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Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Although the Schr{\"o}dinger and Heisenberg pictures are equivalent formulations of quantum mechanics, simulations performed choosing one over the other can greatly impact the computational resources required to solve a problem. Here we…

Quantum Physics · Physics 2024-02-27 Dario Cilluffo , Nicola Lorenzoni , Martin B. Plenio

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

Methodology · Statistics 2015-06-22 Clément Gilavert , Saïd Moussaoui , Jérôme Idier

Gaussian Boson sampling (GBS) plays a crucially important role in demonstrating quantum advantage. As a major imperfection, the limited connectivity of the linear optical network weakens the quantum advantage result in recent experiments.…

Quantum Physics · Physics 2023-11-13 Tian-Yu Yang , Xiang-Bin Wang

We describe an efficient, scalable Gaussian boson sampler based on a classical description of squeezed quantum light and a deterministic model of single-photon detectors that click when the incident amplitude falls above a given threshold.…

Quantum Physics · Physics 2025-07-24 Sarvesh Raghuraman , Aditya Patwardhan , Brian La Cour

Scientists in quantum technology aspire to quantum advantage: a computational result unattainable with classical computers. Gaussian boson sampling experiment has been already claimed to achieve this goal. In this setup squeezed light…

Quantum Physics · Physics 2022-07-08 A. S. Popova , A. N. Rubtsov

We study the hardness of classically simulating Gaussian boson sampling at nonzero photon distinguishability. We find that similar to regular boson sampling, distinguishability causes exponential attenuation of the many-photon interference…

Quantum Physics · Physics 2020-07-08 Jelmer J. Renema

Gaussian boson sampling is a promising candidate for showing experimental quantum advantage. While there is evidence that noiseless Gaussian boson sampling is hard to efficiently simulate using a classical computer, the current Gaussian…

Quantum Physics · Physics 2024-09-24 Changhun Oh , Minzhao Liu , Yuri Alexeev , Bill Fefferman , Liang Jiang

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Local approximations are popular methods to scale Gaussian processes (GPs) to big data. Local approximations reduce time complexity by dividing the original dataset into subsets and training a local expert on each subset. Aggregating the…

Machine Learning · Computer Science 2022-02-10 Hamed Jalali , Martin Pawelczyk , Gjergji Kasneci

Gaussian boson sampling (GBS) is quantum sampling task in which one has to draw samples from the photon-number distribution of a large-dimensional nonclassical squeezed state of light. In an effort to make this task intractable for a…

Quantum Physics · Physics 2022-05-25 G. S. Thekkadath , S. Sempere-Llagostera , B. A. Bell , R. B. Patel , M. S. Kim , I. A. Walmsley
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