亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give push-forward measures of an initial measure. Then we propose a deterministic accelerated algorithm by extending Nesterov's acceleration technique with momentum. This algorithm do not based on the Wasserstein geometry. Furthermore, to estimate the convergence rate of the accelerated algorithm, we introduce new convexity and smoothness for $\mathcal{F}$ based on transport maps. As a result, we can show that the accelerated algorithm converges faster than a normal gradient descent algorithm. Numerical experiments support this theoretical result.

相關內容

Measurement-based quantum computation (MBQC) offers a fundamentally unique paradigm to design quantum algorithms. Indeed, due to the inherent randomness of quantum measurements, the natural operations in MBQC are not deterministic and unitary, but are rather augmented with probabilistic byproducts. Yet, the main algorithmic use of MBQC so far has been to completely counteract this probabilistic nature in order to simulate unitary computations expressed in the circuit model. In this work, we propose designing MBQC algorithms that embrace this inherent randomness and treat the random byproducts in MBQC as a resource for computation. As a natural application where randomness can be beneficial, we consider generative modeling, a task in machine learning centered around generating complex probability distributions. To address this task, we propose a variational MBQC algorithm equipped with control parameters that allow to directly adjust the degree of randomness to be admitted in the computation. Our numerical findings indicate that this additional randomness can lead to significant gains in learning performance in certain generative modeling tasks. These results highlight the potential advantages in exploiting the inherent randomness of MBQC and motivate further research into MBQC-based algorithms.

A numerical method is proposed for simulation of composite open quantum systems. It is based on Lindblad master equations and adiabatic elimination. Each subsystem is assumed to converge exponentially towards a stationary subspace, slightly impacted by some decoherence channels and weakly coupled to the other subsystems. This numerical method is based on a perturbation analysis with an asymptotic expansion. It exploits the formulation of the slow dynamics with reduced dimension. It relies on the invariant operators of the local and nominal dissipative dynamics attached to each subsystem. Second-order expansion can be computed only with local numerical calculations. It avoids computations on the tensor-product Hilbert space attached to the full system. This numerical method is particularly well suited for autonomous quantum error correction schemes. Simulations of such reduced models agree with complete full model simulations for typical gates acting on one and two cat-qubits (Z, ZZ and CNOT) when the mean photon number of each cat-qubit is less than 8. For larger mean photon numbers and gates with three cat-qubits (ZZZ and CCNOT), full model simulations are almost impossible whereas reduced model simulations remain accessible. In particular, they capture both the dominant phase-flip error-rate and the very small bit-flip error-rate with its exponential suppression versus the mean photon number.

Given a pair of non-negative random variables $X$ and $Y$, we introduce a class of nonparametric tests for the null hypothesis that $X$ dominates $Y$ in the total time on test order. Critical values are determined using bootstrap-based inference, and the tests are shown to be consistent. The same approach is used to construct tests for the excess wealth order. As a byproduct, we also obtain a class of goodness-of-fit tests for the NBUE family of distributions.

We describe a new dependent-rounding algorithmic framework for bipartite graphs. Given a fractional assignment $y$ of values to edges of graph $G = (U \cup V, E)$, the algorithms return an integral solution $Y$ such that each right-node $v \in V$ has at most one neighboring edge $f$ with $Y_f = 1$, and where the variables $Y_e$ also satisfy broad nonpositive-correlation properties. In particular, for any edges $e_1, e_2$ sharing a left-node $u \in U$, the variables $Y_{e_1}, Y_{e_2}$ have strong negative-correlation properties, i.e. the expectation of $Y_{e_1} Y_{e_2}$ is significantly below $y_{e_1} y_{e_2}$. This algorithm is based on generating negatively-correlated Exponential random variables and using them in a contention-resolution scheme inspired by an algorithm Im & Shadloo (2020). Our algorithm gives stronger and much more flexible negative correlation properties. Dependent rounding schemes with negative correlation properties have been used for approximation algorithms for job-scheduling on unrelated machines to minimize weighted completion times (Bansal, Srinivasan, & Svensson (2021), Im & Shadloo (2020), Im & Li (2023)). Using our new dependent-rounding algorithm, among other improvements, we obtain a $1.4$-approximation for this problem. This significantly improves over the prior $1.45$-approximation ratio of Im & Li (2023).

Differential geometric approaches are ubiquitous in several fields of mathematics, physics and engineering, and their discretizations enable the development of network-based mathematical and computational frameworks, which are essential for large-scale data science. The Forman-Ricci curvature (FRC) - a statistical measure based on Riemannian geometry and designed for networks - is known for its high capacity for extracting geometric information from complex networks. However, extracting information from dense networks is still challenging due to the combinatorial explosion of high-order network structures. Motivated by this challenge we sought a set-theoretic representation theory for high-order network cells and FRC, as well as their associated concepts and properties, which together provide an alternative and efficient formulation for computing high-order FRC in complex networks. We provide a pseudo-code, a software implementation coined FastForman, as well as a benchmark comparison with alternative implementations. Crucially, our representation theory reveals previous computational bottlenecks and also accelerates the computation of FRC. As a consequence, our findings open new research possibilities in complex systems where higher-order geometric computations are required.

We present a semi-Lagrangian characteristic mapping method for the incompressible Euler equations on a rotating sphere. The numerical method uses a spatio-temporal discretization of the inverse flow map generated by the Eulerian velocity as a composition of sub-interval flows formed by $C^1$ spherical spline interpolants. This approximation technique has the capacity of resolving sub-grid scales generated over time without increasing the spatial resolution of the computational grid. The numerical method is analyzed and validated using standard test cases yielding third-order accuracy in the supremum norm. Numerical experiments illustrating the unique resolution properties of the method are performed and demonstrate the ability to reproduce the forward energy cascade at sub-grid scales by upsampling the numerical solution.

Insurers usually turn to generalized linear models for modelling claim frequency and severity data. Due to their success in other fields, machine learning techniques are gaining popularity within the actuarial toolbox. Our paper contributes to the literature on frequency-severity insurance pricing with machine learning via deep learning structures. We present a benchmark study on four insurance data sets with frequency and severity targets in the presence of multiple types of input features. We compare in detail the performance of: a generalized linear model on binned input data, a gradient-boosted tree model, a feed-forward neural network (FFNN), and the combined actuarial neural network (CANN). Our CANNs combine a baseline prediction established with a GLM and GBM, respectively, with a neural network correction. We explain the data preprocessing steps with specific focus on the multiple types of input features typically present in tabular insurance data sets, such as postal codes, numeric and categorical covariates. Autoencoders are used to embed the categorical variables into the neural network and we explore their potential advantages in a frequency-severity setting. Finally, we construct global surrogate models for the neural nets' frequency and severity models. These surrogates enable the translation of the essential insights captured by the FFNNs or CANNs to GLMs. As such, a technical tariff table results that can easily be deployed in practice.

The $n$-vehicle exploration problem (NVEP) is a combinatorial optimization problem, which tries to find an optimal permutation of a fleet to maximize the length traveled by the last vehicle. NVEP has a fractional form of objective function, and its computational complexity of general case remains open. We show that Hamiltonian Path $\leq_P$ NVEP, and prove that NVEP is NP-complete.

Rational function approximations provide a simple but flexible alternative to polynomial approximation, allowing one to capture complex non-linearities without oscillatory artifacts. However, there have been few attempts to use rational functions on noisy data due to the likelihood of creating spurious singularities. To avoid the creation of singularities, we use Bernstein polynomials and appropriate conditions on their coefficients to force the denominator to be strictly positive. While this reduces the range of rational polynomials that can be expressed, it keeps all the benefits of rational functions while maintaining the robustness of polynomial approximation in noisy data scenarios. Our numerical experiments on noisy data show that existing rational approximation methods continually produce spurious poles inside the approximation domain. This contrasts our method, which cannot create poles in the approximation domain and provides better fits than a polynomial approximation and even penalized splines on functions with multiple variables. Moreover, guaranteeing pole-free in an interval is critical for estimating non-constant coefficients when numerically solving differential equations using spectral methods. This provides a compact representation of the original differential equation, allowing numeric solvers to achieve high accuracy quickly, as seen in our experiments.

We investigate the randomized decision tree complexity of a specific class of read-once threshold functions. A read-once threshold formula can be defined by a rooted tree, every internal node of which is labeled by a threshold function $T_k^n$ (with output 1 only when at least $k$ out of $n$ input bits are 1) and each leaf by a distinct variable. Such a tree defines a Boolean function in a natural way. We focus on the randomized decision tree complexity of such functions, when the underlying tree is a uniform tree with all its internal nodes labeled by the same threshold function. We prove lower bounds of the form $c(k,n)^d$, where $d$ is the depth of the tree. We also treat trees with alternating levels of AND and OR gates separately and show asymptotically optimal bounds, extending the known bounds for the binary case.

北京阿比特科技有限公司