Related papers: A shortcut for Hommel's procedure in linearithmic …
We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…
Inferential models (IMs) offer provably reliable, data-driven, possibilistic statistical inference. But despite the IM framework's theoretical and foundational advantages, efficient computation is a challenge. This paper presents a simple…
Formal reasoning about the time complexity of algorithms and data structures is usually done in interactive theorem provers like Isabelle/HOL. This includes reasoning about amortized time complexity which looks at the worst case performance…
Modified Hamiltonians are used in the field of geometric numerical integration to show that symplectic schemes for Hamiltonian systems are accurate over long times. For nonlinear systems the series defining the modified Hamiltonian usually…
We present a procedure to accelerate the relaxation of an open quantum system towards its equilibrium state. The control protocol, termed Shortcut to Equilibration, is obtained by reverse-engineering the non-adiabatic master equation. This…
The quantum circuit model is the de-facto way of designing quantum algorithms. Yet any level of abstraction away from the underlying hardware incurs overhead. In the era of near-term, noisy, intermediate-scale quantum (NISQ) hardware with…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
In this note, we propose a symplectic algorithm for the stable manifolds of the Hamilton-Jacobi equations combined with an iterative procedure in [Sakamoto-van~der Schaft, IEEE Transactions on Automatic Control, 2008]. Our algorithm…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
A time-reversal Bell test protocol is proposed. The quantum states are prepared by faraway separated partners and transferred to the third partner who carries out Bell basis measurement on them to post-select the Einstein-Podolsky-Rosen…
An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…
In this paper, we present a method for the Hamiltonian simulation in the context of eigenvalue estimation problems which improves earlier results dealing with Hamiltonian simulation through the truncated Taylor series. In particular, we…
We propose a method for multiple hypothesis testing with familywise error rate (FWER) control, called the i-FWER test. Most testing methods are predefined algorithms that do not allow modifications after observing the data. However, in…
We propose an efficientmethod to construct shortcuts to adiabaticity through designing a substitute Hamiltonian to try to avoid the defect in which the speed-up protocol' Hamiltonian may involve terms which are difficult to realize in…
Auxiliary data sources have become increasingly important in epidemiological surveillance, as they are often available at a finer spatial and temporal resolution, larger coverage, and lower latency than traditional surveillance signals. We…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
Given a stable SISO LTI system $G$, we investigate the problem of estimating the $\mathcal{H}_\infty$-norm of $G$, denoted $||G||_\infty$, when $G$ is only accessible via noisy observations. Wahlberg et al. recently proposed a nonparametric…
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries…
We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization…
We describe and analyze an algorithm for computing the homology (Betti numbers and torsion coefficients) of basic semialgebraic sets which works in weak exponential time. That is, out of a set of exponentially small measure in the space of…