Related papers: Quantum Data Fitting Algorithm for Non-sparse Matr…
The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…
Time symmetry in quantum mechanics, where the current quantum state is determined jointly by both the past and the future, offers a more comprehensive description of physical phenomena. This symmetry facilitates both forward and backward…
We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…
We present a quantum algorithm for approximating the real time evolution $e^{-iHt}$ of an arbitrary $d$-sparse Hamiltonian to error $\epsilon$, given black-box access to the positions and $b$-bit values of its non-zero matrix entries. The…
We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…
Recent works on quantum algorithms for solving semidefinite optimization (SDO) problems have leveraged a quantum-mechanical interpretation of positive semidefinite matrices to develop methods that obtain quantum speedups with respect to the…
Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…
Quantum data encoding (QDE) enables faster com-putations than classical algorithms through superposition and en-tanglement. Circuit cutting and knitting are effective techniques for ameliorating current noisy quantum processing unit (QPUs)…
We study the computational cost of recovering a unit-norm sparse principal component $x \in \mathbb{R}^n$ planted in a random matrix, in either the Wigner or Wishart spiked model (observing either $W + \lambda xx^\top$ with $W$ drawn from…
We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review Letters'09, arXiv:0811.3171] for low-rank matrices [Wossnig, Zhao, and Prakash, Physical…
Matrix scaling is a simple to state, yet widely applicable linear-algebraic problem: the goal is to scale the rows and columns of a given non-negative matrix such that the rescaled matrix has prescribed row and column sums. Motivated by…
Approximating the $k$-th spectral gap $\Delta_k=|\lambda_k-\lambda_{k+1}|$ and the corresponding midpoint $\mu_k=\frac{\lambda_k+\lambda_{k+1}}{2}$ of an $N\times N$ Hermitian matrix with eigenvalues…
We develop fast and memory efficient numerical methods for learning functions of many variables that admit sparse representations in terms of general bounded orthonormal tensor product bases. Such functions appear in many applications…
This paper introduces Witnessed Quantum Time Evolution (WQTE), a novel quantum algorithm for efficiently computing the eigen-energy spectra of arbitrary quantum systems without requiring eigenstate preparation-a key limitation of…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Motivated by the problem of fast processing of attention matrices, we study fast algorithms for computing matrix-vector products for asymmetric Gaussian Kernel matrices $K\in \mathbb{R}^{n\times n}$. $K$'s columns are indexed by a set of…
This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…
The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…