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We consider quantum circuit models where the gates are drawn from arbitrary gate ensembles given by probabilistic distributions over certain gate sets and circuit architectures, which we call stochastic quantum circuits. Of main interest in this work is the speed of convergence of stochastic circuits with different gate ensembles and circuit architectures to unitary t-designs. A key motivation for this theory is the varying preference for different gates and circuit architectures in different practical scenarios. In particular, it provides a versatile framework for devising efficient circuits for implementing $t$-designs and relevant applications including random circuit and scrambling experiments, as well as benchmarking the performance of gates and circuit architectures. We examine various important settings in depth. A key aspect of our study is an "ironed gadget" model, which allows us to systematically evaluate and compare the convergence efficiency of entangling gates and circuit architectures. Particularly notable results include i) gadgets of two-qubit gates with KAK coefficients $\left(\frac{\pi}{4}-\frac{1}{8}\arccos(\frac{1}{5}),\frac{\pi}{8},\frac{1}{8}\arccos(\frac{1}{5})\right)$ (which we call $\chi$ gates) directly form exact 2- and 3-designs; ii) the iSWAP gate family achieves the best efficiency for convergence to 2-designs under mild conjectures with numerical evidence, even outperforming the Haar-random gate, for generic many-body circuits; iii) iSWAP + complete graph achieve the best efficiency for convergence to 2-designs among all graph circuits. A variety of numerical results are provided to complement our analysis. We also derive robustness guarantees for our analysis against gate perturbations. Additionally, we provide cursory analysis on gates with higher locality and found that the Margolus gate outperforms various other well-known gates.

Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from sequential simulation using neural network-based conditional density estimators by minimizing a specific loss function. The SNPE method proposed by Lueckmann et al. (2017) used a calibration kernel to boost the sample weights around the observed data, resulting in a concentrated loss function. However, the use of calibration kernels may increase the variances of both the empirical loss and its gradient, making the training inefficient. To improve the stability of SNPE, this paper proposes to use an adaptive calibration kernel and several variance reduction techniques. The proposed method greatly speeds up the process of training and provides a better approximation of the posterior than the original SNPE method and some existing competitors as confirmed by numerical experiments. We also manage to demonstrate the superiority of the proposed method for a high-dimensional model with real-world dataset.

This study introduces a language transformer-based machine learning model to predict key mechanical properties of high-entropy alloys (HEAs), addressing the challenges due to their complex, multi-principal element compositions and limited experimental data. By pre-training the transformer on extensive synthetic materials data and fine-tuning it with specific HEA datasets, the model effectively captures intricate elemental interactions through self-attention mechanisms. This approach mitigates data scarcity issues via transfer learning, enhancing predictive accuracy for properties like elongation (%) and ultimate tensile strength (UTS) compared to traditional regression models such as Random Forests and Gaussian Processes. The model's interpretability is enhanced by visualizing attention weights, revealing significant elemental relationships that align with known metallurgical principles. This work demonstrates the potential of transformer models to accelerate materials discovery and optimization, enabling accurate property predictions, thereby advancing the field of materials informatics.

Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimensional precision matrices associated with the random effects. Such matrices are typically sparse; however, the sparsity pattern resembles a multi partite random graph, which does not lend itself well to default sparse linear algebra techniques. Notably, we show that, for typical GLMMs, the Cholesky factor is dense even when the original precision is sparse. We thus turn to approximate iterative techniques, in particular to the conjugate gradient (CG) method. We combine a detailed analysis of the spectrum of said precision matrices with results from random graph theory to show that CG-based methods applied to high-dimensional GLMMs typically achieve a fixed approximation error with a total cost that scales linearly with the number of parameters and observations. Numerical illustrations with both real and simulated data confirm the theoretical findings, while at the same time illustrating situations, such as nested structures, where CG-based methods struggle.

Statistical learning under distribution shift is challenging when neither prior knowledge nor fully accessible data from the target distribution is available. Distributionally robust learning (DRL) aims to control the worst-case statistical performance within an uncertainty set of candidate distributions, but how to properly specify the set remains challenging. To enable distributional robustness without being overly conservative, in this paper, we propose a shape-constrained approach to DRL, which incorporates prior information about the way in which the unknown target distribution differs from its estimate. More specifically, we assume the unknown density ratio between the target distribution and its estimate is isotonic with respect to some partial order. At the population level, we provide a solution to the shape-constrained optimization problem that does not involve the isotonic constraint. At the sample level, we provide consistency results for an empirical estimator of the target in a range of different settings. Empirical studies on both synthetic and real data examples demonstrate the improved accuracy of the proposed shape-constrained approach.

A Riemannian geometric framework for Markov chain Monte Carlo (MCMC) is developed where using the Fisher-Rao metric on the manifold of probability density functions (pdfs), informed proposal densities for Metropolis-Hastings (MH) algorithms are constructed. We exploit the square-root representation of pdfs under which the Fisher-Rao metric boils down to the standard $L^2$ metric on the positive orthant of the unit hypersphere. The square-root representation allows us to easily compute the geodesic distance between densities, resulting in a straightforward implementation of the proposed geometric MCMC methodology. Unlike the random walk MH that blindly proposes a candidate state using no information about the target, the geometric MH algorithms move an uninformed base density (e.g., a random walk proposal density) towards different global/local approximations of the target density, allowing effective exploration of the distribution simultaneously at different granular levels of the state space. We compare the proposed geometric MH algorithm with other MCMC algorithms for various Markov chain orderings, namely the covariance, efficiency, Peskun, and spectral gap orderings. The superior performance of the geometric algorithms over other MH algorithms like the random walk Metropolis, independent MH, and variants of Metropolis adjusted Langevin algorithms is demonstrated in the context of various multimodal, nonlinear, and high dimensional examples. In particular, we use extensive simulation and real data applications to compare these algorithms for analyzing mixture models, logistic regression models, spatial generalized linear mixed models and ultra-high dimensional Bayesian variable selection models. A publicly available R package accompanies the article.

The purpose of this paper is to employ the language of Cartan moving frames to study the geometry of the data manifolds and its Riemannian structure, via the data information metric and its curvature at data points. Using this framework and through experiments, explanations on the response of a neural network are given by pointing out the output classes that are easily reachable from a given input. This emphasizes how the proposed mathematical relationship between the output of the network and the geometry of its inputs can be exploited as an explainable artificial intelligence tool.

This study presents a scalable Bayesian estimation algorithm for sparse estimation in exploratory item factor analysis based on a classical Bayesian estimation method, namely Bayesian joint modal estimation (BJME). BJME estimates the model parameters and factor scores that maximize the complete-data joint posterior density. Simulation studies show that the proposed algorithm has high computational efficiency and accuracy in variable selection over latent factors and the recovery of the model parameters. Moreover, we conducted a real data analysis using large-scale data from a psychological assessment that targeted the Big Five personality traits. This result indicates that the proposed algorithm achieves computationally efficient parameter estimation and extracts the interpretable factor loading structure.

Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying baseline distribution. The first model offers enhanced control over odds and logodds functions, facilitating adjustments to skewness, tail behavior, and hazard rates. The second model, with even greater flexibility, describes odds ratios as quantile distortions. This approach leads to an enlarged log-logistic family capable of capturing these quantile transformations and diverse hazard behaviors, including non-monotonic and bathtub-shaped rates. Central to our study are the shape relations described through stochastic orders; we establish conditions that ensure stochastic ordering both within each family and across models under various ordering concepts, such as hazard rate, likelihood ratio, and convex transform orders.

Graph-centric artificial intelligence (graph AI) has achieved remarkable success in modeling interacting systems prevalent in nature, from dynamical systems in biology to particle physics. The increasing heterogeneity of data calls for graph neural architectures that can combine multiple inductive biases. However, combining data from various sources is challenging because appropriate inductive bias may vary by data modality. Multimodal learning methods fuse multiple data modalities while leveraging cross-modal dependencies to address this challenge. Here, we survey 140 studies in graph-centric AI and realize that diverse data types are increasingly brought together using graphs and fed into sophisticated multimodal models. These models stratify into image-, language-, and knowledge-grounded multimodal learning. We put forward an algorithmic blueprint for multimodal graph learning based on this categorization. The blueprint serves as a way to group state-of-the-art architectures that treat multimodal data by choosing appropriately four different components. This effort can pave the way for standardizing the design of sophisticated multimodal architectures for highly complex real-world problems.