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Density estimation is a central task in statistics and machine learning. This problem aims to determine the underlying probability density function that best aligns with an observed data set. Some of its applications include statistical…

In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…

Machine Learning · Statistics 2021-02-26 Kei Ishikawa , Takashi Goda

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

Cosmology and Nongalactic Astrophysics · Physics 2009-09-02 Darren Wraith , Martin Kilbinger , Karim Benabed , Olivier Cappé , Jean-François Cardoso , Gersende Fort , Simon Prunet , Christian P. Robert

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

In this letter we revisit the problem of optimal design of quantum tomographic experiments. In contrast to previous approaches where an optimal set of measurements is decided in advance of the experiment, we allow for measurements to be…

Quantum Physics · Physics 2017-02-28 Ferenc Huszár , Neil M. T. Houlsby

We introduce a fast and accurate heuristic for adaptive tomography that addresses many of the limitations of prior methods. Previous approaches were either too computationally intensive or tailored to handle special cases such as single…

Quantum Physics · Physics 2017-11-16 Christopher Granade , Christopher Ferrie , Steven T. Flammia

We present a protocol that allows the estimation of any density matrix element for continuous-variable quantum states, without resorting to the complete reconstruction of the full density matrix. The algorithm adaptatively discretizes the…

Quantum Physics · Physics 2024-09-25 Virginia Feldman , Ariel Bendersky

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…

Computation · Statistics 2020-06-02 Richard G. Everitt , Paulina A. Rowińska

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…

Numerical Analysis · Mathematics 2016-04-12 Zhe Feng , Jinglai Li

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…

Methodology · Statistics 2018-09-21 Matias Quiroz , Mattias Villani , Robert Kohn , Minh-Ngoc Tran , Khue-Dung Dang

This paper presents a strategy for efficient quantum circuit design for density estimation. The strategy is based on a quantum-inspired algorithm for density estimation and a circuit optimisation routine based on memetic algorithms. The…

Autoencoders gained popularity in the deep learning revolution given their ability to compress data and provide dimensionality reduction. Although prominent deep learning methods have been used to enhance autoencoders, the need to provide…

Machine Learning · Computer Science 2022-04-29 Rohitash Chandra , Mahir Jain , Manavendra Maharana , Pavel N. Krivitsky

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

We introduce AQCtensor, a novel algorithm to produce short-depth quantum circuits from Matrix Product States (MPS). Our approach is specifically tailored to the preparation of quantum states generated from the time evolution of quantum…

Quantum Physics · Physics 2025-06-23 Niall F. Robertson , Albert Akhriev , Jiri Vala , Sergiy Zhuk

The problem of quantum state estimation is crucial in the development of quantum technologies. In particular, the use of symmetric quantum states is useful in many relevant applications. In this work, we analyze the task of reconstructing…

Quantum Physics · Physics 2024-08-20 Federico Holik , Marcelo Losada , Giannina Zerr , Lorena Rebón , Diego Tielas

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone