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Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

Methodology · Statistics 2016-12-08 Eyal Fisher , Regev Schweiger , Saharon Rosset

We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite…

Quantum Physics · Physics 2011-12-01 Thiago O. Maciel , André T. Cesário , Reinaldo O. Vianna

The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods…

Optimization and Control · Mathematics 2021-04-28 Guodong Zhang , Xuchan Bao , Laurent Lessard , Roger Grosse

Accurate determination of ground-state energies for molecules remains a challenge in quantum chemistry and a cornerstone for progress in fields such as drug discovery and materials design. The Variational Quantum Eigensolver (VQE)…

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model parameters, the resulting indirect inference criterion function…

Economics · Quantitative Finance 2019-07-11 David T. Frazier , Tatsushi Oka , Dan Zhu

This paper addresses the problem of solving nonlinear systems in the context of symmetric quantum signal processing (QSP), a powerful technique for implementing matrix functions on quantum computers. Symmetric QSP focuses on representing…

Quantum Physics · Physics 2023-07-25 Yulong Dong , Lin Lin , Hongkang Ni , Jiasu Wang

The realization of quantum advantage with noisy-intermediate-scale quantum (NISQ) machines has become one of the major challenges in computational sciences. Maintaining coherence of a physical system with more than ten qubits is a critical…

A hybrid approach to nonequilibrium dynamics of quantum impurity systems is presented. The numerical renormalization group serves as a means to generate a suitable low-energy Hamiltonian, allowing for an accurate evaluation of the real-time…

Strongly Correlated Electrons · Physics 2013-03-20 Fabian Guettge , Frithjof B. Anders , Ulrich Schollwoeck , Eitan Eidelstein , Avraham Schiller

In this paper we propose an incremental learning strategy for import vector machines (IVM), which is a sparse kernel logistic regression approach. We use the procedure for the concept of self-training for sequential classification of…

Computer Vision and Pattern Recognition · Computer Science 2017-08-22 Ribana Roscher , Björn Waske , Wolfgang Förstner

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…

Optimization and Control · Mathematics 2022-12-26 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Jason D Lee

Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…

Numerical Analysis · Mathematics 2025-03-10 Weimin Han , Fang Feng , Fei Wang , Jianguo Huang

The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

Near-term quantum computation holds potential across multiple application domains. However, imperfect preparation and evolution of states due to algorithmic and experimental shortcomings, characteristic in the near-term implementation,…

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized…

Numerical Analysis · Mathematics 2014-10-09 Paola Boito , Yuli Eidelman , Luca Gemignani

In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Aayushman Sharma , Suman Chakravorty

This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike existing approaches that typically impose slope-parameter…

Econometrics · Economics 2025-01-31 Jia Chen , Guowei Cui , Vasilis Sarafidis , Takashi Yamagata

Dynamic treatment regimes (DTRs) formalize medical decision-making as a sequence of rules for different stages, mapping patient-level information to recommended treatments. In practice, estimating an optimal DTR using observational data…

Methodology · Statistics 2024-12-11 Jian Sun , Bo Fu , Li Su