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In this paper, a new data-adaptive method, called DAIS (Data Adaptive ISolation), is introduced for the estimation of the number and the location of change-points in a given data sequence. The proposed method can detect changes in various…

Methodology · Statistics 2025-06-24 Andreas Anastasiou , Sophia Loizidou

Image processing is one of the most promising applications for quantum machine learning (QML). Quanvolutional Neural Networks with non-trainable parameters are the preferred solution to run on current and near future quantum devices. The…

Quantum Physics · Physics 2024-10-10 Daniele Lizzio Bosco , Beatrice Portelli , Giuseppe Serra

We investigate the feasibility of integrating quantum algorithms as subroutines of simulation-based optimisation problems with relevance to and potential applications in mathematical finance. To this end, we conduct a thorough analysis of…

Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation, but are not fully differentiable due to the use of Metropolis-Hastings correction steps. Differentiability is a…

Machine Learning · Statistics 2021-10-28 Guodong Zhang , Kyle Hsu , Jianing Li , Chelsea Finn , Roger Grosse

For spin rotational symmetric models with a positive-definite high-temperature expansion of the partition function, a stochastic sampling of the series expansion upon partial resummation becomes logically equivalent to sampling an…

Strongly Correlated Electrons · Physics 2022-09-01 Nisheeta Desai , Sumiran Pujari

In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…

Machine Learning · Computer Science 2024-04-03 Marzieh Ajirak , Daniel Waxman , Fernando Llorente , Petar M. Djuric

The adaptive multi-channel method is applied to derive probability distributions from data samples. Moreover, an explicit algorithm is introduced, for which both the channel weights and the channels themselves are adaptive, and which can be…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. van Hameren

We present a generic path-dependent importance sampling algorithm where the Girsanov induced change of probability on the path space is represented by a sequence of neural networks taking the past of the trajectory as an input. At each…

Computational Finance · Quantitative Finance 2020-07-08 Benjamin Virrion

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing…

Machine Learning · Computer Science 2023-09-12 Jed A. Duersch

Quantum Annealing (QA) was originally intended for accelerating the solution of combinatorial optimization tasks that have natural encodings as Ising models. However, recent experiments on QA hardware platforms have demonstrated that, in…

Quantum Physics · Physics 2022-08-17 Jon Nelson , Marc Vuffray , Andrey Y. Lokhov , Tameem Albash , Carleton Coffrin

We introduce a novel Bayesian phase estimation technique based on adaptive grid refinement method. This method automatically chooses the number particles needed for accurate phase estimation using grid refinement and cell merging strategies…

Quantum Physics · Physics 2020-09-18 Ramakrishna Tipireddy , Nathan Wiebe

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

Kernel matrices (e.g. Gram or similarity matrices) are essential for many state-of-the-art approaches to classification, clustering, and dimensionality reduction. For large datasets, the cost of forming and factoring such kernel matrices…

Machine Learning · Statistics 2015-05-21 Raajen Patel , Thomas A. Goldstein , Eva L. Dyer , Azalia Mirhoseini , Richard G. Baraniuk

An importance sampling method based on Generalized Feynman-Kac method has been used to calculate the mean values of quantum observables from quantum correlation functions for many body systems both at zero and finite temperature.…

Quantum Physics · Physics 2023-01-11 Sumita Datta

Analytic continuation of imaginary time or frequency data to the real axis is a crucial step in extracting dynamical properties from quantum Monte Carlo simulations. The average spectrum method provides an elegant solution by integrating…

Computational Physics · Physics 2020-07-15 Khaldoon Ghanem , Erik Koch

Correlation alignment (CORAL), a representative domain adaptation (DA) algorithm, decorrelates and aligns a labelled source domain dataset to an unlabelled target domain dataset to minimize the domain shift such that a classifier can be…

Quantum Physics · Physics 2021-06-04 Xi He

Intrusion Detection Systems (IDSs) must maintain high detection sensitivity while operating under strict false-positive constraints, a challenge intensified by class imbalance and heterogeneous IoT traffic. This work investigates whether…

Quantum Physics · Physics 2026-05-29 Ritvik Bhatnagar , Nouhaila Innan , Angel Arul Jothi J. , Muhammad Shafique

In this paper, we study the efficient numerical integration of functions with sharp gradients and cusps. An adaptive integration algorithm is presented that systematically improves the accuracy of the integration of a set of functions. The…

Numerical Analysis · Mathematics 2021-11-09 S. E. Mousavi , J. E. Pask , N. Sukumar

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

Automated active space selection is arguably one of the most challenging and essential aspects of multiconfigurational methods. In this work we propose an effective quantum information-assisted complete active space optimization (QICAS)…

Quantum Physics · Physics 2024-09-19 Lexin Ding , Stefan Knecht , Christian Schilling