Related papers: Mirror subspace diagonalization: A quantum Krylov …
We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…
This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…
Quantum technologies offer a promising route to the efficient sampling and analysis of stochastic processes, with potential applications across the sciences. Such quantum advantages rely on the preparation of a quantum sample state of the…
We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$…
Molecular simulations produce very high-dimensional data-sets with millions of data points. As analysis methods are often unable to cope with so many dimensions, it is common to use dimensionality reduction and clustering methods to reach a…
Matrix ellipsoids provide a standard framework for representing bounded uncertainties in data-driven control. Since noise models for sequential observations are naturally represented as the Minkowski sum of multiple matrix ellipsoids,…
In this work, we propose a quantum-mechanically measurable basis for the computation of spread complexity. Current literature focuses on computing different powers of the Hamiltonian to construct a basis for the Krylov state space and the…
This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…
Dynamic Mode Decomposition (DMD) is a data-driven method for approximating the spatiotemporal modes of a system. The eigenvectors and eigenvalues of the system are approximated from a series of time-snapshots of the state variables. The…
Energy spectroscopy is a powerful tool with diverse applications across various disciplines. The advent of programmable digital quantum simulators opens new possibilities for conducting spectroscopy on various models using a single device.…
Inverse problems defined on the sphere arise in many fields, including seismology and cosmology where problems are defined on the globe and the cosmic sphere. These are generally high-dimensional and computationally very complex and, as a…
In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
This paper presents two new augmented flexible (AF)-Krylov subspace methods, AF-GMRES and AF-LSQR, to compute solutions of large-scale linear discrete ill-posed problems that can be modeled as the sum of two independent random variables,…
We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…
In this paper, we present a new stochastic algorithm, namely the stochastic block mirror descent (SBMD) method for solving large-scale nonsmooth and stochastic optimization problems. The basic idea of this algorithm is to incorporate the…
The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…
In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combined with a basis compression procedure based on rational…
Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…