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We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman

The objective of this article is to study the asymptotic behavior of a new particle filtering approach in the context of hidden Markov models (HMMs). In particular, we develop an algorithm where the latent-state sequence is segmented into…

Statistics Theory · Mathematics 2014-09-16 Hock Peng Chan , Chiang Wee Heng , Ajay Jasra

A crucial task to obtain optimal and reliable quantum devices is to quantify their overall performance. The average fidelity of quantum gates is a particular figure of merit that can be estimated efficiently by Randomized Benchmarking (RB).…

Quantum Physics · Physics 2024-05-01 Pedro Figueroa-Romero , Miha Papič , Adrian Auer , Min-Hsiu Hsieh , Kavan Modi , Inés de Vega

We study the complexity of reductions for weighted reachability in parametric Markov decision processes. That is, we say a state p is never worse than q if for all valuations of the polynomial indeterminates it is the case that the maximal…

Logic in Computer Science · Computer Science 2023-05-11 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

Any reasonable measure of distinguishability of quantum states must satisfy a data processing inequality, that is, it must not increase under the action of a quantum channel. We can ask about the proportion of information lost or preserved…

Quantum Physics · Physics 2025-10-15 Shreyas Iyer , Peixue Wu , Paula Belzig , Graeme Smith

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy…

Machine Learning · Statistics 2020-10-16 Jackson Gorham , Lester Mackey

The popular qubit framework has dominated recent work on quantum kernel machine learning, with results characterising expressivity, learnability and generalisation. As yet, there is no comparative framework to understand these concepts for…

Quantum Physics · Physics 2024-12-18 Laura J. Henderson , Rishi Goel , Sally Shrapnel

Quantum machine learning is a growing research field that aims to perform machine learning tasks assisted by a quantum computer. Kernel-based quantum machine learning models are paradigmatic examples where the kernel involves quantum…

Quantum Physics · Physics 2023-02-06 Diego Tancara , Hossein T. Dinani , Ariel Norambuena , Felipe F. Fanchini , Raúl Coto

Let $(X_t)_{t = 0 }^{\infty}$ be an irreducible reversible discrete time Markov chain on a finite state space $\Omega $. Denote its transition matrix by $P$. To avoid periodicity issues (and thus ensuring convergence to equilibrium) one…

Probability · Mathematics 2018-01-29 Jonathan Hermon , Yuval Peres

Methods derived from the generalized quantum master equation (GQME) framework have provided the basis for elucidating energy and charge transfer in systems ranging from molecular solids to photosynthetic complexes. Recently, the…

Chemical Physics · Physics 2019-07-24 William C. Pfalzgraff , Andrés Montoya Castillo , Aaron Kelly , Thomas E. Markland

Let $(X_t)$ be a discrete time Markov chain on a general state space. It is well-known that if $(X_t)$ is aperiodic and satisfies a drift and minorization condition, then it converges to its stationary distribution $\pi$ at an exponential…

Probability · Mathematics 2019-08-20 Daniel C. Jerison

The dual tasks of quantum Hamiltonian learning and quantum Gibbs sampling are relevant to many important problems in physics and chemistry. In the low temperature regime, algorithms for these tasks often suffer from intractabilities, for…

By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inference problems that yield non-standard posterior…

Computation · Statistics 2021-05-27 Peter L Green , Robert E Moore , Ryan J Jackson , Jinglai Li , Simon Maskell

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…

Probability · Mathematics 2012-01-24 Mykhaylo Shkolnikov

This work presents a nonparametric framework for dissipativity learning in reproducing kernel Hilbert spaces, which enables data-driven certification of stability and performance properties for unknown nonlinear systems without requiring an…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Xiuzhen Ye , Wentao Tang

We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test…

Information Theory · Computer Science 2021-02-08 Shengyu Zhu , Biao Chen , Zhitang Chen , Pengfei Yang

This paper investigates stochastic nondeterminism on continuous state spaces by relating nondeterministic kernels and stochastic effectivity functions to each other. Nondeterministic kernels are functions assigning each state a set o…

Logic in Computer Science · Computer Science 2015-07-07 Ernst-Erich Doberkat , Pedro Sánchez Terraf

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

Probability · Mathematics 2009-09-29 Gareth O. Roberts , Jeffrey S. Rosenthal

Involutive MCMC is a unifying mathematical construction for MCMC kernels that generalizes many classic and state-of-the-art MCMC algorithms, from reversible jump MCMC to kernels based on deep neural networks. But as with MCMC samplers more…

Computation · Statistics 2020-07-22 Marco Cusumano-Towner , Alexander K. Lew , Vikash K. Mansinghka

We propose a nonparametric two-sample test procedure based on Maximum Mean Discrepancy (MMD) for testing the hypothesis that two samples of functions have the same underlying distribution, using kernels defined on function spaces. This…

Statistics Theory · Mathematics 2020-10-20 George Wynne , Andrew B. Duncan