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We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an $n$-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and…
In this paper, we study a semi-martingale optimal transport problem and its application to the calibration of Local-Stochastic Volatility (LSV) models. Rather than considering the classical constraints on marginal distributions at initial…
This paper deals with the impact of linear approximations for the unknown nonconvex confidence region of chance-constrained AC optimal power flow problems. Such approximations are required for the formulation of tractable chance…
We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…
In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…
We propose an iterative variational quantum algorithm to simulate the time evolution of arbitrary initial states within a given subspace. The algorithm compresses the Trotter circuit into a shorter-depth parameterized circuit, which is…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…
Product states, unentangled tensor products of single qubits, are a ubiquitous ansatz in quantum computation, including for state-of-the-art Hamiltonian approximation algorithms. A natural question is whether we should expect to efficiently…
This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…
A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…
When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…
Reconstructed mass variables, such as $M_2$, $M_{2C}$, $M_T^\star$, and $M_{T2}^W$, play an essential role in searches for new physics at hadron colliders. The calculation of these variables generally involves constrained minimization in a…
We introduce two new particle-based algorithms for learning latent variable models via marginal maximum likelihood estimation, including one which is entirely tuning-free. Our methods are based on the perspective of marginal maximum…
In this note, we develop fast and deterministic dimensionality reduction techniques for a family of subspace approximation problems. Let $P\subset \mathbbm{R}^N$ be a given set of $M$ points. The techniques developed herein find an $O(n…
We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easily adjusted for multiplicity taking…
We consider a class of random matching problems where the distance between two points has a probability law which, for a small distance l, goes like l^r. In the framework of the cavity method, in the limit of an infinite number of points,…
We investigate an encoding scheme for lossy compression of a binary symmetric source based on simple spatially coupled Low-Density Generator-Matrix codes. The degree of the check nodes is regular and the one of code-bits is Poisson…