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Related papers: An improved quantum algorithm for ridge regression

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Ridge regression is an indispensable tool in big data analysis. Yet its inherent bias poses a significant and longstanding challenge, compromising both statistical efficiency and scalability across various applications. To tackle this…

Econometrics · Economics 2024-07-25 Zhaoxing Gao , Ruey S. Tsay

This paper proposes a partition-based functional ridge regression framework to address multicollinearity, overfitting, and interpretability in high-dimensional functional linear models. The coefficient function vector \(…

Methodology · Statistics 2026-03-13 Shaista Ashraf , Ismail Shah , Farrukh Javed

Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…

Statistical Finance · Quantitative Finance 2025-03-20 Prashant Kumar Choudhary , Nouhaila Innan , Muhammad Shafique , Rajeev Singh

This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

Machine Learning · Computer Science 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

Quantum Phase Estimation is a crucial component of several front-running quantum algorithms. Improving the efficiency and accuracy of QPE is currently a very active field of research. In this work, we present a hybrid quantum-classical…

Quantum Physics · Physics 2024-09-25 S. M. Lim , C. E. Susa , R. Cohen

Cross-correlation techniques provide a promising avenue for calibrating photometric redshifts and determining redshift distributions using spectroscopy which is systematically incomplete (e.g., current deep spectroscopic surveys fail to…

Instrumentation and Methods for Astrophysics · Physics 2012-01-20 Daniel J. Matthews , Jeffrey A. Newman

We report the quantum computing of reacting flows by simulating the Hamiltonian dynamics. The scalar transport equation for reacting flows is transformed into a Hamiltonian system, mapping the dissipative and non-Hermitian problem in…

Fluid Dynamics · Physics 2024-07-30 Zhen Lu , Yue Yang

Reservoir computing (RC) is an effective method for predicting chaotic systems by using a high-dimensional dynamic reservoir with fixed internal weights, while keeping the learning phase linear, which simplifies training and reduces…

Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model…

Machine Learning · Computer Science 2023-11-27 Gabriele Maroni , Loris Cannelli , Dario Piga

Nystr\"om approximation is a fast randomized method that rapidly solves kernel ridge regression (KRR) problems through sub-sampling the n-by-n empirical kernel matrix appearing in the objective function. However, the performance of such a…

Machine Learning · Statistics 2021-03-10 Yifan Chen , Yun Yang

The increasingly challenging task of maintaining power grid security requires innovative solutions. Novel approaches using reinforcement learning (RL) agents have been proposed to help grid operators navigate the massive decision space and…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Benjamin M. Peter , Mert Korkali

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

To address the challenge posed by noise in real quantum devices, quantum error mitigation techniques play a crucial role. These techniques are resource-efficient, making them suitable for implementation in noisy intermediate-scale quantum…

Quantum Physics · Physics 2024-11-26 Jordi Pérez-Guijarro , Alba Pagès-Zamora , Javier R. Fonollosa

Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the proportional asymptotics in which the number of columns grows…

Statistics Theory · Mathematics 2025-06-23 Chen Cheng , Andrea Montanari

Distortion Risk Measures (DRMs) capture risk preferences in decision-making and serve as general criteria for managing uncertainty. This paper proposes gradient descent algorithms for DRM optimization based on two dual representations: the…

Machine Learning · Computer Science 2025-10-07 Jinyang Jiang , Bernd Heidergott , Jiaqiao Hu , Yijie Peng

Quantum state tomography (QST) is essential for validating quantum devices but suffers from exponential scaling in system size. Neural-network quantum states, such as Restricted Boltzmann Machines (RBMs), can efficiently parameterize…

Quantum Physics · Physics 2026-01-30 Simon Tonner , Viet T. Tran , Richard Kueng

This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…

Numerical Analysis · Mathematics 2021-04-07 Gil Shabat , Era Choshen , Dvir Ben Or , Nadav Carmel

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

Statistics Theory · Mathematics 2023-05-12 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Recent developments in quantum computing and machine learning have propelled the interdisciplinary study of quantum machine learning. Sequential modeling is an important task with high scientific and commercial value. Existing VQC or…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Samuel Yen-Chi Chen , Daniel Fry , Amol Deshmukh , Vladimir Rastunkov , Charlee Stefanski

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour