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Quantum algorithms offer a compelling new avenue for addressing difficult NP-complete optimization problems, such as the Generalized Assignment Problem (GAP). Given the operational constraints of contemporary Noisy Intermediate-Scale…

Quantum Physics · Physics 2025-11-05 Carlo Mastroianni , Francesco Plastina , Jacopo Settino , Andrea Vinci

We present a quantum algorithm for combinatorial optimization using the cost structure of the search states. Its behavior is illustrated for overconstrained satisfiability and asymmetric traveling salesman problems. Simulations with…

Quantum Physics · Physics 2007-05-23 Tad Hogg , Dmitriy Portnov

We propose an adaptive random quantum algorithm to obtain an optimized eigensolver. Specifically, we introduce a general method to parametrize and optimize the probability density function of a random number generator, which is the core of…

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…

Quantum Physics · Physics 2022-03-08 Jin-Min Liang , Shu-Qian Shen , Ming Li , Shao-Ming Fei

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

Computation · Statistics 2011-05-31 F. Orieux , O. Féron , J. -F. Giovannelli

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

The present era of quantum processors with hundreds to thousands of noisy qubits has sparked interest in understanding the computational power of these devices and how to leverage it to solve practically relevant problems. For applications…

Quantum Physics · Physics 2026-04-15 Victor Martinez , Omar Fawzi , Daniel Stilck França

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Physical simulation-based optimization is a common task in science and engineering. Many such simulations produce image- or tensor-based outputs where the desired objective is a function of those outputs, and optimization is performed over…

Machine Learning · Computer Science 2021-12-01 Wesley Maddox , Qing Feng , Max Balandat

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Complicated boundary conditions are essential to accurately describe phenomena arising in nature and engineering. Recently, the investigation of a potential speedup through quantum algorithms in simulating the governing ordinary and partial…

Quantum Physics · Physics 2025-06-30 Philipp Schleich , Tyler Kharazi , Xiangyu Li , Jin-Peng Liu , Alán Aspuru-Guzik , Nathan Wiebe

As an example for the fast calculation of distributional parameters of Gaussian processes, we propose a new Monte Carlo algorithm for the computation of quantiles of the supremum norm of weighted Brownian bridges. As it is known, the…

Computation · Statistics 2021-01-05 Jürgen Franke , Mario Hefter , André Herzwurm , Klaus Ritter , Stefanie Schwaar

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

A key requirement for the current generation of artificial decision-makers is that they should adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable…

Machine Learning · Statistics 2016-12-14 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…

Machine Learning · Statistics 2017-01-10 Valery A. Kalyagin , Alexander P. Koldanov , Petr A. Koldanov , Panos M. Pardalos

Classical optimization is a cornerstone of the success of variational quantum algorithms, which often require determining the derivatives of the cost function relative to variational parameters. The computation of the cost function and its…

Quantum Physics · Physics 2025-07-15 Muhammad Umer , Eleftherios Mastorakis , Dimitris G. Angelakis

We develop a framework for Gaussian processes regression constrained by boundary value problems. The framework may be applied to infer the solution of a well-posed boundary value problem with a known second-order differential operator and…

Machine Learning · Computer Science 2020-12-23 Mamikon Gulian , Ari Frankel , Laura Swiler
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