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To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

Boson sampling is one of the leading protocols for demonstrating a quantum advantage, but the theory of how this protocol responds to noise is still incomplete. We extend the theory of classical simulation of boson sampling with partial…

Quantum Physics · Physics 2025-03-07 S. N. van den Hoven , E. Kanis , J. J. Renema

Gaussian boson sampling exploits squeezed states to provide a highly efficient way to demonstrate quantum computational advantage. We perform experiments with 50 input single-mode squeezed states with high indistinguishability and squeezing…

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Boson sampling is a simple model for non-universal linear optics quantum computing using far fewer physical resources than universal schemes. An input state comprising vacuum and single photon states is fed through a Haar-random linear…

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

Machine Learning · Computer Science 2022-10-20 Vu Nguyen , Marc Peter Deisenroth , Michael A. Osborne

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Validation of quantum advantage claims in the context of Gaussian Boson Sampling (GBS) currently relies on providing evidence that the experimental samples genuinely follow their corresponding ground truth, i.e., the theoretical model of…

Quantum Physics · Physics 2024-10-03 Javier Martínez-Cifuentes , Hubert de Guise , Nicolás Quesada

The search for new, application-specific quantum computers designed to outperform any classical computer is driven by the ending of Moore's law and the quantum advantages potentially obtainable. Photonic networks are promising examples,…

Quantum Physics · Physics 2018-04-10 Bogdan Opanchuk , Laura Rosales-Zarate , Margaret D Reid , Peter D Drummond

We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops. Our method is built on a denotational semantics represented by probability generating…

Programming Languages · Computer Science 2024-03-06 Lutz Klinkenberg , Christian Blumenthal , Mingshuai Chen , Darion Haase , Joost-Pieter Katoen

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf…

Data Structures and Algorithms · Computer Science 2014-10-21 Dehua Cheng , Yu Cheng , Yan Liu , Richard Peng , Shang-Hua Teng

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a…

Computation · Statistics 2017-06-15 Ari Pakman , Dar Gilboa , David Carlson , Liam Paninski

In this work, we generalize the Balasubramanian-Bax-Franklin-Glynn (BB/FG) permanent formula to account for row multiplicities during the permanent evaluation and reduce the complexity of permanent evaluation in scenarios where such…