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We present an algorithm for sparse Hamiltonian simulation whose complexity is optimal (up to log factors) as a function of all parameters of interest. Previous algorithms had optimal or near-optimal scaling in some parameters at the cost of…
Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be found, for instance, in the fields of chemical kinetics and…
After learning basic quantum computing concepts, it is desirable to reinforce the learning using an important and relatively complex algorithm through which the students can observe and appreciate how the qubits evolve and interact with…
In an extension of the Unconventional Noiseless Intermediate Quantum Emulator, this work introduces a classical emulation of the quantum Harrow-Hassidim-Lloyd algorithm for sampling from the solution space of linear systems. The emulated…
The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…
Simulated annealing (SA) is a well-known algorithm for solving combinatorial optimization problems. However, the computation time of SA increases rapidly, as the size of the problem grows. Recently, a stochastic simulated annealing (SSA)…
Large language models (LLMs) have achieved impressive results on multi-step mathematical reasoning, yet at the cost of high computational overhead. This challenge is particularly acute for test-time scaling methods such as parallel…
State-space models (SSMs) that utilize linear, time-invariant (LTI) systems are known for their effectiveness in learning long sequences. To achieve state-of-the-art performance, an SSM often needs a specifically designed initialization,…
Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…
In this paper, a new progressive mesh algorithm is introduced in order to perform fast physical simulations by the use of a lattice Boltzmann method (LBM) on a single-node multi-GPU architecture. This algorithm is able to mesh automatically…
HipMCL is a high-performance distributed memory implementation of the popular Markov Cluster Algorithm (MCL) and can cluster large-scale networks within hours using a few thousand CPU-equipped nodes. It relies on sparse matrix computations…
Speculative sampling is a promising approach to accelerate the decoding stage for Large Language Models (LLMs). Recent advancements that leverage target LLM's contextual information, such as hidden states and KV cache, have shown…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…
In this paper, we present a novel approach for continuous operator authentication in teleoperated robotic processes based on Hidden Markov Models (HMM). While HMMs were originally developed and widely used in speech recognition, they have…
Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In…
Conventional model compression techniques for LLMs address high memory consumption and slow inference challenges but typically require computationally expensive retraining to preserve accuracy. In contrast, one-shot compression methods…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…
We consider optimal planning in a large-scale system formalised as a hierarchical finite state machine (HFSM). A planning algorithm is proposed computing an optimal plan between any two states in the HFSM, consisting of two steps: A…
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models…