Related papers: Stochastic Estimation with $Z_2$ Noise
Gauss-Newton methods and their stochastic version have been widely used in machine learning and signal processing. Their nonsmooth counterparts, modified Gauss-Newton or prox-linear algorithms, can lead to contrasting outcomes when compared…
Grover's quantum algorithm improves any classical search algorithm. We show how random Gaussian noise at each step of the algorithm can be modelled easily because of the exact recursion formulas available for computing the quantum amplitude…
The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…
Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…
The Gauss law needs to be imposed on quantum states to guarantee gauge invariance when one studies gauge theory in hamiltonian formalism. In this work, we propose an efficient variational method based on the matrix product ansatz for a Z_2…
We introduce two methods for estimating the density matrix for a quantum system: Quantum Maximum Likelihood and Quantum Variational Inference. In these methods, we construct a variational family to model the density matrix of a mixed…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…
We determine to order alpha^3 in the quenched approximation the so-called residual mass in the lattice regularisation of the Heavy Quark Effective Theory. We follow a gauge-invariant strategy which exploits the fact that this mass term…
In this article, based on some simple and reasonable assumptions, we derive a Gaussian noise model for quantum amplitude estimation. We provide results from quantum amplitude estimation run on various IBM superconducting quantum computers…
We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…
Polarisation amplitude estimation is affected by a positive noise bias, particularly important in regions with low signal-to-noise ratio (SNR). We present a new approach to correct for this bias in the case there is additional information…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
We propose quantum algorithms, purely quantum in nature, for calculating the determinant and inverse of an $(N-1)\times (N-1)$ matrix (depth is $O(N^2\log N)$) which is a simple modification of the algorithm for calculating the determinant…
We present a comparison between various algorithms of inference of covariance and precision matrices in small datasets of real vectors, of the typical length and dimension of human brain activity time series retrieved by functional Magnetic…
We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…
We discuss all-to-all quark propagator techniques in two (related) contexts within Lattice QCD: the computation of closed quark propagators, and applications to the so-called "eye diagrams" appearing in the computation of non-leptonic kaon…
Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…
One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed non-perturbatively. Lattice quantum chromodynamics (QCD)…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…
We study the problem of estimating a large, low-rank matrix corrupted by additive noise of unknown covariance, assuming one has access to additional side information in the form of noise-only measurements. We study the Whiten-Shrink-reColor…