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In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

Probability · Mathematics 2017-07-07 Yanghui Liu , Samy Tindel

Algorithms based on non-unitary evolution have attracted much interest for ground state preparation on quantum computers. One recently proposed method makes use of ancilla qubits and controlled unitary operators to implement weak…

Quantum Physics · Physics 2025-12-25 Tobias Stollenwerk , Stuart Hadfield

Many modern numerical methods in computational science and engineering rely on derivatives of mathematical models for the phenomena under investigation. The computation of these derivatives often represents the bottleneck in terms of…

Computational Complexity · Computer Science 2021-10-27 Uwe Naumann

The quantum stochastic drift protocol, also known as qDRIFT, has become a popular algorithm for implementing time-evolution of quantum systems using randomised compiling. In this work we develop qFLO, a higher order randomised algorithm for…

Quantum Physics · Physics 2025-01-28 James D. Watson

In this proceedings we present quantum machine learning optimization experiments using stochastic gradient descent with the parameter shift rule algorithm. We first describe the gradient evaluation algorithm and its optimization procedure…

Quantum Physics · Physics 2022-10-21 Matteo Robbiati , Stavros Efthymiou , Andrea Pasquale , Stefano Carrazza

Quantum-enhanced (i.e., higher performance by quantum effects than any classical methods) mean value estimation of observables is a fundamental task in various quantum technologies; in particular, it is an essential subroutine in quantum…

Quantum Physics · Physics 2024-09-11 Kaito Wada , Kazuma Fukuchi , Naoki Yamamoto

This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…

Statistics Theory · Mathematics 2015-03-19 Asaf Cohen

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…

Machine Learning · Computer Science 2021-05-04 Tianyi Zhang , Ikko Yamane , Nan Lu , Masashi Sugiyama

In the analysis of stochastic dynamical systems described by stochastic differential equations (SDEs), it is often of interest to analyse the sensitivity of the expected value of a functional of the solution of the SDE with respect to…

Probability · Mathematics 2021-06-18 Han Cheng Lie

In this article, we compare the methods implementing the real-time evolution operator generated by a unitary diagonal matrix where its entries obey a known underlying real function. When the size of the unitary diagonal matrix is small, a…

Quantum Physics · Physics 2025-03-18 Xinchi Huang , Taichi Kosugi , Hirofumi Nishi , Yu-ichiro Matsushita

We develop a method of stochastic differential equation to simulate electron acceleration at astrophysical shocks. Our method is based on It\^{o}'s stochastic differential equations coupled with a particle splitting, employing a skew…

High Energy Astrophysical Phenomena · Physics 2015-03-09 Ryo Yamazaki , Tatsuo Yoshida , Yuka Tsuchihashi , Ryosuke Nakajima , Yutaka Ohira , Shohei Yanagita

A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…

Machine Learning · Computer Science 2020-07-01 Anusri Pampari , Stefano Ermon

The study of variational quantum algorithms (VQCs) has received significant attention from the quantum computing community in recent years. These hybrid algorithms, utilizing both classical and quantum components, are well-suited for noisy…

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

In molecular dynamics, transport coefficients measure the sensitivity of the invariant probability measure of the stochastic dynamics at hand with respect to some perturbation. They are typically computed using either the linear response of…

Numerical Analysis · Mathematics 2025-02-19 Pierre Monmarché , Renato Spacek , Gabriel Stoltz

Quantum scattering calculations for all but low-dimensional systems at low energies must rely on approximations. All approximations introduce errors. The impact of these errors is often difficult to assess because they depend on the…

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

We present a novel Adaptive Distribution Generator that leverages a quantum walks-based approach to generate high precision and efficiency of target probability distributions. Our method integrates variational quantum circuits with…

Quantum Physics · Physics 2026-04-10 Yen-Jui Chang , Wei-Ting Wang , Chen-Yu Liu , Yun-Yuan Wang , Ching-Ray Chang
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