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We introduce the Vector Fitting algorithm for the creation of reduced-order models from the sampled response of a linear time-invariant system. This data-driven approach to reduction is particularly useful when the system under modeling is…

Computational Physics · Physics 2019-08-27 Piero Triverio

There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles inside a large ensemble of identical…

Mathematical Physics · Physics 2022-05-03 Vassili N. Kolokoltsov

The implementation of optimal statistical inference protocols for high-dimensional quantum systems is often computationally expensive. To avoid the difficulties associated with optimal techniques, here I propose an alternative approach to…

Quantum Physics · Physics 2015-12-23 Mankei Tsang

The translation of Grover's search algorithm from its standard version, designed for implementation on a single quantum system amenable to projective measurements, into one suitable for an ensemble of quantum computers, whose outputs are…

Quantum Physics · Physics 2009-11-07 David Collins

Particle filters have, in recent years, been found to perform well in highly nonlinear problems as well as in estimation of parameters. However, there is still the problem of particle degeneracy in particle filters which has led to the…

Optimization and Control · Mathematics 2022-11-08 David Angwenyi

Quantum state estimation, based on the numerical integration of stochastic master equations (SMEs), provides estimates for the evolution of quantum systems subject to continuous weak measurements. The approach is similar to classical state…

Quantum Physics · Physics 2022-02-02 Jason F Ralph , Simon Maskell , Michael Ransom , Hendrik Ulbricht

Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…

Methodology · Statistics 2014-07-09 Mamatha Venugopal , Ram Mohan Vasu , Debasish Roy

The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…

We consider the problem of continuous quantum error correction from a Bayesian perspective, proposing a pair of digital filters using logarithmic probabilities that are able to achieve near-optimal performance on a three-qubit bit-flip…

Quantum Physics · Physics 2022-04-20 Ian Convy , K. Birgitta Whaley

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

The quest for improved sampling methods to solve statistical mechanics problems of physical and chemical interest proceeds with renewed efforts since the invention of the Metropolis algorithm, in 1953. In particular, the understanding of…

Quantum Physics · Physics 2021-08-27 Guglielmo Mazzola

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

With the aim of establishing a framework to efficiently perform the practical application of quantum chemistry simulation on near-term quantum devices, we envision a hybrid quantum--classical framework for leveraging problem decomposition…

To minimize the average of a set of log-convex functions, the stochastic Newton method iteratively updates its estimate using subsampled versions of the full objective's gradient and Hessian. We contextualize this optimization problem as…

Machine Learning · Statistics 2023-08-22 Michael C. Burkhart

In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Maria Cruz Varona , Raphael Gebhart , Julian Suk , Boris Lohmann

We present the Reduced Operator Approximation: a simple, physically transparent and computationally efficient method of modelling open quantum systems. It employs the Heisenberg picture of the quantum dynamics, which allows us to focus on…

Quantum Physics · Physics 2015-08-06 Agnieszka Werpachowska

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained…

Optimization and Control · Mathematics 2022-07-18 Olle Kjellqvist , Anders Rantzer

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Born-rule generative modeling, a central task in quantum machine learning, seeks to learn probability distributions that can be efficiently sampled by measuring complex quantum states. One hope is for quantum models to efficiently capture…

Quantum Physics · Physics 2025-12-03 Mark M. Wilde