inertial Gradient dynamics, a closed-loop optimization method that utilises gradient information, to find the minima of a cost function in finite-dimensional settings. We introduce the symplectic…
We establish Maximum Principles which apply to vectorial approximate minimizers of the general integral functional of Calculus of Variations. Our main result is a version of the Convex Hull Property. The primary advance compared to results…
Numerical methods that preserves geometric invariants of the system such as energy, momentum and symplectic form, are called geometric integrators. These include variational integrators as an important subclass of geometric integrators. The…
The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) is a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from (spatio-)temporal data. A sticky HDP-HMM has been proposed to strengthen…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…
We consider the task of simulating time evolution under a Hamiltonian $H$ within its low-energy subspace. Assuming access to a block-encoding of $H'=(H-E)/\lambda$ for some $E \in \mathbb R$, the goal is to implement an…
This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…
We extend the standard semiclassical theory of Excited-State Quantum Phase Transitions (ESQPTs), based on a classification of stationary points in the classical Hamiltonian, to constrained systems. We adopt the method of Lagrange…