Related papers: Quantum and Randomised Algorithms for Non-linearit…
Linear regression is a data analysis technique, which is categorized as supervised learning. By utilizing known data, we can predict unknown data. Recently, researchers have explored the use of quantum annealing (QA) to perform linear…
In this paper we study the complexity of quantum query algorithms computing the value of Boolean function and its relation to the degree of algebraic polynomial representing this function. We pay special attention to Boolean functions with…
This paper studies the important problem of quantum classification of Boolean functions from a entirely novel perspective. Typically, quantum classification algorithms allow us to classify functions with a probability of $1.0$, if we are…
Bernstein-Vazirani algorithm (the one-query algorithm) can identify a completely specified linear Boolean function using a single query to the oracle with certainty. The first aim of the paper is to show that if the provided Boolean…
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…
In this paper, we give a quadratic Goldreich-Levin algorithm that is close to optimal in the following ways. Given a bounded function $f$ on the Boolean hypercube $\mathbb{F}_2^n$ and any $\varepsilon>0$, the algorithm returns a quadratic…
We present an end-to-end quantum algorithm for simulating nonlinear dynamics described by a system of stochastic dissipative differential equations with a quadratic nonlinearity. The stochastic part of the system is modeled by a Gaussian…
Linear regression is one of the most fundamental linear algebra problems. Given a dense matrix $A \in \mathbb{R}^{n \times d}$ and a vector $b$, the goal is to find $x'$ such that $ \| Ax' - b \|_2^2 \leq (1+\epsilon) \min_{x} \| A x - b…
The higher than classical efficiency exhibited by some quantum algorithms is here ascribed to their non-mechanistic character, which becomes evident by joining the notions of entanglement and quantum measurement. Measurement analogically…
Stochastic linearization is a method used in Quasilinear Control (QLC) to replace a nonlinearity by an equivalent gain and a bias, utilizing the statistical properties of random inputs. In this paper, the theory of stochastic linearization…
We give an algorithm for prediction on a quantum computer which is based on a linear regression model with least squares optimisation. Opposed to related previous contributions suffering from the problem of reading out the optimal…
In this paper, we consider the problem of finding perfectly balanced Boolean functions with high non-linearity values. Such functions have extensive applications in domains such as cryptography and error-correcting coding theory. We provide…
When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…
We study randomized and quantum query (a.k.a. decision tree) complexity for all total Boolean functions, with emphasis to derandomization and dequantization (removing quantumness from algorithms). Firstly, we show that $D(f) = O(Q_1(f)^3)$…
Important nonlinear dynamics, such as those found in plasma and fluid systems, are typically hard to simulate on classical computers. Thus, if fault-tolerant quantum computers could efficiently solve such nonlinear problems, it would be a…
Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…
We consider classical and quantum algorithms which have a duality property: roughly, either the algorithm provides some nontrivial improvement over random or there exist many solutions which are significantly worse than random. This enables…
A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…
We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…
Nonlinear stochastic differential equations (NSDEs) are a pillar of mathematical modeling for scientific and engineering applications. Accurate and efficient simulation of large-scale NSDEs is prohibitive on classical computers due to the…