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We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). The algorithm extends Lightweight Metropolis-Hastings (LMH) by…

Artificial Intelligence · Computer Science 2015-05-07 David Tolpin , Jan Willem van de Meent , Brooks Paige , Frank Wood

In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…

Optimization and Control · Mathematics 2023-06-27 Álvaro Porras , Concepción Domínguez , Juan M. Morales , Salvador Pineda

Response-adaptive randomization has recently attracted a lot of attention in the literature. In this paper, we propose a new and simple family of response-adaptive randomization procedures that attain the Cramer--Rao lower bounds on the…

Statistics Theory · Mathematics 2009-08-25 Feifang Hu , Li-Xin Zhang , Xuming He

Constrained counting is important in domains ranging from artificial intelligence to software analysis. There are already a few approaches for counting models over various types of constraints. Recently, hashing-based approaches achieve…

Artificial Intelligence · Computer Science 2017-06-14 Cunjing Ge , Feifei Ma , Tian Liu , Jian Zhang

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

Computing the volume of a polytope in high dimensions is computationally challenging but has wide applications. Current state-of-the-art algorithms to compute such volumes rely on efficient sampling of a Gaussian distribution restricted to…

Computation · Statistics 2022-02-22 Augustin Chevallier , Frédéric Cazals , Paul Fearnhead

Trotter and linear-combination-of-unitary (LCU) are two popular Hamiltonian simulation methods. We propose Hamiltonian simulation algorithms using LCU to compensate Trotter error, which enjoy both of their advantages. By adding few gates…

Quantum Physics · Physics 2025-03-31 Pei Zeng , Jinzhao Sun , Liang Jiang , Qi Zhao

Model order reduction provides low-complexity high-fidelity surrogate models that allow rapid and accurate solutions of parametric differential equations. The development of reduced order models for parametric \emph{nonlinear} Hamiltonian…

Numerical Analysis · Mathematics 2024-09-30 Cecilia Pagliantini , Federico Vismara

Given the Hamiltonian, the evaluation of unitary operators has been at the heart of many quantum algorithms. Motivated by existing deterministic and random methods, we present a hybrid approach, where Hamiltonians with large amplitude are…

Quantum Physics · Physics 2021-09-17 Shi Jin , Xiantao Li

Hamiltonian simulation is a promising application for quantum computers to achieve a quantum advantage. We present classical algorithms based on tensor network methods to optimize quantum circuits for this task. We show that, compared to…

Quantum Physics · Physics 2023-06-05 Conor Mc Keever , Michael Lubasch

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Outcome probability estimation via classical methods is an important task for validating quantum computing devices. Outcome probabilities of any quantum circuit can be estimated using Monte Carlo sampling, where the amount of negativity…

Quantum Physics · Physics 2022-10-14 Nikolaos Koukoulekidis , Hyukjoon Kwon , Hyejung H. Jee , David Jennings , M. S. Kim

The adaptive perturbation chooses a non-standard decomposition. The Hamiltonian becomes a sum of solvable and perturbation parts. We calculate the spectrum using the adaptive perturbation method at the leading-order to compare to numerical…

Quantum Physics · Physics 2021-07-08 Chen-Te Ma

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators.…

Machine Learning · Computer Science 2019-05-21 David S. Greenberg , Marcel Nonnenmacher , Jakob H. Macke

We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…

Computation · Statistics 2016-08-26 Janne Mannseth , Tore Selland Kleppe , Hans J. Skaug

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…

Numerical Analysis · Mathematics 2011-04-14 Molei Tao , Houman Owhadi , Jerrold E. Marsden

The prevalence of variational methods in near-term quantum computing makes optimizer choice critical, yet selection is frequently intuition-based. We therefore present a systematic benchmark of eight classical optimization algorithms for…

Quantum Physics · Physics 2026-01-23 S. Illésová , V. Novák , T. Bezděk , C. Possel , M. Beseda

We develop Hybrid Monte Carlo (HMC) algorithms for constrained Hamiltonian systems of gauge- Higgs models and introduce a new observable for the constraint effective Higgs potential. We use an extension of the so-called Rattle algorithm to…

High Energy Physics - Lattice · Physics 2020-05-15 Michael Günther , Roman Höllwieser , Francesco Knechtli

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee