Related papers: Linear Regression Using Quantum Annealing with Con…
In the quest to reboot computing, quantum annealing (QA) is an interesting candidate for a new capability. While it has not demonstrated an advantage over classical computing on a real-world application, many important regions of the QA…
Quantile regression is a powerful data analysis tool that accommodates heterogeneous covariate-response relationships. We find that by coupling the asymmetric Laplace working likelihood with appropriate shrinkage priors, we can deliver…
This work focuses on developing a data-driven framework using Koopman operator theory for system identification and linearization of nonlinear systems for control. Our proposed method presents a deep learning framework with recursive…
We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions. All models under consideration are potentially misspecified and the dimension of regressors goes to infinity as the…
The Quadratic Unconstrained Binary Optimization (QUBO) problems are NP hard; thus, so far, there are no algorithms to solve them efficiently. There are exact methods like the Branch-and-Bound algorithm for smaller problems, and for larger…
Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…
Linear equations play a pivotal role in many areas of science and engineering, making efficient solutions to linear systems highly desirable. The development of quantum algorithms for solving linear systems has been a significant…
Quantum annealing aims at solving hard computational problems through adiabatic state preparation. Here, I propose to use inhomogeneous longitudinal magnetic fields to enhance the efficiency of the annealing. Such fields are able to bias…
Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…
Quantum annealers provide an effective framework for solving large-scale combinatorial optimization problems. This work presents a novel methodology for training Variational Quantum Algorithms (VQAs) by reformulating the parameter…
We propose a new scalable algorithm for holistic linear regression building on Bertsimas & King (2016). Specifically, we develop new theory to model significance and multicollinearity as lazy constraints rather than checking the conditions…
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…
Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…
We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can have non-negligible second-order biases. We derive a…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…
Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…
Boson sampling is one of the main quantum computation models to demonstrate the quantum computational advantage. However, this aim may be hard to realize considering two main kinds of noises, which are photon distinguishability and photon…
Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…
Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…