Related papers: A Pooled Quantile Estimator for Parallel Simulatio…
We consider the problem of simultaneous variable selection and estimation in additive, partially linear models for longitudinal/clustered data. We propose an estimation procedure via polynomial splines to estimate the nonparametric…
This paper is concerned with the simultaneous estimation of $k$ population means when one suspects that the $k$ means are nearly equal. As an alternative to the preliminary test estimator based on the test statistics for testing hypothesis…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
Increasingly sophisticated programmable quantum simulators and quantum computers are opening unprecedented opportunities for exploring and exploiting the properties of highly entangled complex quantum systems. The complexity of large…
When various observers obtain information in an independent fashion about a classical system, there is a simple rule which allows them to pool their knowledge, and this requires only the states-of-knowledge of the respective observers. Here…
Recent research has shown that interval estimators with good coverage properties are achievable for some functions of quantiles, even when sample sizes are not large. Motivated by this, we consider interval estimators for the ratios of…
An integrable anharmonic oscillator is presumably simulable by a classical computer and therefore by a quantum computer. An integrable anharmonic oscillator whose Hamiltonian is of normal type and quartic in the canonical coordinates is not…
For the formal verification and design of control systems, abstractions with quantified accuracy are crucial. This is especially the case when considering accurate deviation bounds between a stochastic continuous-state model and its finite…
This paper describes an algorithmic system called SQT for the computer simulation of a wide class of quantum experiments on entangled particles. SQT maintains a hidden internal state for each particle and it provides an initialization…
The linear quantile-quantile relationship provides an easy-to-implement yet effective tool for transformation to and testing for normality. Its good performance is verified in this report.
We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…
Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is…
Several quantities of interest in quantum information, including entanglement and purity, are nonlinear functions of the density matrix and cannot, even in principle, correspond to proper quantum observables. Any method aimed to determine…
Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss function as well as a distributional weight function. This…
We provide in this work a form of Modular Quantum Signal Processing that we call iterated quantum signal processing. This method recursively applies quantum signal processing to the outputs of other quantum signal processing steps, allowing…
We describe an algorithm for using a quantum computer to calculate mean values of observables and the partition function of a quantum system. Our algorithm includes two sub-algorithms. The first sub-algorithm is for calculating, with…
Canay (2011)'s two-step estimator of quantile panel data models, due to its simple intuition and low computational cost, has been widely used in empirical studies in recent years. In this paper, we revisit the estimator of Canay (2011) and…
The first experimental demonstration of an adaptive quantum state estimation (AQSE) is reported. The strong consistency and asymptotic efficiency of AQSE have been mathematically proven [ A. Fujiwara J. Phys. A 39 12489 (2006)]. In this…
We initiate the systematic study of experimental quantum physics from the perspective of computational complexity. To this end, we define the framework of quantum algorithmic measurements (QUALMs), a hybrid of black box quantum algorithms…
In the paper a problem of risk measures on a discrete-time market model with transaction costs is studied. Strategy effectiveness and shortfall risk is introduced. This paper is a generalization of quantile hedging presented in [4].