Run-times of quantum algorithms are often studied via an asymptotic, worst-case analysis. Whilst useful, such a comparison can often fall short: it is not uncommon for algorithms with a large worst-case run-time to end up performing well on instances of practical interest. To remedy this it is necessary to resort to run-time analyses of a more empirical nature, which for sufficiently small input sizes can be performed on a quantum device or a simulation thereof. For larger input sizes, alternative approaches are required. In this paper we consider an approach that combines classical emulation with detailed complexity bounds that include all constants. We simulate quantum algorithms by running classical versions of the sub-routines, whilst simultaneously collecting information about what the run-time of the quantum routine would have been if it were run instead. To do this accurately and efficiently for very large input sizes, we describe an estimation procedure and prove that it obtains upper bounds on the true expected complexity of the quantum algorithms. We apply our method to some simple quantum speedups of classical heuristic algorithms for solving the well-studied MAX-$k$-SAT optimization problem. This requires rigorous bounds (including all constants) on the expected- and worst-case complexities of two important quantum sub-routines: Grover search with an unknown number of marked items, and quantum maximum-finding. These improve upon existing results and might be of broader interest. Amongst other results, we found that the classical heuristic algorithms we studied did not offer significant quantum speedups despite the existence of a theoretical per-step speedup. This suggests that an empirical analysis such as the one we implement in this paper already yields insights beyond those that can be seen by an asymptotic analysis alone.
Although linear and quadratic discriminant analysis are widely recognized classical methods, they can encounter significant challenges when dealing with non-Gaussian distributions or contaminated datasets. This is primarily due to their reliance on the Gaussian assumption, which lacks robustness. We first explain and review the classical methods to address this limitation and then present a novel approach that overcomes these issues. In this new approach, the model considered is an arbitrary Elliptically Symmetrical (ES) distribution per cluster with its own arbitrary scale parameter. This flexible model allows for potentially diverse and independent samples that may not follow identical distributions. By deriving a new decision rule, we demonstrate that maximum-likelihood parameter estimation and classification are simple, efficient, and robust compared to state-of-the-art methods.
This tutorial shows how various Bayesian survival models can be fitted using the integrated nested Laplace approximation in a clear, legible, and comprehensible manner using the INLA and INLAjoint R-packages. Such models include accelerated failure time, proportional hazards, mixture cure, competing risks, multi-state, frailty, and joint models of longitudinal and survival data, originally presented in the article "Bayesian survival analysis with BUGS" (Alvares et al., 2021). In addition, we illustrate the implementation of a new joint model for a longitudinal semicontinuous marker, recurrent events, and a terminal event. Our proposal aims to provide the reader with syntax examples for implementing survival models using a fast and accurate approximate Bayesian inferential approach.
We study fair multi-objective reinforcement learning in which an agent must learn a policy that simultaneously achieves high reward on multiple dimensions of a vector-valued reward. Motivated by the fair resource allocation literature, we model this as an expected welfare maximization problem, for some nonlinear fair welfare function of the vector of long-term cumulative rewards. One canonical example of such a function is the Nash Social Welfare, or geometric mean, the log transform of which is also known as the Proportional Fairness objective. We show that even approximately optimal optimization of the expected Nash Social Welfare is computationally intractable even in the tabular case. Nevertheless, we provide a novel adaptation of Q-learning that combines nonlinear scalarized learning updates and non-stationary action selection to learn effective policies for optimizing nonlinear welfare functions. We show that our algorithm is provably convergent, and we demonstrate experimentally that our approach outperforms techniques based on linear scalarization, mixtures of optimal linear scalarizations, or stationary action selection for the Nash Social Welfare Objective.
Electrodermal activity (EDA) is considered a standard marker of sympathetic activity. However, traditional EDA measurement requires electrodes in steady contact with the skin. Can sympathetic arousal be measured using only an optical sensor, such as an RGB camera? This paper presents a novel approach to infer sympathetic arousal by measuring the peripheral blood flow on the face or hand optically. We contribute a self-recorded dataset of 21 participants, comprising synchronized videos of participants' faces and palms and gold-standard EDA and photoplethysmography (PPG) signals. Our results show that we can measure peripheral sympathetic responses that closely correlate with the ground truth EDA. We obtain median correlations of 0.57 to 0.63 between our inferred signals and the ground truth EDA using only videos of the participants' palms or foreheads or PPG signals from the foreheads or fingers. We also show that sympathetic arousal is best inferred from the forehead, finger, or palm.
Approximated forms of the RII and RIII redistribution matrices are frequently applied to simplify the numerical solution of the radiative transfer problem for polarized radiation, taking partial frequency redistribution (PRD) effects into account. A widely used approximation for RIII is to consider its expression under the assumption of complete frequency redistribution (CRD) in the observer frame (RIII CRD). The adequacy of this approximation for modeling the intensity profiles has been firmly established. By contrast, its suitability for modeling scattering polarization signals has only been analyzed in a few studies, considering simplified settings. In this work, we aim at quantitatively assessing the impact and the range of validity of the RIII CRD approximation in the modeling of scattering polarization. Methods. We first present an analytic comparison between RIII and RIII CRD. We then compare the results of radiative transfer calculations, out of local thermodynamic equilibrium, performed with RIII and RIII CRD in realistic 1D atmospheric models. We focus on the chromospheric Ca i line at 4227 A and on the photospheric Sr i line at 4607 A.
We present NCCSG, a nonsmooth optimization method. In each iteration, NCCSG finds the best length-constrained descent direction by considering the worst bound over all local subgradients. NCCSG can take advantage of local smoothness or local strong convexity of the objective function. We prove a few global convergence rates of NCCSG. For well-behaved nonsmooth functions (characterized by the weak smooth property), NCCSG converges in $O(\frac{1}{\epsilon} \log \frac{1}{\epsilon})$ iterations, where $\epsilon$ is the desired optimality gap. For smooth functions and strongly-convex smooth functions, NCCSG achieves the lower bound of convergence rates of blackbox first-order methods, i.e., $O(\frac{1}{\epsilon})$ for smooth functions and $O(\log \frac{1}{\epsilon})$ for strongly-convex smooth functions. The efficiency of NCCSG depends on the efficiency of solving a minimax optimization problem involving the subdifferential of the objective function in each iteration.
Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding heuristic closures. This study proposes a new method for simulating multiscale problems using deep neural networks. By leveraging the hierarchical learning of neural network time steppers, the method adapts time steps to approximate dynamical system flow maps across timescales. This approach achieves state-of-the-art performance in less computational time compared to fixed-step neural network solvers. The proposed method is demonstrated on several nonlinear dynamical systems, and source codes are provided for implementation. This method has the potential to benefit multiscale analysis of complex systems and encourage further investigation in this area.
We present the new Orthogonal Polynomials Approximation Algorithm (OPAA), a parallelizable algorithm that solves two problems from a functional analytic approach: first, it finds a smooth functional estimate of a density function, whether it is normalized or not; second, the algorithm provides an estimate of the normalizing weight. In the context of Bayesian inference, OPAA provides an estimate of the posterior function as well as the normalizing weight, which is also known as the evidence. A core component of OPAA is a special transform of the square root of the joint distribution into a special functional space of our construct. Through this transform, the evidence is equated with the $L^2$ norm of the transformed function, squared. Hence, the evidence can be estimated by the sum of squares of the transform coefficients. The computations can be parallelized and completed in one pass. To compute the transform coefficients, OPAA proposes a new computational scheme leveraging Gauss--Hermite quadrature in higher dimensions. Not only does it avoid the potential high variance problem associated with random sampling methods, it also enables one to speed up the computation by parallelization, and significantly reduces the complexity by a vector decomposition.
Regev recently introduced a quantum factoring algorithm that may be perceived as a $d$-dimensional variation of Shor's factoring algorithm. In this work, we extend Regev's factoring algorithm to an algorithm for computing discrete logarithms in a natural way. Furthermore, we discuss natural extensions of Regev's factoring algorithm to order finding, and to factoring completely via order finding.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.