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We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

Optimization on the Stiefel manifold or with orthogonality constraints is an important problem in many signal processing and data analysis applications such as Sparse Principal Component Analysis (SPCA). Algorithms such as the Riemannian…

Optimization and Control · Mathematics 2024-11-12 Tarmizi Adam

We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…

Computational Physics · Physics 2020-10-27 Z. Deng , I. Tutunnikov , I. Sh. Averbukh , M. Thachuk , R. V. Krems

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient…

Machine Learning · Statistics 2021-06-10 William J. Wilkinson , Arno Solin , Vincent Adam

Quadratic unconstrained binary optimization (QUBO) problems are well-studied, not least because they can be approached using contemporary quantum annealing or classical hardware acceleration. However, due to limited precision and hardware…

Quantum Physics · Physics 2023-07-06 Sascha Mücke , Thore Gerlach , Nico Piatkowski

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

We consider the Sparse Principal Component Analysis (SPCA) problem under the well-known spiked covariance model. Recent work has shown that the SPCA problem can be reformulated as a Mixed Integer Program (MIP) and can be solved to global…

Methodology · Statistics 2026-04-06 Kayhan Behdin , Rahul Mazumder

Quantum process tomography (QPT), used to estimate the linear map that best describes a quantum operation, is usually performed using a priori assumptions about state preparation and measurement (SPAM), which yield a biased and inconsistent…

Quantum Physics · Physics 2025-03-14 Robin Blume-Kohout , Kenneth Rudinger , Timothy Proctor

The Quantum Approximate Optimization Algorithm (QAOA) is a promising candidate algorithm for demonstrating quantum advantage in optimization using near-term quantum computers. However, QAOA has high requirements on gate fidelity due to the…

Quantum Physics · Physics 2023-03-20 Xiaoyuan Liu , Ruslan Shaydulin , Ilya Safro

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Recent advances in the development of commercial quantum annealers such as the D-Wave 2X allow solving NP-hard optimization problems that can be expressed as quadratic unconstrained binary programs. However, the relatively small number of…

Quantum Physics · Physics 2018-02-01 Georg Hahn , Hristo N. Djidjev

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…

Optimization and Control · Mathematics 2022-01-25 Jia Wang , Ying Yang

Quantum computers are ideal for solving chemistry problems due to their polynomial scaling with system size in contrast to classical computers which scale exponentially. Until now molecular energy calculations using quantum computing…

Quantum Physics · Physics 2019-08-15 Alexander Teplukhin , Brian K. Kendrick , Dmitri Babikov

Portfolio optimization involves selecting asset weights to minimize a risk-reward objective, such as the portfolio variance in the classical minimum-variance framework. Sparse portfolio selection extends this by imposing a cardinality…

Machine Learning · Statistics 2025-05-16 Sarat Moka , Matias Quiroz , Vali Asimit , Samuel Muller

Establishing quantum advantage for variational quantum algorithms is an important direction in quantum computing. In this work, we apply the Quantum Approximate Optimisation Algorithm (QAOA) -- a popular variational quantum algorithm for…

Quantum Physics · Physics 2024-01-08 Andrew El-Kadi , Roberto Bondesan

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We introduce a novel approach to translate arbitrary 3-SAT instances to Quadratic Unconstrained Binary Optimization (QUBO) as they are used by quantum annealing (QA) or the quantum approximate optimization algorithm (QAOA). Our approach…

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…

Machine Learning · Computer Science 2015-10-20 Tengyu Ma , Avi Wigderson

The Quantum Approximate Optimization Algorithm (QAOA) requires considered optimization problems to be translated into a compatible format. A popular transformation step in this pipeline involves the quadratization of higher-order binary…

Quantum Physics · Physics 2025-11-26 Damian Rovara , Lukas Burgholzer , Robert Wille