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As the size of quantum devices continues to grow, the development of scalable methods to characterise and diagnose noise is becoming an increasingly important problem. Recent methods have shown how to efficiently estimate Hamiltonians in…

Quantum Physics · Physics 2019-12-18 Tim J. Evans , Robin Harper , Steven T. Flammia

We present a hybrid quantum-classical framework for simulating generic matrix functions more amenable to early fault-tolerant quantum hardware than standard quantum singular-value transformations. The method is based on randomization over…

Quantum Physics · Physics 2024-11-28 Allan Tosta , Thais de Lima Silva , Giancarlo Camilo , Leandro Aolita

Statistical analysis of massive datasets very often implies expensive linear algebra operations with large dense matrices. Typical tasks are an estimation of unknown parameters of the underlying statistical model and prediction of missing…

Computation · Statistics 2021-04-16 Alexander Litvinenko , Ronald Kriemann , Vladimir Berikov

Recursive marginal quantization (RMQ) allows the construction of optimal discrete grids for approximating solutions to stochastic differential equations in d-dimensions. Product Markovian quantization (PMQ) reduces this problem to d…

Computational Finance · Quantitative Finance 2020-06-30 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…

Methodology · Statistics 2016-05-31 Huang Huang , Ying Sun

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

Methodology · Statistics 2022-11-22 Rafael Cabral , David Bolin , Håvard Rue

We present general, analytic methods for Cosmological likelihood analysis and solve the "many-parameters" problem in Cosmology. Maxima are found by Newton's Method, while marginalization over nuisance parameters, and parameter errors and…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 A. N. Taylor , T. D. Kitching

This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed…

Applications · Statistics 2024-03-12 Charlesquin Kemajou Mbakam , Marcelo Pereyra , Jean-François Giovannelli

Multimode Gaussian states are a versatile resource for quantum information technologies and have been realized across a wide range of physical platforms. Recent progress in the large-scale generation of such states provides a key ingredient…

Quantum Physics · Physics 2026-04-14 Chan Roh , Geunhee Gwak , Young-Do Yoon , Young-Sik Ra

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…

Machine Learning · Computer Science 2024-07-24 Marvin Schmitt , Desi R. Ivanova , Daniel Habermann , Ullrich Köthe , Paul-Christian Bürkner , Stefan T. Radev

Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…

Quantum Physics · Physics 2022-08-09 Kianna Wan , Mario Berta , Earl T. Campbell

Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…

Machine Learning · Computer Science 2021-04-07 Bingxin Zhou , Junbin Gao , Minh-Ngoc Tran , Richard Gerlach

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

Many techniques for data science and uncertainty quantification demand efficient tools to handle Gaussian random fields, which are defined in terms of their mean functions and covariance operators. Recently, parameterized Gaussian random…

Numerical Analysis · Mathematics 2021-05-11 Daniel Kressner , Jonas Latz , Stefano Massei , Elisabeth Ullmann

This paper describes a method for estimating the marginal likelihood or Bayes factors of Bayesian models using non-parametric importance sampling ("arrogance sampling"). This method can also be used to compute the normalizing constant of…

Computation · Statistics 2015-03-17 Benedict Escoto

The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in statistical models, where the likelihood is intractable but can be estimated unbiasedly. %Examples include random effect models, state-space models and data…

Methodology · Statistics 2017-09-12 M. -N. Tran , R. Kohn , M. Quiroz , M. Villani

Quantile regression provides a consistent approach to investigating the association between covariates and various aspects of the distribution of the response beyond the mean. When the regression covariates are measured with errors,…

Methodology · Statistics 2023-02-09 Roger S. Zoh , Annie Yu , Carmen Tekwe

Cosmological experiments often employ Bayesian workflows to derive constraints on cosmological and astrophysical parameters from their data. It has been shown that these constraints can be combined across different probes such as Planck and…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-28 Harry Bevins , Will Handley , Pablo Lemos , Peter Sims , Eloy de Lera Acedo , Anastasia Fialkov

While the Graybox characterization method allows for implicit noise models and is platform-agnostic, the method lacks uncertainty quantification. Characterization of quantum devices is a crucial process that enables researchers to gain…

Quantum Physics · Physics 2025-09-30 Poramet Pathumsoot , Michal Hajdušek , Rodney Van Meter

Quantum annealing (QA) is an efficient method for finding the ground-state energy of the problem Hamiltonian. However, in practical implementation, the system suffers from decoherence. On the other hand, recently, ``Localized virtual…

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