相关论文: Quantum Monte Carlo methods for Newsvendor problem…

Determinant Quantum Monte Carlo (DQMC) provides numerically exact solutions for strongly correlated fermionic systems but faces significant computational challenges with increasing system size. While submatrix updates were originally…

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Biopharmaceutical products, particularly monoclonal antibodies (mAbs), have gained prominence in the pharmaceutical market due to their high specificity and efficacy. As these products are projected to constitute a substantial portion of…

It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…

Quantum Machine Learning (QML) offers a new paradigm for addressing complex financial problems intractable for classical methods. This work specifically tackles the challenge of few-shot credit risk assessment, a critical issue in inclusive…

In quantum Monte Carlo (QMC) methods, energy estimators are calculated as the statistical average of the Markov chain sampling of energy estimator along with an associated statistical error. This error estimation is not straightforward and…

In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…

Detecting unseen ransomware is a critical cybersecurity challenge where classical machine learning often fails. While Quantum Machine Learning (QML) presents a potential alternative, its application is hindered by the dimensionality gap…

We can overcome uncertainty with uncertainty. Using randomness in our choices and in what we control, and hence in the decision making process, could potentially offset the uncertainty inherent in the environment and yield better outcomes.…

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

A central challenge in quantum information science and technology is achieving real-time estimation and feedforward control of quantum systems. This challenge is compounded by the inherent inhomogeneity of quantum resources, such as qubit…

Multi-sample, importance-weighted variational autoencoders (IWAE) give tighter bounds and more accurate uncertainty estimates than variational autoencoders (VAE) trained with a standard single-sample objective. However, IWAEs scale poorly:…

Breakthroughs in machine learning (ML) and advances in quantum computing (QC) drive the interdisciplinary field of quantum machine learning to new levels. However, due to the susceptibility of ML models to adversarial attacks, practical use…

Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing has emerged as a particularly powerful approach,…

Uncertainty quantification (UQ) techniques are frequently used to ascertain output variability in systems with parametric uncertainty. Traditional algorithms for UQ are either system-agnostic and slow (such as Monte Carlo) or fast with…

Robust estimation for modern portfolio selection on a large set of assets becomes more important due to large deviation of empirical inference on big data. We propose a distributionally robust methodology for high-dimensional mean-variance…