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Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Boson sampling has been theoretically proposed and experimentally demonstrated to show quantum computational advantages. However, it still lacks the deep understanding of the practical applications of boson sampling. Here we propose that…

Quantum Physics · Physics 2023-11-10 Wen-Qiang Liu , Zhang-qi Yin

Gaussian boson sampling is a promising model for demonstrating quantum computational supremacy, which eases the experimental challenge of the standard boson-sampling proposal. Here by analyzing the computational costs of classical…

Quantum Physics · Physics 2019-08-28 Bujiao Wu , Bin Cheng , Jialin Zhang , Man-Hong Yung , Xiaoming Sun

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a…

Numerical Analysis · Mathematics 2026-02-12 Yoshihito Kazashi , Eike H. Müller , Robert Scheichl

We propose efficient algorithms for classically simulating Gaussian unitaries and measurements applied to non-Gaussian initial states. The constructions are based on decomposing the non-Gaussian states into linear combinations of Gaussian…

Quantum Physics · Physics 2026-02-26 Oliver Hahn , Ryuji Takagi , Giulia Ferrini , Hayata Yamasaki

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

Methodology · Statistics 2015-06-22 Clément Gilavert , Saïd Moussaoui , Jérôme Idier

We present an efficient classical algorithm for training deep Boltzmann machines (DBMs) that uses rejection sampling in concert with variational approximations to estimate the gradients of the training objective function. Our algorithm is…

Machine Learning · Computer Science 2015-07-10 Nathan Wiebe , Ashish Kapoor , Christopher Granade , Krysta M Svore

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Methodology · Statistics 2024-05-20 Santiago Marin , Bronwyn Loong , Anton H. Westveld

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Quantum Boltzmann machines are natural quantum generalizations of Boltzmann machines that are expected to be more expressive than their classical counterparts, as evidenced both numerically for small systems and asymptotically under various…

Quantum Physics · Physics 2019-03-05 Eric R. Anschuetz , Yudong Cao

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

It has been proven that Boson sampling is a much promising model of optical quantum computation, which has been applied to designing quantum computer successfully, such as "Jiuzhang". However, the meaningful randomness of Boson sampling…

Quantum Physics · Physics 2022-06-07 Jinjing Shi , Tongge Zhao , Yizhi Wang , Chunlin Yu , Yuhu Lu , Ronghua Shi , Shichao Zhang , Junjie Wu

Gaussian boson sampling is originally proposed to show quantum advantage with quantum linear optical elements. Recently, several experimental breakthroughs based on Gaussian boson sampling pointing to quantum computing supremacy have been…

Quantum Physics · Physics 2023-01-02 Tian-Yu Yang , Yi-Xin Shen , Zhou-Kai Cao , Xiang-Bin Wang

We introduce an algorithm for the classical simulation of Gaussian boson sampling that is quadratically faster than previously known methods. The complexity of the algorithm is exponential in the number of photon pairs detected, not the…