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Noisy Intermediate-Scale Quantum computers are expected to be available this year. It is proposed to exploit such a device for decision making under uncertainty. The probabilistic character of quantum mechanics reflects this uncertainty.…

Quantum Physics · Physics 2019-11-15 H. W. L. Naus

The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has become one of the most popular method…

Computation · Statistics 2012-07-10 Ling Li , Julien Bect , Emmanuel Vazquez

Using quantum systems as sensors or probes has been shown to greatly improve the precision of parameter estimation by exploiting unique quantum features such as entanglement. A major task in quantum sensing is to design the optimal…

Quantum Physics · Physics 2024-06-24 Jessica Bavaresco , Patryk Lipka-Bartosik , Pavel Sekatski , Mohammad Mehboudi

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

Quantum Physics · Physics 2025-07-10 Alexandra Ramôa , Raffaele Santagati , Nathan Wiebe

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of…

Machine Learning · Statistics 2020-03-20 Keiichi Kisamori , Motonobu Kanagawa , Keisuke Yamazaki

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation…

Quantum Physics · Physics 2024-06-18 Valeria Cimini , Emanuele Polino , Mauro Valeri , Nicolò Spagnolo , Fabio Sciarrino

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Optimization via simulation (OvS) procedures that assume the simulation inputs are generated from the real-world distributions are subject to the risk of selecting a suboptimal solution when the distributions are substituted with input…

Methodology · Statistics 2021-01-20 Eunhye Song

We introduce sequential analysis in quantum information processing, by focusing on the fundamental task of quantum hypothesis testing. In particular our goal is to discriminate between two arbitrary quantum states with a prescribed error…

Quantum machine learning promises great speedups over classical algorithms, but it often requires repeated computations to achieve a desired level of accuracy for its point estimates. Bayesian learning focuses more on sampling from…

Quantum Physics · Physics 2021-07-21 Noah Berner , Vincent Fortuin , Jonas Landman

Quantum signal processing (QSP) provides a systematic framework for implementing a polynomial transformation of a linear operator, and unifies nearly all known quantum algorithms. In parallel, recent works have developed randomized…

Quantum Physics · Physics 2025-03-26 John M. Martyn , Patrick Rall

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

We compute probabilistic controlled invariant sets for nonlinear systems using Gaussian process state space models, which are data-driven models that account for unmodeled and unknown nonlinear dynamics. We propose a semidefinite…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Paul Griffioen , Bingzhuo Zhong , Murat Arcak , Majid Zamani , Marco Caccamo