Related papers: Quantum Time Series Similarity Measures and Quantu…
We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…
Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…
Quantum machine learning (QML) is a discipline that seeks to transfer the advantages of quantum computing to data-driven tasks. However, many studies rely on toy datasets or heavy feature reduction, raising concerns about their scalability.…
We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…
We propose a quantum algorithm for sampling from a solution of stochastic differential equations (SDEs). Using differentiable quantum circuits (DQCs) with a feature map encoding of latent variables, we represent the quantile function for an…
A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean…
Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…
Metrics specifying distances between data points can be learned in a discriminative manner or from generative models. In this paper, we show how to unify generative and discriminative learning of metrics via a kernel learning framework.…
A device called a 'Gaussian Boson Sampler' has initially been proposed as a near-term demonstration of classically intractable quantum computation. As recently shown, it can also be used to decide whether two graphs are isomorphic. Based on…
We introduce the loss kernel, an interpretability method for measuring similarity between data points according to a trained neural network. The kernel is the covariance matrix of per-sample losses computed under a distribution of…
We describe a measure quantization procedure i.e., an algorithm which finds the best approximation of a target probability law (and more generally signed finite variation measure) by a sum of $Q$ Dirac masses ($Q$ being the quantization…
Financial services is a prospect industry where unlocked near-term quantum utility could yield profitable potential, and, in particular, quantum machine learning algorithms could potentially benefit businesses by improving the quality of…
Despite the success of the popular kernelized support vector machines, they have two major limitations: they are restricted to Positive Semi-Definite (PSD) kernels, and their training complexity scales at least quadratically with the size…
We introduce the quantum implementation of a binary classifier based on cosine similarity between data vectors. The proposed quantum algorithm evaluates the classifier on a set of data vectors with time complexity that is logarithmic in the…
Quantum machine learning (QML) requires powerful, flexible and efficiently trainable models to be successful in solving challenging problems. We introduce density quantum neural networks, a model family that prepares mixtures of trainable…
Data representation in quantum state space offers an alternative function space for machine learning tasks. However, benchmarking these algorithms at a practical scale has been limited by ineffective simulation methods. We develop a quantum…
Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…
We consider the problem of causal structure learning in the setting of heterogeneous populations, i.e., populations in which a single causal structure does not adequately represent all population members, as is common in biological and…
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean…
In this thesis, we investigate whether quantum algorithms can be used in the field of machine learning for both long and near term quantum computers. We will first recall the fundamentals of machine learning and quantum computing and then…