Related papers: Computation of the Marcum Q-function

In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the…

The matrix functions can be defined by Cauchy's integral formula and can be approximated by the linear combination of inverses of shifted matrices using a quadrature formula. In this paper, we show a concrete construction of a framework to…

This paper proposes a quantum circuit for computing the mean value from a given set of numbers or function evaluations. Suppose a Quantum Random Access Memory is given as a black-box function, which allows us to store and read the values of…

Distributed-memory matrix multiplication (MM) is a key element of algorithms in many domains (machine learning, quantum physics). Conventional algorithms for dense MM rely on regular/uniform data decomposition to ensure load balance. These…

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

This article shows that on a closed interval $[a,b]$ a continuous function may be approximated to an arbitrary degree of accuracy using scattered translates of the general multiquadric $(x^2+c^2)^{k-1/2}$.

The approximation of integral functionals with respect to a stationary Markov process by a Riemann-sum estimator is studied. Stationarity and the functional calculus of the infinitesimal generator of the process are used to get a better…

The interpretation of cosmological observables requires the use of increasingly sophisticated theoretical models. Since these models are becoming computationally very expensive and display non-trivial uncertainties, the use of standard…

Quantum Monte Carlo integration (QMCI) provides a quadratic speed-up over its classical counterpart, and its applications have been investigated in various fields, including finance. This paper considers its application to risk aggregation,…

The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…

The distribution function of the sum $Z$ of two standard normally distributed random variables $X$ and $Y$ is computed with the concept of copulas to model the dependency between $X$ and $Y$. By using implicit copulas such as the Gauss- or…

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…

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Computation of the marginal likelihood from a simulated posterior distribution is central to Bayesian model selection but is computationally difficult. I argue that the marginal likelihood can be reliably computed from a posterior sample by…

In order to realize a Quantum CPU some schemes for executing fundamental mathematical tasks are needed. In this paper we present some quantum circuits which, using elementary arithmetic operations, allow an approximated calculation of…

The RRUM is a model that is frequently seen in language assessment studies. The objective of this research is to advance an MCMC algorithm for the Bayesian RRUM. The algorithm starts with estimating correlated attributes. Using a saturated…

We present a method to approximate partition functions of quantum systems using mixed-state quantum computation. For positive semi-definite Hamiltonians, our method has expected running-time that is almost linear in $(M/(\epsilon_{\rm…

We find a simple criterion for the equality $Q_\lambda=Q_{\mu/\nu}$ where $Q_\lambda$ and $Q_{\mu/\nu}$ are Schur's Q-functions on infinitely many variables.

MQuantum algorithms of matrix operations are of great significance in many fields in science and technology. In this paper, by leveraging multi-qubit Toffoli gates and basic single-qubit operations, the quantum algorithms of matrix…

Consider the problem of estimating the median of N items to a precision epsilon, i.e., the estimate should be such that, with a high probability, the number of items, with values both smaller than and larger than this estimate, is less than…