Related papers: Robust Product Markovian Quantization
Measurement-based quantum computation (MBQC) offers a fundamentally unique paradigm to design quantum algorithms. Indeed, due to the inherent randomness of quantum measurements, the natural operations in MBQC are not deterministic and…
The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…
Measurement-based quantum computation (MBQC) is a framework for quantum information processing in which a computational task is carried out through one-qubit measurements on a highly entangled resource state. Due to the indeterminacy of the…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…
This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…
This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…
We describe how to efficiently construct the quantum chemical Hamiltonian operator in matrix product form. We present its implementation as a density matrix renormalization group (DMRG) algorithm for quantum chemical applications in a…
The quantification and characterization of non-Markovian dynamics in quantum systems is an essential endeavor both for the theory of open quantum systems and for a deeper understanding of the effects of non-Markovian noise on quantum…
In model predictive control (MPC), the choice of cost-weighting matrices and designing the Hessian matrix directly affects the trade-off between rapid state regulation and minimizing the control effort. However, traditional MPC in quadratic…
Model quantization is challenging due to many tedious hyper-parameters such as precision (bitwidth), dynamic range (minimum and maximum discrete values) and stepsize (interval between discrete values). Unlike prior arts that carefully tune…
Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…
Multi-target regression is concerned with the prediction of multiple continuous target variables using a shared set of predictors. Two key challenges in multi-target regression are: (a) modelling target dependencies and (b) scalability to…
The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…
This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…
Limited circuit depth remains a central constraint for quantum optimization in the noisy intermediate-scale quantum (NISQ) regime, where shallow unitary dynamics may fail to sufficiently concentrate probability on low-energy configurations.…
In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…
Rough volatility models are very appealing because of their remarkable fit of both historical and implied volatilities. However, due to the non-Markovian and non-semimartingale nature of the volatility process, there is no simple way to…
Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good proposal distributions to sample efficiently from the target,…
The multidimensional Uncertain Volatility Model leads to robust option pricing problems under joint volatility and correlation uncertainty. Their numerical resolution quickly becomes challenging because the associated stochastic control…