相关论文: Quantum Data Fitting Algorithm for Non-sparse Matr…
Quantum algorithms for estimating the eigenvalues of matrices, including the phase estimation algorithm, serve as core subroutines in a wide range of quantum algorithms, including those in quantum chemistry and quantum machine learning. The…
Quantum phase estimation (QPE) is one of the core algorithms for quantum computing. It has been extensively studied and applied in a variety of quantum applications such as the Shor's factoring algorithm, quantum sampling algorithms and the…
An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…
We propose quantum subroutines for the simplex method that avoid classical computation of the basis inverse. We show how to quantize all steps of the simplex algorithm, including checking optimality, unboundedness, and identifying a pivot…
We study quantum algorithms for approximating Lasserre's hierarchy values for polynomial optimization. Let $f,g_1,\ldots,g_m$ be real polynomials in $n$ variables and $f^\star$ the infimum of $f$ over the semialgebraic set $S(g)=\{x:…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
Partial differential equations (PDEs) are fundamental across numerous scientific fields. As these problems scale to high dimensions, classical numerical schemes introduce severe computational bottlenecks, known as the curse of…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
We give a quantum algorithm for solving semidefinite programs (SDPs). It has worst-case running time $n^{\frac{1}{2}} m^{\frac{1}{2}} s^2 \text{poly}(\log(n), \log(m), R, r, 1/\delta)$, with $n$ and $s$ the dimension and row-sparsity of the…
A good measure of similarity between data points is crucial to many tasks in machine learning. Similarity and metric learning methods learn such measures automatically from data, but they do not scale well respect to the dimensionality of…
In this work, we study a variant of nonnegative matrix factorization where we wish to find a symmetric factorization of a given input matrix into a sparse, Boolean matrix. Formally speaking, given $\mathbf{M}\in\mathbb{Z}^{m\times m}$, we…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
We describe a quantum algorithm for preparing states that encode solutions of non-homogeneous linear partial differential equations. The algorithm is a continuous-variable version of matrix inversion: it efficiently inverts differential…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
Machine learning algorithms perform well on identifying patterns in many different datasets due to their versatility. However, as one increases the size of the dataset, the computation time for training and using these statistical models…
Large-scale eigenvalue computations on sparse matrices are a key component of graph analytics techniques based on spectral methods. In such applications, an exhaustive computation of all eigenvalues and eigenvectors is impractical and…
Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…
We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…