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The loss and the norm of its gradient separate the healthy and the pathological regimes of neural-network training only weakly, whilst the curvature of the empirical risk differs qualitatively between them but is inaccessible explicitly at…

Machine Learning · Computer Science 2026-05-26 Maxim Bolshim , Alexander Kugaevskikh

The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…

Quantum Physics · Physics 2021-12-13 Yasunori Futamura , Xiucai Ye , Tetsuya Sakurai

This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedure which allows to compute such approximations online, i.e.…

Methodology · Statistics 2018-03-14 Pierre Gloaguen , Marie-Pierre Etienne , Sylvain Le Corff

We recently introduced a method to approximate functions of Hermitian Matrix Product Operators or Tensor Trains that are of the form $\mathsf{Tr} f(A)$. Functions of this type occur in several applications, most notably in quantum physics.…

Numerical Analysis · Computer Science 2018-03-28 Moritz August , Thomas Huckle

The Hamiltonian operator plays a central role in quantum theory being a generator of unitary quantum dynamics. Its expectation value describes the energy of a quantum system. Typically being a non-unitary operator, the action of the…

Quantum Physics · Physics 2021-08-03 Tatiana A. Bespalova , Oleksandr Kyriienko

We propose a new method for the efficient approximation of a class of highly oscillatory weighted integrals where the oscillatory function depends on the frequency parameter $\omega \geq 0$, typically varying in a large interval. Our…

Numerical Analysis · Mathematics 2015-03-25 Boris Khoromskij , Alexander Veit

Calculating the trace of the product of $m$ $n$-qubit density matrices (multivariate trace) is a crucial subroutine in quantum error mitigation and information measures estimation. We propose an unified multivariate trace estimation (UMT)…

Quantum Physics · Physics 2023-01-31 Jin-Min Liang , Qiao-Qiao Lv , Zhi-Xi Wang , Shao-Ming Fei

We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control…

Reliable data-driven estimation of Shannon entropy from small data sets, where the number of examples is potentially smaller than the number of possible outcomes, is a critical matter in several applications. In this paper, we introduce a…

Machine Learning · Computer Science 2025-12-12 Gabriel F. A. Bastos , Jugurta Montalvão

Trotter approximation in conjunction with Quantum Phase Estimation can be used to extract eigen-energies of a many-body Hamiltonian on a quantum computer. There were several ways proposed to assess the quality of this approximation based on…

The ability of fully reconstructing quantum maps is a fundamental task of quantum information, in particular when coupling with the environment and experimental imperfections of devices are taken into account. In this context we carry out a…

Quantum Physics · Physics 2010-11-04 I. Bongioanni , L. Sansoni , F. Sciarrino , G. Vallone , P. Mataloni

Hamiltonian simulation is a promising application for quantum computers to achieve a quantum advantage. We present classical algorithms based on tensor network methods to optimize quantum circuits for this task. We show that, compared to…

Quantum Physics · Physics 2023-06-05 Conor Mc Keever , Michael Lubasch

In quantum computing, Trotter estimates are critical for enabling efficient simulation of quantum systems and quantum dynamics, help implement complex quantum algorithms, and provide a systematic way to control approximate errors. In this…

Quantum Physics · Physics 2025-10-31 Sarah Chehade , Andrea Delgado , Shuzhou Wang , Zhenhua Wang

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

Computation · Statistics 2012-06-25 James S. Martin , Ajay Jasra , Sumeetpal S. Singh , Nick Whiteley , Emma McCoy

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Statistics Theory · Mathematics 2011-09-14 Olga Klopp

Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, avoiding numerical instability requires…

Methodology · Statistics 2016-09-29 Panos Toulis , Edoardo M. Airoldi

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the…

Probability · Mathematics 2024-02-02 Günter Last , Ilya Molchanov

Monte Carlo matrix trace estimation is a popular randomized technique to estimate the trace of implicitly-defined matrices via averaging quadratic forms across several observations of a random vector. The most common approach to analyze the…

Statistics Theory · Mathematics 2024-10-23 Lior Horesh , Vasileios Kalantzis , Yingdong Lu , Tomasz Nowicki

A trust-region algorithm using inexact function and derivatives values is introduced for solving unconstrained smooth optimization problems. This algorithm uses high-order Taylor models and allows the search of strong approximate minimizers…

Optimization and Control · Mathematics 2021-10-14 C. Cartis , N. I. M. Gould , Ph. L. Toint