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We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

Measurements of a scalar linear Gauss-Markov process are sent over a fading channel. The fading channel is modeled as independent and identically distributed random variables with known realization at the receiver. The optimal estimator at…

Information Theory · Computer Science 2014-10-20 Reza Parseh , Kimmo Kansanen

We introduce a quantum approximate optimization algorithm (QAOA) for continuous optimization. The algorithm is based on the dynamics of a quantum system moving in an energy potential which encodes the objective function. By approximating…

Quantum Physics · Physics 2019-02-04 Guillaume Verdon , Juan Miguel Arrazola , Kamil Brádler , Nathan Killoran

The Kolmogorov-Arnold network (KAN) is a regression model that is based on a representation of an arbitrary continuous multivariate function by a composition of functions of a single variable. Experimentally-obtained datasets for regression…

Machine Learning · Computer Science 2024-10-10 Andrew Polar , Michael Poluektov

We study the problem of estimating a parametric discrete memoryless channel \( p(y \mid x; \boldsymbol{\theta}) \) when the transmitter selects its input distribution \( \pi \) to maximize mutual information under the true parameter \(…

Information Theory · Computer Science 2026-05-13 Hassan Tavakoli , Thinh Nguyen , Bella Bose

We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…

Numerical Analysis · Mathematics 2018-02-15 Michael B. Giles , Mario Hefter , Lukas Mayer , Klaus Ritter

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

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

Obtaining channel covariance knowledge is of great importance in various Multiple-Input Multiple-Output MIMO communication applications, including channel estimation and covariance-based user grouping. In a massive MIMO system, covariance…

Information Theory · Computer Science 2019-11-01 Mahdi Barzegar Khalilsarai , Tianyu Yang , Saeid Haghighatshoar , Giuseppe Caire

We formulate maximum likelihood (ML) channel decoding as a quadratic unconstraint binary optimization (QUBO) and simulate the decoding by the current commercial quantum annealing machine, D-Wave 2000Q. We prepared two implementations with…

Information Theory · Computer Science 2020-10-06 Naoki Ide , Tetsuya Asayama , Hiroshi Ueno , Masayuki Ohzeki

We present a stochastic quantum computing algorithm that can prepare any eigenvector of a quantum Hamiltonian within a selected energy interval $[E-\epsilon, E+\epsilon]$. In order to reduce the spectral weight of all other eigenvectors by…

Quantum Physics · Physics 2021-07-26 Kenneth Choi , Dean Lee , Joey Bonitati , Zhengrong Qian , Jacob Watkins

The likelihood decoder is a stochastic decoder that selects the decoded message at random, using the posterior distribution of the true underlying message given the channel output. In this work, we study a generalized version of this…

Information Theory · Computer Science 2016-11-17 Neri Merhav

This paper studies the effect of optimal power allocation on the performance of communication systems utilizing automatic repeat request (ARQ). Considering Type-I ARQ, the problem is cast as the minimization of the outage probability…

Information Theory · Computer Science 2014-09-18 Behrooz Makki , Tommy Svensson , Michele Zorzi

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Paolo Di Lorenzo , Sergio Barbarossa

This paper presents a stochastic algorithm for iterative error control decoding. We show that the stochastic decoding algorithm is an approximation of the sum-product algorithm. When the code's factor graph is a tree, as with trellises, the…

Information Theory · Computer Science 2007-07-13 Chris Winstead , Anthony Rapley , Vincent C. Gaudet , Christian Schlegel

We investigate remote estimation over a Gilbert-Elliot channel with feedback. We assume that the channel state is observed by the receiver and fed back to the transmitter with one unit delay. In addition, the transmitter gets ACK/NACK…

Optimization and Control · Mathematics 2017-01-24 Jhelum Chakravorty , Aditya Mahajan

This work presents a formulation to express and optimize stochastic neural networks as quantum circuits in gate-based quantum computing. Motivated by a classical perceptron, stochastic neurons are introduced and combined into a quantum…

Quantum Physics · Physics 2026-02-27 Bodo Rosenhahn , Tobias J. Osborne , Christoph Hirche

Consider the following distributed optimization scenario. A worker has access to training data that it uses to compute the gradients while a server decides when to stop iterative computation based on its target accuracy or delay…

Machine Learning · Computer Science 2022-04-28 Chung-Yi Lin , Victoria Kostina , Babak Hassibi