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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

This work is about the total variation (TV) minimization which is used for recovering gradient-sparse signals from compressed measurements. Recent studies indicate that TV minimization exhibits a phase transition behavior from failure to…

Information Theory · Computer Science 2019-09-17 Sajad Daei , Farzan Haddadi , Arash Amini

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

The GN model of non-linear fiber propagation has been shown to overestimate the variance of non-linearity due to the signal Gaussianity approximation, leading to maximum reach predictions for typical optical systems which may be pessimistic…

Optics · Physics 2015-03-16 P. Poggiolini , Y. Jiang , A. Carena , F. Forghieri

We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…

Machine Learning · Statistics 2023-06-02 Elan Rosenfeld , Saurabh Garg

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

Rigorously establishing that the error in an experimental quantum operation is beneath the threshold for fault-tolerant quantum computation currently requires considering the worst-case error, which can be orders of magnitude smaller than…

Quantum Physics · Physics 2016-11-02 Joel J. Wallman

In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower…

Numerical Analysis · Mathematics 2018-10-31 Xiangcheng Zheng , V. J. Ervin , Hong Wang

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…

Probability · Mathematics 2017-02-12 Nicolas Champagnat , Denis Villemonais

A pattern $\alpha$ is a string of variables and terminal letters. We say that $\alpha$ matches a word $w$, consisting only of terminal letters, if $w$ can be obtained by replacing the variables of $\alpha$ by terminal words. The matching…

Data Structures and Algorithms · Computer Science 2021-06-14 Paweł Gawrychowski , Florin Manea , Stefan Siemer

We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…

Machine Learning · Computer Science 2024-02-14 Felix Petersen , Aashwin Mishra , Hilde Kuehne , Christian Borgelt , Oliver Deussen , Mikhail Yurochkin

We consider approximation of diameter of a set $S$ of $n$ points in dimension $m$. E$\tilde{g}$ecio$\tilde{g}$lu and Kalantari \cite{kal} have shown that given any $p \in S$, by computing its farthest in $S$, say $q$, and in turn the…

Computational Geometry · Computer Science 2014-10-09 Sharareh Alipour , Bahman Kalantari , Hamid Homapour

We study the distribution over measurement outcomes of noisy random quantum circuits in the low-fidelity regime. We show that, for local noise that is sufficiently weak and unital, correlations (measured by the linear cross-entropy…

Quantum Physics · Physics 2021-12-01 Alexander M. Dalzell , Nicholas Hunter-Jones , Fernando G. S. L. Brandão

We derive necessary and sufficient conditions for the approximate correctability of a quantum code, generalizing the Knill-Laflamme conditions for exact error correction. Our measure of success of the recovery operation is the worst-case…

Quantum Physics · Physics 2010-03-25 Cédric Bény , Ognyan Oreshkov

We investigate the problem of predicting the output behavior of unknown quantum channels. Given query access to an $n$-qubit channel $E$ and an observable $O$, we aim to learn the mapping \begin{equation*} \rho \mapsto \mathrm{Tr}(O…

Quantum Physics · Physics 2024-09-06 Sitan Chen , Jaume de Dios Pont , Jun-Ting Hsieh , Hsin-Yuan Huang , Jane Lange , Jerry Li

We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in…

Data Structures and Algorithms · Computer Science 2023-07-04 Yujia Jin , Christopher Musco , Aaron Sidford , Apoorv Vikram Singh

High-frequency wave propagation is often modelled by nonlinear Friedrichs systems where both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, which causes oscillations with wavelengths…

Analysis of PDEs · Mathematics 2024-02-21 Julian Baumstark , Tobias Jahnke

Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…

Computation · Statistics 2016-01-12 Guillaume P Dehaene , Simon Barthelmé

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

Methodology · Statistics 2026-03-06 Tomoyuki Nakagawa , Yusuke Shimizu

The problem of quantifying the difference between evolutions of an open quantum system (in particular, between the actual evolution of an open system and the ideal target operation on the corresponding closed system) is important in quantum…

Quantum Physics · Physics 2010-01-18 Matthew D. Grace , Jason Dominy , Robert L. Kosut , Constantin Brif , Herschel Rabitz
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