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We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…
Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…
Forward uncertainty quantification (UQ) for partial differential equations is a many-query task that requires a significant number of model evaluations. The objective of this work is to mitigate the computational cost of UQ for a 3D-1D…
Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…
Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…
The algorithm AMGKQ for adaptive multivariate Gauss-Kronrod quadrature over hyper-rectangular regions of arbitrary dimensionality is proposed and implemented in Octave/MATLAB. It can approximate numerically any number of integrals over a…
Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…
Mixed-integer quadratic programs (MIQPs) are a versatile way of formulating vehicle decision making and motion planning problems, where the prediction model is a hybrid dynamical system that involves both discrete and continuous decision…
Neural-network quantum states (NQS) offer a versatile and expressive alternative to traditional variational ans\"atze for simulating physical systems. Energy-based frameworks, like Hopfield networks and Restricted Boltzmann Machines,…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…
Quantization is a technique for creating efficient Deep Neural Networks (DNNs), which involves performing computations and storing tensors at lower bit-widths than f32 floating point precision. Quantization reduces model size and inference…
Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…
The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…
Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…
Model quantization is a widely used technique to compress and accelerate deep neural network (DNN) inference. Emergent DNN hardware accelerators begin to support mixed precision (1-8 bits) to further improve the computation efficiency,…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
Quantum Machine Learning (QML) offers tremendous potential but is currently limited by the availability of qubits. We introduce an innovative approach that utilizes pre-trained neural networks to enhance Variational Quantum Circuits (VQC).…
Hidden Markov Models (HMM) model a sequence of observations that are dependent on a hidden (or latent) state that follow a Markov chain. These models are widely used in diverse fields including ecology, speech recognition, and…
In this research, a novel adaptive filtering algorithm is proposed for complex domain signal processing. The proposed algorithm is based on Wirtinger calculus and is called as q-Complex Least Mean Square (q-CLMS) algorithm. The proposed…
Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…