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We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Optimization and Control · Mathematics 2023-02-07 Florian Beiser , Brendan Keith , Simon Urbainczyk , Barbara Wohlmuth

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

Computation · Statistics 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Optimization and Control · Mathematics 2025-02-17 Sandra Pieraccini , Tommaso Vanzan

We propose a variational alternative to the Trotter-Suzuki decomposition that provides greater control over errors while preserving the unitary structure of time evolution. The variational parameters in our ansatz are derived from a global…

Quantum Physics · Physics 2025-11-20 Ibsal Assi , Michael Vogl , Meenu Kumari , J. P. F. LeBlanc

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…

Methodology · Statistics 2023-03-21 Yash Nair , Lucas Janson

This paper proposes an adaptive neural-compilation framework to address the problem of efficient program learning. Traditional code optimisation strategies used in compilers are based on applying pre-specified set of transformations that…

Artificial Intelligence · Computer Science 2016-05-27 Rudy Bunel , Alban Desmaison , Pushmeet Kohli , Philip H. S. Torr , M. Pawan Kumar

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

Randomized compiling (RC) is an efficient method for tailoring arbitrary Markovian errors into stochastic Pauli channels. However, the standard procedure for implementing the protocol in software comes with a large experimental overhead --…

Digital quantum simulation relies on Trotterization to discretize time evolution into elementary quantum gates. On current quantum processors with notable gate imperfections, there is a critical tradeoff between improved accuracy for finer…

Quantum Physics · Physics 2024-07-09 Hongzheng Zhao , Marin Bukov , Markus Heyl , Roderich Moessner

We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Computation · Statistics 2008-01-15 P. Giordani , R. Kohn

Hamiltonian simulation is believed to be one of the first tasks where quantum computers can yield a quantum advantage. One of the most popular methods of Hamiltonian simulation is Trotterization, which makes use of the approximation…

Quantum Physics · Physics 2023-11-09 Lea M. Trenkwalder , Eleanor Scerri , Thomas E. O'Brien , Vedran Dunjko

Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…

Machine Learning · Computer Science 2023-08-16 Ethan Che , Hongseok Namkoong

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

Hamiltonian simulation is known to be one of the fundamental building blocks of a variety of quantum algorithms such as its most immediate application, that of simulating many-body systems to extract their physical properties. In this work,…

Quantum Physics · Physics 2024-06-21 Kouhei Nakaji , Mohsen Bagherimehrab , Alan Aspuru-Guzik

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Computation · Statistics 2021-03-10 Topi Paananen , Juho Piironen , Paul-Christian Bürkner , Aki Vehtari

Iterative compilation is a widely adopted technique to optimize programs for different constraints such as performance, code size and power consumption in rapidly evolving hardware and software environments. However, in case of statically…

Programming Languages · Computer Science 2014-07-16 Lianjie Luo , Yang Chen , Chengyong Wu , Shun Long , Grigori Fursin

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang