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A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

Machine Learning · Statistics 2025-05-13 Samuel Erickson , Tobias Rydén

We study trace estimators for equilibrium thermodynamic observables that rely on the idea of typicality and derivatives thereof such as the finite-temperature Lanczos method (FTLM). As numerical examples quantum spin systems are studied.…

Strongly Correlated Electrons · Physics 2020-02-26 J. Schnack , J. Richter , R. Steinigeweg

Randomized measurement protocols, including classical shadows, entanglement tomography, and randomized benchmarking are powerful techniques to estimate observables, perform state tomography, or extract the entanglement properties of quantum…

Quantum Physics · Physics 2024-04-03 Jacob Bringewatt , Jonathan Kunjummen , Niklas Mueller

We introduce a classical algorithm to approximate the free energy of local, translation-invariant, one-dimensional quantum systems in the thermodynamic limit of infinite chain size. While the ground state problem (i.e., the free energy at…

Quantum Physics · Physics 2024-07-04 Hamza Fawzi , Omar Fawzi , Samuel O. Scalet

This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…

Probability · Mathematics 2014-01-03 Jose Blanchet , Peter Glynn , Shuheng Zheng

Let H be a positive semidefinite matrix partitioned into Hermitian blocks. Then, up to a direct sum operation, H is the average of matrices isometrically congruent to its partial trace. A few corollaries are given, related to important…

Functional Analysis · Mathematics 2012-10-12 Jean-Christophe Bourin , Eun-Young Lee

In this work we introduce a comprehensive algorithmic pipeline for multiple parametric model estimation. The proposed approach analyzes the information produced by a random sampling algorithm (e.g., RANSAC) from a machine…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Mariano Tepper , Guillermo Sapiro

Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…

Information Theory · Computer Science 2007-07-13 O. Ryan , M. Debbah

Partially recorded data are frequently encountered in many applications and usually clustered by first removing incomplete cases or features with missing values, or by imputing missing values, followed by application of a clustering…

Methodology · Statistics 2021-10-20 Emily M. Goren , Ranjan Maitra

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We propose a general-purpose quantum algorithm for preparing ground states of quantum Hamiltonians from a given trial state. The algorithm is based on techniques recently developed in the context of solving the quantum linear systems…

Quantum Physics · Physics 2018-02-05 Yimin Ge , Jordi Tura , J. Ignacio Cirac

For a large Hermitian matrix $A\in \mathbb{C}^{N\times N}$, it is often the case that the only affordable operation is matrix-vector multiplication. In such case, randomized method is a powerful way to estimate the spectral density (or…

Numerical Analysis · Mathematics 2015-11-24 Lin Lin

This paper studies the structure of several real-world traces (including Facebook, High-Performance Computing, Machine Learning, and simulation generated traces) and presents a systematic approach to quantify and compare the structure of…

Networking and Internet Architecture · Computer Science 2019-05-22 Chen Avin , Manya Ghobadi , Chen Griner , Stefan Schmid

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

Machine Learning · Computer Science 2023-06-07 Alexander Lin , Bahareh Tolooshams , Yves Atchadé , Demba Ba

The exploration of tomography of bosonic Gaussian states is presumably as old as quantum optics, but only recently, their precise and rigorous study have been moving into the focus of attention, motivated by technological developments. In…

Quantum Physics · Physics 2025-08-22 Lennart Bittel , Francesco A. Mele , Jens Eisert , Antonio A. Mele

We present a partition-free approach to the evolution of density matrices for open quantum systems coupled to a harmonic environment. The influence functional formalism combined with a two-time Hubbard-Stratonovich transformation allows us…

Quantum Physics · Physics 2017-03-29 G. M. G. McCaul , C. D. Lorenz , L. Kantorovich

We present a method for quantum state tomography that enables the efficient estimation, with fixed precision, of any of the matrix elements of the density matrix of a state, provided that the states from the basis in which the matrix is…

Quantum Physics · Physics 2015-06-12 Ariel Bendersky , Juan Pablo Paz

Adopting quantum resources for parameter estimation discloses the possibility to realize quantum sensors operating at a sensitivity beyond the standard quantum limit. Such approach promises to reach the fundamental Heisenberg scaling as a…

In this paper we propose a method to estimate the density matrix \rho of a d-level quantum system by measurements on the N-fold system. The scheme is based on covariant observables and representation theory of unitary groups and it extends…

Quantum Physics · Physics 2009-11-10 M. Keyl