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We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the…

Machine Learning · Statistics 2026-02-25 Weichen Wu , Gen Li , Yuting Wei , Alessandro Rinaldo

The higher-order tensor renormalization group is a tensor-network method providing estimates for the partition function and thermodynamical observables of classical and quantum systems in thermal equilibrium. At every step of the iterative…

High Energy Physics - Lattice · Physics 2023-02-22 Jacques Bloch , Robert Lohmayer , Maximilian Meister , Michael Nunhofer

A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

Machine Learning · Statistics 2025-07-14 Xinming Wang , Simon Mak , John Miller , Jianguo Wu

In this paper, we propose test-time training with the quantum auto-encoder (QTTT). QTTT adapts to (1) data distribution shifts between training and testing data and (2) quantum circuit error by minimizing the self-supervised loss of the…

Quantum Physics · Physics 2024-11-12 Damien Jian , Yu-Chao Huang , Hsi-Sheng Goan

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Surrogate models are ubiquitously used in industry and academia to efficiently approximate given black box functions. As state-of-the-art methods from classical machine learning frequently struggle to solve this problem accurately for the…

In this work, we estimate the number of randomly selected elements of a tensor that with high probability guarantees local convergence of Riemannian gradient descent for tensor train completion. We derive a new bound for the orthogonal…

Numerical Analysis · Mathematics 2025-04-09 Stanislav Budzinskiy , Nikolai Zamarashkin

Tensor networks (TNs) enable compact representations of large tensors through shared parameters. Their use in probabilistic modeling is particularly appealing, as probabilistic tensor networks (PTNs) allow for tractable computation of…

Machine Learning · Computer Science 2025-10-02 Marawan Gamal Abdel Hameed , Guillaume Rabusseau

Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…

Machine Learning · Statistics 2022-03-18 Yuning Qiu , Guoxu Zhou , Qibin Zhao , Shengli Xie

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Soft Condensed Matter · Physics 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

Compiling quantum circuits into Clifford+$T$ gates is a central task for fault-tolerant quantum computing using stabilizer codes. In the near term, $T$ gates will dominate the cost of fault tolerant implementations, and any reduction in the…

Quantum Physics · Physics 2026-01-28 Daniele Lizzio Bosco , Lukasz Cincio , Giuseppe Serra , M. Cerezo

We establish the first general connection between the design of quantum algorithms and circuit lower bounds. Specifically, let $\mathfrak{C}$ be a class of polynomial-size concepts, and suppose that $\mathfrak{C}$ can be PAC-learned with…

Quantum Physics · Physics 2021-12-03 Srinivasan Arunachalam , Alex B. Grilo , Tom Gur , Igor C. Oliveira , Aarthi Sundaram

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT)…

Numerical Analysis · Mathematics 2016-09-20 Daniele Bigoni , Allan P. Engsig-Karup , Youssef M. Marzouk

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

The tensor-structured parametric analysis (TPA) has been recently developed for simulating and analysing stochastic behaviours of gene regulatory networks [Liao et. al., 2015]. The method employs the Fokker-Planck approximation of the…

Quantitative Methods · Quantitative Biology 2019-10-08 Shuohao Liao

Hamiltonian simulation on quantum computers is strongly constrained by gate counts, motivating techniques to reduce circuit depths. While tensor networks are natural competitors to quantum computers, we instead leverage them to support…

Quantum Physics · Physics 2025-06-04 Joe Gibbs , Lukasz Cincio

We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…

Trading and Market Microstructure · Quantitative Finance 2023-10-31 Tao Chen , Mike Ludkovski , Moritz Voß

Resource-efficient quantum state tomography is one of the key ingredients of future quantum technologies. In this work, we propose a new tomography protocol combining standard quantum state reconstruction methods with an attention-based…

Despite the predominant use of first-order methods for training deep learning models, second-order methods, and in particular, natural gradient methods, remain of interest because of their potential for accelerating training through the use…

Machine Learning · Computer Science 2021-12-23 Yi Ren , Donald Goldfarb