Related papers: Improved extremal optimization for the Ising spin …
The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…
Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…
Equilibrium numerical data on the three dimensional bimodal interaction Ising spin glass up to size L=48 show that corrections to scaling, which are known to be strong, behave in a non-monotonic manner with size. Extrapolation to the…
The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…
We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…
We introduce a relax-and-round approach embedding the quantum approximate optimization algorithm (QAOA) with $p\geq 1$ layers. We show for many problems, including Sherrington-Kirkpatrick spin glasses, that at $p=1$, it is as accurate as…
Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…
We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithms for solving such problems. Of these, the first scheme…
Exceptional points (EPs) are special spectral degeneracies of non-Hermitian Hamiltonians governing the dynamics of open systems. At the EP two or more eigenvalues and the corresponding eigenstates coalesce. Recently, it has been proposed…
This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…
We use a constrained Monte Carlo technique to analyze ultrametric features of a 4 dimensional Edwards-Anderson spin glass with quenched couplings J=\pm 1. We find that in the large volume limit an ultrametric structure emerges quite clearly…
We give a quantum algorithm to exactly solve certain problems in combinatorial optimization, including weighted MAX-2-SAT as well as problems where the objective function is a weighted sum of products of Ising variables, all terms of the…
Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…
We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…
Finding the ground states of the Ising Hamiltonian [1] maps to various combinatorial optimization problems in biology, medicine, wireless communications, artificial intelligence, and social network. So far no efficient classical and quantum…
We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…
Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…
This paper introduces a novel numerical method for the inverse problem of electroencephalography(EEG). We pose the inverse EEG problem as an optimal control (OC) problem for Poisson's equation. The optimality conditions lead to a…