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Given a graphical model (GM), computing its partition function is the most essential inference task, but it is computationally intractable in general. To address the issue, iterative approximation algorithms exploring certain local…

机器学习 · 计算机科学 2019-05-15 Sejun Park , Eunho Yang , Se-Young Yun , Jinwoo Shin

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

统计计算 · 统计学 2018-10-09 Yawen Guan , Murali Haran

In this paper, we present a coded computation (CC) scheme for distributed computation of the inference phase of machine learning (ML) tasks, specifically, the task of image classification. Building upon Agrawal et al.~2022, the proposed…

分布式、并行与集群计算 · 计算机科学 2023-07-12 Jiepeng Tang , Navneet Agrawal , Slawomir Stanczak , Jingge Zhu

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

统计理论 · 数学 2009-04-01 Christophe Andrieu , Gareth O. Roberts

Evaluating the expectation of a quantum circuit is a classically difficult problem known as the quantum mean value problem (QMV). It is used to optimize the quantum approximate optimization algorithm and other variational quantum…

量子物理 · 物理学 2022-05-25 David Joseph , Antonio J. Martinez , Cong Ling , Florian Mintert

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

Quantum computing has recently exhibited great potentials in predicting chemical properties for various applications in drug discovery, material design, and catalyst optimization. Progress has been made in simulating small molecules, such…

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…

最优化与控制 · 数学 2022-11-16 Pablo Krupa , Daniel Limon , Alberto Bemporad , Teodoro Alamo

The application of near-term quantum devices to machine learning (ML) has attracted much attention. In one such attempt, Mitarai et al. (2018) proposed a framework to use a quantum circuit for supervised ML tasks, which is called quantum…

量子物理 · 物理学 2021-12-14 Naoko Koide-Majima , Kei Majima

The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

数值分析 · 数学 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…

数值分析 · 数学 2013-10-22 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

机器学习 · 计算机科学 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

The efficient preparation of input distributions is an important problem in obtaining quantum advantage in a wide range of domains. We propose a novel quantum algorithm for the efficient preparation of arbitrary normal distributions in…

量子物理 · 物理学 2021-12-30 Arthur G. Rattew , Yue Sun , Pierre Minssen , Marco Pistoia

We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…

数值分析 · 数学 2021-10-07 Tony Lelièvre , Gabriel Stoltz , Wei Zhang

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

量子物理 · 物理学 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

We propose a methodology for computing single and multi-asset European option prices, and more generally expectations of scalar functions of (multivariate) random variables. This new approach combines the ability of Monte Carlo simulation…

计算金融 · 定量金融 2019-10-21 Damir Filipović , Kathrin Glau , Yuji Nakatsukasa , Francesco Statti

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

统计计算 · 统计学 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

With the development of low order scaling methods for performing Kohn-Sham Density Functional Theory, it is now possible to perform fully quantum mechanical calculations of systems containing tens of thousands of atoms. However, with an…

化学物理 · 物理学 2020-04-03 William Dawson , Stephan Mohr , Laura E. Ratcliff , Takahito Nakajima , Luigi Genovese

We present a novel method for reducing the computational complexity of rigorously estimating the partition functions (normalizing constants) of Gibbs (Boltzmann) distributions, which arise ubiquitously in probabilistic graphical models. A…

机器学习 · 统计学 2021-11-16 Shahrzad Haddadan , Yue Zhuang , Cyrus Cousins , Eli Upfal

We present a novel multi-scale embedding scheme that links conventional QM/MM embedding and bootstrap embedding (BE) to allow simulations of large chemical systems on limited quantum devices. We also propose a mixed-basis BE scheme that…