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In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors.…

Optimization and Control · Mathematics 2019-11-15 Stéphane Alarie , Charles Audet , Pierre-Yves Bouchet , Sébastien Le Digabel

In black-box optimization, noise in the objective function is inevitable. Noise disrupts the ranking of candidate solutions in comparison-based optimization, possibly deteriorating the search performance compared with a noiseless scenario.…

Neural and Evolutionary Computing · Computer Science 2024-01-26 Daiki Morinaga , Youhei Akimoto

We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…

Optimization and Control · Mathematics 2023-08-16 Jiaqiao Hu , Meichen Song , Michael C. Fu

Quantum error correction protocols have been developed to offset the high sensitivity to noise inherent in quantum systems. However, much is still unknown about the behaviour of a quantum error-correcting code under general noise, including…

Quantum Physics · Physics 2021-06-09 Stefanie J. Beale , Joel J. Wallman

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…

Machine Learning · Statistics 2026-05-06 Stef van Buuren

Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random…

Machine Learning · Statistics 2018-06-12 Ciwan Ceylan , Michael U. Gutmann

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

A significant problem for current quantum computers is noise. While there are many distinct noise channels, the depolarizing noise model often appropriately describes average noise for large circuits involving many qubits and gates. We…

Noise-contrastive estimation (NCE) is a statistically consistent method for learning unnormalized probabilistic models. It has been empirically observed that the choice of the noise distribution is crucial for NCE's performance. However,…

Machine Learning · Computer Science 2021-10-22 Bingbin Liu , Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…

Machine Learning · Computer Science 2023-06-14 Wei Jiang , Jiayu Qin , Lingyu Wu , Changyou Chen , Tianbao Yang , Lijun Zhang

We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown.…

Machine Learning · Statistics 2026-05-05 Jean-Bastien Grill , Michal Valko , Rémi Munos

In this paper, we deal with the problem of optimizing a black-box smooth function over a full-dimensional smooth convex set. We study sets of feasible curves that allow to properly characterize stationarity of a solution and possibly carry…

Optimization and Control · Mathematics 2026-04-03 Xiaoxi Jia , Matteo Lapucci , Pierluigi Mansueto

Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…

Methodology · Statistics 2019-11-14 Kurt S. Riedel

Quantum noise is conventionally viewed as a fundamental obstacle in near-term quantum computing, motivating extensive error correction and mitigation strategies. We present numerical evidence that challenges this consensus. Through…

Quantum Physics · Physics 2026-01-21 Linghua Zhu , Yulong Dong , Ziyu Zhang , Xiaosong Li

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

This paper is devoted to the study of the solution of a stochastic convex black box optimization problem. Where the black box problem means that the gradient-free oracle only returns the value of objective function, not its gradient. We…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Lobanov

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…

Optimization and Control · Mathematics 2025-02-18 Frank E. Curtis , Shima Dezfulian , Andreas Waechter

Quantum error mitigation has been proposed as a means to combat unwanted and unavoidable errors in near-term quantum computing without the heavy resource overheads required by fault tolerant schemes. Recently, error mitigation has been…

Quantum Physics · Physics 2024-10-15 Yihui Quek , Daniel Stilck França , Sumeet Khatri , Johannes Jakob Meyer , Jens Eisert

Noise is a part of data whether the data is from measurement, experiment or ... A few techniques are suggested for noise reduction to improve the data quality in recent years some of which are based on wavelet, orthogonalization and neural…

Computational Engineering, Finance, and Science · Computer Science 2023-08-02 Negin Bagherpour , Abbas Mohammadiyan

Quantum advantage requires overcoming noise-induced degradation of quantum systems. Conventional methods for reducing noise such as error mitigation face scalability issues in deep circuits. Specifically, noise hampers the extraction of…

Quantum Physics · Physics 2023-12-05 Yonglong Ding , Ruyu Yang
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