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The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Simultaneous perturbation stochastic approximation (SPSA) is widely used in stochastic optimization due to its high efficiency, asymptotic stability, and reduced number of required loss function measurements. However, the standard SPSA…

We present a self consistent field approach (SCF) within the Adaptive Derivative-Assembled Problem-Tailored Ansatz Variational Quantum Eigensolver (ADAPT-VQE) framework for efficient quantum simulations of chemical systems on near-term…

Stochastic gradient methods (SGMs) have been extensively used for solving stochastic problems or large-scale machine learning problems. Recent works employ various techniques to improve the convergence rate of SGMs for both convex and…

A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…

Recent developments in Parameter-Efficient Fine-Tuning (PEFT) methods for pretrained deep neural networks have captured widespread interest. In this work, we study the enhancement of current PEFT methods by incorporating the spectral…

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

We provide theoretical convergence bounds for the variational Monte Carlo (VMC) method as applied to optimize neural network wave functions for the electronic structure problem. We study both the energy minimization phase and the supervised…

Rough stochastic volatility models have attracted a lot of attentions recently, in particular for the linear option pricing problem. In this paper, starting with power utilities, we propose to use a martingale distortion representation of…

In this paper, we consider a class of stochastic control problems for stochastic differential equations with random coefficients. The control domain need not to be convex but the control process is not allowed to enter in diffusion term.…

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both smooth and nonsmooth components. Further, only noisy observations…

We present a density matrix approach for computing global solutions of Hartree-Fock theory, based on semidefinite programming (SDP), that gives upper and lower bounds on the Hartree-Fock energy of quantum systems. Equality of the upper- and…

In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We…

We propose a new scheme to implement the self-consistent optimization of the trial wave-function in constrained path auxiliary field Quantum Monte Carlo (CP-AFQMC) in the framewok of natural orbitals. In this scheme, a new trial…

An algorithm, based on numerical description of the terms of many-body perturbation theory (Goldstone diagrams), is presented. The algorithm allows the use of the same piece of computer code to evaluate any particular diagram in any…

A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

The stochastic density functional theory (DFT) [Phys. Rev. Lett. 111, 106402 (2013)] is a valuable linear scaling approach to Kohn-Sham DFT that does not rely on the sparsity of the density matrix. Linear (and often sub-linear) scaling is…

Flow Oriented Perturbation Theory (FOPT) is a novel approach to Feynman diagrams based on the coordinate (position) space description of Quantum Field Theories (QFT). FOPT offers interesting features regarding the computation of higher-loop…