相关论文: Stochastic Interpretation for the Arimoto Algorith…

Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…

The Quantum Approximate Optimization Algorithm (QAOA) is a general purpose quantum algorithm designed for combinatorial optimization. We analyze its expected performance and prove concentration properties at any constant level (number of…

We propose an IR for quantum computing that directly exposes quantum and classical data dependencies for the purpose of optimization. The Quantum Intermediate Representation for Optimization (QIRO) consists of two dialects, one input…

Higher-order networks with multiway interactions can exhibit collective dynamical phenomena that are absent in traditional pairwise network models. However, analyzing such dynamics becomes computationally prohibitive as their state space…

This paper presents a distributionally robust Q-Learning algorithm (DrQ) which leverages Wasserstein ambiguity sets to provide idealistic probabilistic out-of-sample safety guarantees during online learning. First, we follow past work by…

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

Quantum optimization algorithms are inherently probabilistic, yet they are most often used to search for a single high-quality solution. In this paper, we instead study hypergraph partitioning problems in which the desired output is itself…

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

In statistical mechanics, computing the partition function is generally difficult. An approximation method using a variational autoregressive network (VAN) has been proposed recently. This approach offers the advantage of directly…

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Quantum repeaters are envisioned to enable long-distance entanglement distribution. Analysis of quantum-repeater networks could hasten their realization by informing design decisions and research priorities. Determining derivatives of…

The autoregressive (AR) models are used to represent the time-varying random process in which output depends linearly on previous terms and a stochastic term (the innovation). In the classical version, the AR models are based on normal…

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Functional covariates are common in many medical, biodemographic, and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study…

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

In maximum-likelihood quantum state tomography, both the sample size and dimension grow exponentially with the number of qubits. It is therefore desirable to develop a stochastic first-order method, just like stochastic gradient descent for…

We generalize the generalized Arimoto-Blahut algorithm to a general function defined over Bregman-divergence system. In existing methods, when linear constraints are imposed, each iteration needs to solve a convex minimization. Exploiting…

Suppose we observe a geometrically ergodic semi-Markov process and have a parametric model for the transition distribution of the embedded Markov chain, for the conditional distribution of the inter-arrival times, or for both. The first two…

We consider a model of communication via a fully quantum jammer channel with quantum jammer, quantum sender and quantum receiver, which we dub quantum arbitrarily varying channel (QAVC). Restricting to finite dimensional user and jammer…

Extrapolation methods use the last few iterates of an optimization algorithm to produce a better estimate of the optimum. They were shown to achieve optimal convergence rates in a deterministic setting using simple gradient iterates. Here,…