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Gaussian process (GP) surrogates are the default tool for emulating expensive computer experiments, but cubic cost, stationarity assumptions, and Gaussian predictive distributions limit their reach. We propose Generative Bayesian…

Machine Learning · Computer Science 2026-02-26 Nick Polson , Vadim Sokolov

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra

Recent claims of achieving exponential quantum advantage have attracted attention to Gaussian boson sampling (GBS), a potential application of which is dense subgraph finding. We investigate the effects of sources of error including loss…

Quantum Physics · Physics 2023-02-01 Naomi R. Solomons , Oliver F. Thomas , Dara P. S. McCutcheon

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

The smallest singular value and condition number play important roles in numerical linear algebra and the analysis of algorithms. In numerical analysis with randomness, many previous works make Gaussian assumptions, which are not general…

Probability · Mathematics 2022-11-09 Haoyu Wang

The algorithm and complexity of approximating the permanent of a matrix is an extensively studied topic. Recently, its connection with quantum supremacy and more specifically BosonSampling draws special attention to the average-case…

Data Structures and Algorithms · Computer Science 2019-12-02 Zhengfeng Ji , Zhihan Jin , Pinyan Lu

The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…

Statistics Theory · Mathematics 2015-06-04 Zhao Ren , Tingni Sun , Cun-Hui Zhang , Harrison H. Zhou

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

We give three new algorithms for efficient in-place estimation, without using ancilla qubits, of average fidelity of a quantum logic gate acting on a d-dimensional system using much fewer random bits than what was known so far. Previous…

Quantum Physics · Physics 2019-01-23 Aditya Nema , Pranab Sen

We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…

Data Structures and Algorithms · Computer Science 2021-06-08 Ainesh Bakshi , Ilias Diakonikolas , He Jia , Daniel M. Kane , Pravesh K. Kothari , Santosh S. Vempala

Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…

Statistics Theory · Mathematics 2016-02-09 Samuel Balmand , Arnak Dalalyan

We describe a compact and reliable method to calculate the Fisher information for the estimation of a dynamical parameter in a continuously measured linear Gaussian quantum system. Unlike previous methods in the literature, which involve…

Quantum Physics · Physics 2017-06-08 Marco G. Genoni

Fragile quantum features such as entanglement are employed to improve the precision of parameter estimation and as a consequence the quantum gain becomes vulnerable to noise. As an established tool to subdue noise, quantum error correction…

Quantum Physics · Physics 2015-06-09 Xiao-Ming Lu , Sixia Yu , C. H. Oh

The accurate estimation of observables is a crucial task in quantum computing. Recent advances have highlighted the need for (a) specialized protocols for qudit-based devices, that include (b) error-aware strategies. Here, we present…

Results concerning the construction of quantum Bayesian error regions as a means to certify the quality of parameter point estimators have been reported in recent years. This task remains numerically formidable in practice for large…

Quantum Physics · Physics 2019-07-15 Yong Siah Teo , Changhun Oh , Hyunseok Jeong

Gaussian graphical models are widely used to represent correlations among entities but remain vulnerable to data corruption. In this work, we introduce a modified trimmed-inner-product algorithm to robustly estimate the covariance in an…

Machine Learning · Computer Science 2023-09-19 Tong Yao , Shreyas Sundaram

Photonic Quantum Computers provides several benefits over the discrete qubit-based paradigm of quantum computing. By using the power of continuous-variable computing we build an anomaly detection model to use on searches for New Physics.…

High Energy Physics - Phenomenology · Physics 2021-12-01 Andrew Blance , Michael Spannowsky
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