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Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…

We consider the problem of reconstructing a signal from noisy measurements in linear mixing systems. The reconstruction performance is usually quantified by standard error metrics such as squared error, whereas we consider any additive…

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…

The paper proposes an improved error-resilient Lempel-Ziv'77 (LZ'77) algorithm employing an adaptive amount of parity bits for error protection. It is a modified version of error resilient algorithm LZRS'77, proposed recently, which uses a…

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…

A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

We establish a Bernstein-type inequality for a class of stochastic processes that include the classical geometrically $\phi$-mixing processes, Rio's generalization of these processes, as well as many time-discrete dynamical systems. Modulo…

We consider the preconditioned conjugate gradient method (PCG) with optimal preconditioner in the frame of the boundary element method (BEM) for elliptic first-kind integral equations. Our adaptive algorithm steers the termination of PCG as…

We propose an algorithm for simultaneously detecting and locating changepoints in a time series, and a framework for predicting the distribution of the next point in the series. The kernel of the algorithm is a system of equations that…

In quantum mechanics, measuring the expectation value of a general observable has an inherent statistical uncertainty that is quantified by variance or mean squared error of measurement outcome. While the uncertainty can be reduced by…

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that noisy information about the gradients of the objective function is available via a stochastic first-order oracle (SFO). We…

The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…

Given a differentiable network architecture and loss function, we revisit optimizing the network's neurons in function space using Boosted Backpropagation (Grubb & Bagnell, 2010), in contrast to optimizing in parameter space. From this…

Two recent landmark experiments have performed Gaussian boson sampling (GBS) with a non-programmable linear interferometer and threshold detectors on up to 144 output modes (see Refs.~\onlinecite{zhong_quantum_2020,zhong2021phase}). Here we…

A new Lp-norm constraint least mean square (Lp-LMS) algorithm with new strategy of varying p is presented, which is applied to system identification in this letter. The parameter p is iteratively adjusted by the gradient method applied to…