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Quantum information scrambling is a unitary process that destroys local correlations and spreads information throughout the system, effectively hiding it in nonlocal degrees of freedom. In principle, unscrambling this information is possible with perfect knowledge of the unitary dynamics[arXiv:1710.03363]. However, this work demonstrates that even without previous knowledge of the internal dynamics, information can be efficiently decoded from an unknown scrambler by monitoring the outgoing information of a local subsystem. Surprisingly, we show that scramblers with unknown internal dynamics, which are rapidly mixing but not fully chaotic, can be decoded using Clifford decoders. The essential properties of a scrambling unitary can be efficiently recovered, even if the process is exponentially complex. Specifically, we establish that a unitary operator composed of $t$ non-Clifford gates admits a Clifford decoder up to $t\le n$.

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《計算機信息》雜志發表高質量的論文,擴大了運籌學和計算的范圍,尋求有關理論、方法、實驗、系統和應用方面的原創研究論文、新穎的調查和教程論文,以及描述新的和有用的軟件工具的論文。官網鏈接: · 卷積 · 正則化項 · FAST · 近似 ·
2023 年 12 月 1 日

We consider the application of the generalized Convolution Quadrature (gCQ) to approximate the solution of an important class of sectorial problems. The gCQ is a generalization of Lubich's Convolution Quadrature (CQ) that allows for variable steps. The available stability and convergence theory for the gCQ requires non realistic regularity assumptions on the data, which do not hold in many applications of interest, such as the approximation of subdiffusion equations. It is well known that for non smooth enough data the original CQ, with uniform steps, presents an order reduction close to the singularity. We generalize the analysis of the gCQ to data satisfying realistic regularity assumptions and provide sufficient conditions for stability and convergence on arbitrary sequences of time points. We consider the particular case of graded meshes and show how to choose them optimally, according to the behaviour of the data. An important advantage of the gCQ method is that it allows for a fast and memory reduced implementation. We describe how the fast and oblivious gCQ can be implemented and illustrate our theoretical results with several numerical experiments.

Modelling noisy data in a network context remains an unavoidable obstacle; fortunately, random matrix theory may comprehensively describe network environments effectively. Thus it necessitates the probabilistic characterisation of these networks (and accompanying noisy data) using matrix variate models. Denoising network data using a Bayes approach is not common in surveyed literature. This paper adopts the Bayesian viewpoint and introduces a new matrix variate t-model in a prior sense by relying on the matrix variate gamma distribution for the noise process, following the Gaussian graphical network for the cases when the normality assumption is violated. From a statistical learning viewpoint, such a theoretical consideration indubitably benefits the real-world comprehension of structures causing noisy data with network-based attributes as part of machine learning in data science. A full structural learning procedure is provided for calculating and approximating the resulting posterior of interest to assess the considered model's network centrality measures. Experiments with synthetic and real-world stock price data are performed not only to validate the proposed algorithm's capabilities but also to show that this model has wider flexibility than originally implied in Billio et al. (2021).

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and have been successfully applied to a variety of problems. The dynamical low- \rank approximation is a recent technique for solving high-dimensional differential equations by means of low-rank approximations. However, the domain is lacking numerical methods for stiff equations since existing methods are either not robust-to-stiffness or have unreasonably large hidden constants. In this paper, we focus on solving large-scale stiff matrix differential equations with a Sylvester-like structure, that admit good low-rank approximations. We propose two new methods that have good convergence properties, small memory footprint and that are fast to compute. The theoretical analysis shows that the new methods have order one and two, respectively. We also propose a practical implementation based on Krylov techniques. The approximation error is analyzed, leading to a priori error bounds and, therefore, a mean for choosing the size of the Krylov space. Numerical experiments are performed on several examples, confirming the theory and showing good speedup in comparison to existing techniques.

The trace plot is seldom used in meta-analysis, yet it is a very informative plot. In this article we define and illustrate what the trace plot is, and discuss why it is important. The Bayesian version of the plot combines the posterior density of tau, the between-study standard deviation, and the shrunken estimates of the study effects as a function of tau. With a small or moderate number of studies, tau is not estimated with much precision, and parameter estimates and shrunken study effect estimates can vary widely depending on the correct value of tau. The trace plot allows visualization of the sensitivity to tau along with a plot that shows which values of tau are plausible and which are implausible. A comparable frequentist or empirical Bayes version provides similar results. The concepts are illustrated using examples in meta-analysis and meta-regression; implementaton in R is facilitated in a Bayesian or frequentist framework using the bayesmeta and metafor packages, respectively.

Many approaches have been proposed to use diffusion models to augment training datasets for downstream tasks, such as classification. However, diffusion models are themselves trained on large datasets, often with noisy annotations, and it remains an open question to which extent these models contribute to downstream classification performance. In particular, it remains unclear if they generalize enough to improve over directly using the additional data of their pre-training process for augmentation. We systematically evaluate a range of existing methods to generate images from diffusion models and study new extensions to assess their benefit for data augmentation. Personalizing diffusion models towards the target data outperforms simpler prompting strategies. However, using the pre-training data of the diffusion model alone, via a simple nearest-neighbor retrieval procedure, leads to even stronger downstream performance. Our study explores the potential of diffusion models in generating new training data, and surprisingly finds that these sophisticated models are not yet able to beat a simple and strong image retrieval baseline on simple downstream vision tasks.

High-dimensional, higher-order tensor data are gaining prominence in a variety of fields, including but not limited to computer vision and network analysis. Tensor factor models, induced from noisy versions of tensor decomposition or factorization, are natural potent instruments to study a collection of tensor-variate objects that may be dependent or independent. However, it is still in the early stage of developing statistical inferential theories for estimation of various low-rank structures, which are customary to play the role of signals of tensor factor models. In this paper, starting from tensor matricization, we aim to ``decode" estimation of a higher-order tensor factor model in the sense that, we recast it into mode-wise traditional high-dimensional vector/fiber factor models so as to deploy the conventional estimation of principle components analysis (PCA). Demonstrated by the Tucker tensor factor model (TuTFaM), which is induced from most popular Tucker decomposition, we summarize that estimations on signal components are essentially mode-wise PCA techniques, and the involvement of projection and iteration will enhance the signal-to-noise ratio to various extend. We establish the inferential theory of the proposed estimations and conduct rich simulation experiments under TuTFaM, and illustrate how the proposed estimations can work in tensor reconstruction, clustering for video and economic datasets, respectively.

Regularization of inverse problems is of paramount importance in computational imaging. The ability of neural networks to learn efficient image representations has been recently exploited to design powerful data-driven regularizers. While state-of-the-art plug-and-play methods rely on an implicit regularization provided by neural denoisers, alternative Bayesian approaches consider Maximum A Posteriori (MAP) estimation in the latent space of a generative model, thus with an explicit regularization. However, state-of-the-art deep generative models require a huge amount of training data compared to denoisers. Besides, their complexity hampers the optimization of the latent MAP. In this work, we propose to use compressive autoencoders for latent estimation. These networks, which can be seen as variational autoencoders with a flexible latent prior, are smaller and easier to train than state-of-the-art generative models. We then introduce the Variational Bayes Latent Estimation (VBLE) algorithm, which performs this estimation within the framework of variational inference. This allows for fast and easy (approximate) posterior sampling. Experimental results on image datasets BSD and FFHQ demonstrate that VBLE reaches similar performance than state-of-the-art plug-and-play methods, while being able to quantify uncertainties faster than other existing posterior sampling techniques.

In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. This paper challenges this notion, demonstrating its inaccuracy in high dimensions. Initially focusing on a dense scenario, we introduce robust semi-supervised estimators for the regression coefficient without relying on sparse structures in the population slope. Even when the true underlying model is linear, we show that leveraging information from large-scale unlabeled data improves both estimation accuracy and inference robustness. Moreover, we propose semi-supervised methods with further enhanced efficiency in scenarios with a sparse linear slope. Diverging from the standard semi-supervised literature, we also allow for covariate shift. The performance of the proposed methods is illustrated through extensive numerical studies, including simulations and a real-data application to the AIDS Clinical Trials Group Protocol 175 (ACTG175).

Embedding graphs in continous spaces is a key factor in designing and developing algorithms for automatic information extraction to be applied in diverse tasks (e.g., learning, inferring, predicting). The reliability of graph embeddings directly depends on how much the geometry of the continuous space matches the graph structure. Manifolds are mathematical structure that can enable to incorporate in their topological spaces the graph characteristics, and in particular nodes distances. State-of-the-art of manifold-based graph embedding algorithms take advantage of the assumption that the projection on a tangential space of each point in the manifold (corresponding to a node in the graph) would locally resemble a Euclidean space. Although this condition helps in achieving efficient analytical solutions to the embedding problem, it does not represent an adequate set-up to work with modern real life graphs, that are characterized by weighted connections across nodes often computed over sparse datasets with missing records. In this work, we introduce a new class of manifold, named soft manifold, that can solve this situation. In particular, soft manifolds are mathematical structures with spherical symmetry where the tangent spaces to each point are hypocycloids whose shape is defined according to the velocity of information propagation across the data points. Using soft manifolds for graph embedding, we can provide continuous spaces to pursue any task in data analysis over complex datasets. Experimental results on reconstruction tasks on synthetic and real datasets show how the proposed approach enable more accurate and reliable characterization of graphs in continuous spaces with respect to the state-of-the-art.

Hashing has been widely used in approximate nearest search for large-scale database retrieval for its computation and storage efficiency. Deep hashing, which devises convolutional neural network architecture to exploit and extract the semantic information or feature of images, has received increasing attention recently. In this survey, several deep supervised hashing methods for image retrieval are evaluated and I conclude three main different directions for deep supervised hashing methods. Several comments are made at the end. Moreover, to break through the bottleneck of the existing hashing methods, I propose a Shadow Recurrent Hashing(SRH) method as a try. Specifically, I devise a CNN architecture to extract the semantic features of images and design a loss function to encourage similar images projected close. To this end, I propose a concept: shadow of the CNN output. During optimization process, the CNN output and its shadow are guiding each other so as to achieve the optimal solution as much as possible. Several experiments on dataset CIFAR-10 show the satisfying performance of SRH.

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