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We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…

Methodology · Statistics 2022-01-11 Rahul Mazumder , Peter Radchenko , Antoine Dedieu

We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…

Optimization and Control · Mathematics 2020-09-22 Eduard Gorbunov , Pavel Dvurechensky , Alexander Gasnikov

Extensive studies have shown that deep learning models are vulnerable to adversarial and natural noises, yet little is known about model robustness on noises caused by different system implementations. In this paper, we for the first time…

Machine Learning · Computer Science 2023-07-04 Yan Wang , Yuhang Li , Ruihao Gong , Aishan Liu , Yanfei Wang , Jian Hu , Yongqiang Yao , Yunchen Zhang , Tianzi Xiao , Fengwei Yu , Xianglong Liu

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that…

Machine Learning · Statistics 2018-01-15 Osonde Osoba , Bart Kosko

Quantum computing has been moving from a theoretical phase to practical one, presenting daunting challenges in implementing physical qubits, which are subjected to noises from the surrounding environment. These quantum noises are ubiquitous…

Parameter estimation is of fundamental importance in areas from atomic spectroscopy and atomic clocks to gravitational wave detection. Entangled probes provide a significant precision gain over classical strategies in the absence of noise.…

Quantum Physics · Physics 2013-10-28 R. Chaves , J. B. Brask , M. Markiewicz , J. Kolodynski , A. Acin

Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…

Data Analysis, Statistics and Probability · Physics 2009-11-13 David Kleinhans , Rudolf Friedrich , Matthias Waechter , Joachim Peinke

We propose a black-box approach to reducing large semidefinite programs to a set of smaller semidefinite programs by projecting to random linear subspaces. We evaluate our method on a set of polynomial optimization problems, demonstrating…

Optimization and Control · Mathematics 2025-09-17 Etienne Buehrle , Christoph Stiller

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

Assessment of practical quantum information processing (QIP) remains partial without understanding limits imposed by noise. Unfortunately, mere description of noise grows exponentially with system size, becoming cumbersome even for modest…

Quantum Physics · Physics 2024-08-14 Vikesh Siddhu , John Smolin

Randomized measurements are increasingly appreciated as powerful tools to estimate properties of quantum systems, e.g., in the characterization of hybrid classical-quantum computation. On many platforms they constitute natively accessible…

Quantum Physics · Physics 2024-03-08 E. Onorati , J. Kitzinger , J. Helsen , M. Ioannou , A. H. Werner , I. Roth , J. Eisert

This paper introduces two new algorithms to accurately estimate the process noise covariance of a discrete-time Kalman filter online for robust orbit determination in the presence of dynamics model uncertainties. Common orbit determination…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Nathan Stacey , Simone D'Amico

Noise in quantum information processing is often viewed as a disruptive and difficult-to-avoid feature, especially in near-term quantum technologies. However, noise has often played beneficial roles, from enhancing weak signals in…

Quantum Physics · Physics 2021-06-02 Yuxuan Du , Min-Hsiu Hsieh , Tongliang Liu , Dacheng Tao , Nana Liu

Measurements are a vital part of any quantum computation, whether as a final step to retrieve results, as an intermediate step to inform subsequent operations, or as part of the computation itself (as in measurement-based quantum…

Quantum Physics · Physics 2023-04-14 Stefanie J. Beale , Joel J. Wallman

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Signal to noise ratio is key to any measurement. Recent progress in semi/super-conductor technology have pushed the signal detection sensitivity to the ultimate quantum level, but the noise issue remains largely untouched and, in many…

Quantum Physics · Physics 2025-02-13 Yu-Ping Huang , Yongxiang Hu

This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MADS) method originally developed for deterministic blackbox optimization under…

Optimization and Control · Mathematics 2022-07-29 Kwassi Joseph Dzahini , Michael Kokkolaras , Sébastien Le Digabel

This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

A common approach for minimizing a smooth nonlinear function is to employ finite-difference approximations to the gradient. While this can be easily performed when no error is present within the function evaluations, when the function is…

Optimization and Control · Mathematics 2022-03-24 Hao-Jun Michael Shi , Yuchen Xie , Melody Qiming Xuan , Jorge Nocedal
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