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Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…

Computation · Statistics 2025-12-17 Clémentine Chazal , Heishiro Kanagawa , Zheyang Shen , Anna Korba , Chris. J. Oates

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

We explore the use of policy gradient methods in reinforcement learning for quantum control via energy landscape shaping of XX-Heisenberg spin chains in a model agnostic fashion. Their performance is compared to finding controllers using…

Quantum Physics · Physics 2022-07-19 I. Khalid , C. A. Weidner , E. A. Jonckheere , S. G. Schirmer , F. C. Langbein

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…

Optimization and Control · Mathematics 2020-09-01 Tianyi Lin , Chenyou Fan , Mengdi Wang , Michael I. Jordan

In this paper we generalize the estimation-control duality that exists in the linear-quadratic-Gaussian setting. We extend this duality to maximum a posteriori estimation of the system's state, where the measurement and dynamical system…

Optimization and Control · Mathematics 2016-07-12 Robert Bassett , Michael Casey , Roger J-B Wets

We derive a policy gradient theorem for Cumulative Prospect Theory (CPT) objectives in finite-horizon Reinforcement Learning (RL), generalizing the standard policy gradient theorem and encompassing distortion-based risk objectives as…

Machine Learning · Computer Science 2026-02-18 Olivier Lepel , Anas Barakat

We describe a slightly sub-exponential time algorithm for learning parity functions in the presence of random classification noise. This results in a polynomial-time algorithm for the case of parity functions that depend on only the first…

Machine Learning · Computer Science 2007-05-23 Avrim Blum , Adam Kalai , Hal Wasserman

We study the query complexity of sampling from high-dimensional Gaussian distributions using gradient information. In the standard oracle model, exact gradients expose only matrix-vector products with the precision matrix, leading to…

Data Structures and Algorithms · Computer Science 2026-05-28 Jingbo Liu

Label noise may affect the generalization of classifiers, and the effective learning of main patterns from samples with noisy labels is an important challenge. Recent studies have shown that deep neural networks tend to prioritize the…

Machine Learning · Computer Science 2019-12-06 Yi Sun , Yan Tian , Yiping Xu , Jianxiang Li

Implementation of logical entangling gates is an important step towards realizing a quantum computer. We use a gradient-based optimization approach to find single-qubit rotations which can be interleaved between applications of a noisy…

Quantum Physics · Physics 2018-06-28 Arman A. Setser , Michael H. Goerz , Jason P. Kestner

We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…

Mathematical Physics · Physics 2009-12-16 Piotr Garbaczewski

Recently, it has been shown that the Stochastic Gradient Bandit (SGB) algorithm converges to a globally optimal policy with a constant learning rate. However, these guarantees rely on unrealistic assumptions about the learning process,…

Machine Learning · Computer Science 2026-05-11 Leonardo Cesani , Matteo Papini , Marcello Restelli

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

We consider the stabilization of Vlasov--Poisson plasma dynamics, a central control problem in nuclear fusion. Our focus is the gap between what an ideal controller would use and what experiments can actually observe: while optimal policy…

Machine Learning · Computer Science 2026-05-07 Xiaofan Xia , Qin Li , Wenlong Mou

We provide a technique to obtain provably optimal control sequences for quantum systems under the influence of time-correlated multiplicative control noise. Utilizing the circuit-level noise model introduced in [Phys. Rev. Research 3,…

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

This paper investigates the impact of control field noise on the optimal manipulation of quantum dynamics. Simulations are performed on several multilevel quantum systems with the goal of population transfer in the presence of significant…

Chemical Physics · Physics 2009-11-11 Feng Shuang , Herschel Rabitz

If the magnetic field caused by a magnetic dipole is measured, the electrical conductivity of the subsurface can be determined by solving the inverse problem. For this problem a form of regularisation is required as the forward model is…

Geophysics · Physics 2022-11-24 Wouter Deleersnyder , David Dudal , Benjamin Maveau , Marieke Paepen

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

Methodology · Statistics 2026-01-12 Kaiyuan Zhou , Xiaoyu Zhang , Wenyang Zhang , Di Wang

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie