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Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…

Quantum Physics · Physics 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

Methodology · Statistics 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran

This note presents a proof that the non-tangential maximal function of the Ornstein-Uhlenbeck semigroup is bounded almost surely by the Gaussian Hardy-Littlewood maximal function. In particular this entails improvement on a result by Pineda…

Analysis of PDEs · Mathematics 2014-08-06 Jonas Teuwen

Suppose that the collection $\{e_i\}_{i=1}^m$ forms a frame for $\R^k$, where each entry of the vector $e_i$ is a sub-Gaussian random variable. We consider expansions in such a frame, which are then quantized using a Sigma-Delta scheme. We…

Information Theory · Computer Science 2013-06-20 Felix Krahmer , Rayan Saab , Özgür Yılmaz

We consider the 1D Expected Improvement optimization based on Gaussian processes having spectral densities converging to zero faster than exponentially. We give examples of problems where the optimization trajectory is not dense in the…

Optimization and Control · Mathematics 2012-12-18 Dmitry Yarotsky

The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian…

Probability · Mathematics 2013-11-15 Bikramjit Das , Sebastian Engelke , Enkelejd Hashorva

The effects of quantization and coding on the estimation quality of Gauss-Markov processes are considered, with a special attention to the Ornstein-Uhlenbeck process. Samples are acquired from the process, quantized, and then encoded for…

Information Theory · Computer Science 2021-06-23 Ahmed Arafa , Karim Banawan , Karim G. Seddik , H. Vincent Poor

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

We present a compressive quantum process tomography scheme that fully characterizes any rank-deficient completely-positive process with no a priori information about the process apart from the dimension of the system on which the process…

In this brief note we give an upper bound for $P(\tau_u < T)$ with $T>0$, where $\tau_u$ is the exit time defined as $\tau_u:=\inf \{ t\geq 0 \, : \, X_t\geq u \}$ and $(X_t)_{t\geq 0}$ is the fractional Ornstein-Uhlenbeck processes which…

Probability · Mathematics 2024-08-16 Wilson Cabanillas B

Assessment of practical quantum information processing (QIP) remains partial without understanding limits imposed by noise. Unfortunately, mere description of noise grows exponentially with system size, becoming cumbersome even for modest…

Quantum Physics · Physics 2024-08-14 Vikesh Siddhu , John Smolin

We discuss the statistical properties of a recently introduced unbiased stochastic approximation to the score equations for maximum likelihood calculation for Gaussian processes. Under certain conditions, including bounded condition number…

Applications · Statistics 2013-12-11 Michael L. Stein , Jie Chen , Mihai Anitescu

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Adaptive measurements were recently shown to significantly improve the performance of quantum state tomography. Utilizing information about the system for the on-line choice of optimal measurements allows to reach the ultimate bounds of…

In this work we study the topic of high-resolution adaptive sampling of a given deterministic signal and establish a connection with classic approaches to high-rate quantization. Specifically, we formulate solutions for the task of optimal…

Information Theory · Computer Science 2018-04-20 Yehuda Dar , Alfred M. Bruckstein

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…

Statistics Theory · Mathematics 2020-01-29 Sayar Karmakar , Wei Biao Wu