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Numerous quantum algorithms require the use of quantum error correction to overcome the intrinsic unreliability of physical qubits. However, error correction imposes a unique performance bottleneck, known as T-complexity, that can make an implementation of an algorithm as a quantum program run more slowly than on idealized hardware. In this work, we identify that programming abstractions for control flow, such as the quantum if-statement, can introduce polynomial increases in the T-complexity of a program. If not mitigated, this slowdown can diminish the computational advantage of a quantum algorithm. To enable reasoning about the costs of control flow, we present a cost model, using which a developer can analyze the T-complexity of a program under quantum error correction and pinpoint the sources of slowdown. We also present a set of program-level optimizations, using which a developer can rewrite a program to reduce its T-complexity, predict the T-complexity of the optimized program using the cost model, and then compile it to an efficient circuit via a straightforward strategy. We implement the program-level optimizations in Spire, an extension of the Tower quantum compiler. Using a set of 11 benchmark programs that use control flow, we show that the cost model is accurate, and that Spire's optimizations recover programs that are asymptotically efficient, meaning their runtime T-complexity under error correction is equal to their time complexity on idealized hardware. Our results show that optimizing a program before it is compiled to a circuit can yield better results than compiling the program to an inefficient circuit and then invoking a quantum circuit optimizer found in prior work. For our benchmarks, only 2 of 8 existing circuit optimizers recover circuits with asymptotically efficient T-complexity. Compared to these 2 optimizers, Spire uses 54x to 2400x less compile time.

Solving inverse problems requires knowledge of the forward operator, but accurate models can be computationally expensive and hence cheaper variants are desired that do not compromise reconstruction quality. This chapter reviews reconstruction methods in inverse problems with learned forward operators that follow two different paradigms. The first one is completely agnostic to the forward operator and learns its restriction to the subspace spanned by the training data. The framework of regularisation by projection is then used to find a reconstruction. The second one uses a simplified model of the physics of the measurement process and only relies on the training data to learn a model correction. We present the theory of these two approaches and compare them numerically. A common theme emerges: both methods require, or at least benefit from, training data not only for the forward operator, but also for its adjoint.

Model specification searches and modifications are commonly employed in covariance structure analysis (CSA) or structural equation modeling (SEM) to improve the goodness-of-fit. However, these practices can be susceptible to capitalizing on chance, as a model that fits one sample may not generalize to another sample from the same population. This paper introduces the improved Lagrange Multipliers (LM) test, which provides a reliable method for conducting a thorough model specification search and effectively identifying missing parameters. By leveraging the stepwise bootstrap method in the standard LM and Wald tests, our data-driven approach enhances the accuracy of parameter identification. The results from Monte Carlo simulations and two empirical applications in political science demonstrate the effectiveness of the improved LM test, particularly when dealing with small sample sizes and models with large degrees of freedom. This approach contributes to better statistical fit and addresses the issue of capitalization on chance in model specification.

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in macroeconomic outlook. In recent years, agent-based models have been developed that reproduce many features of an exchange, as summarised by a set of stylised facts and statistics. However, the ability to calibrate simulators to a specific period of trading remains an open challenge. In this work, we develop a novel approach to the calibration of market simulators by leveraging recent advances in deep learning, specifically using neural density estimators and embedding networks. We demonstrate that our approach is able to correctly identify high probability parameter sets, both when applied to synthetic and historical data, and without reliance on manually selected or weighted ensembles of stylised facts.

Partial differential equations are often used in the spatial-temporal modeling of complex dynamical systems in many engineering applications. In this work, we build on the recent progress of operator learning and present a data-driven modeling framework that is continuous in both space and time. A key feature of the proposed model is the resolution-invariance with respect to both spatial and temporal discretizations. To improve the long-term performance of the calibrated model, we further propose a hybrid optimization scheme that leverages both gradient-based and derivative-free optimization methods and efficiently trains on both short-term time series and long-term statistics. We investigate the performance of the spatial-temporal continuous learning framework with three numerical examples, including the viscous Burgers' equation, the Navier-Stokes equations, and the Kuramoto-Sivashinsky equation. The results confirm the resolution-invariance of the proposed modeling framework and also demonstrate stable long-term simulations with only short-term time series data. In addition, we show that the proposed model can better predict long-term statistics via the hybrid optimization scheme with a combined use of short-term and long-term data.

We conduct a thorough study of different forms of horizontally explicit and vertically implicit (HEVI) time-integration strategies for the compressible Euler equations on spherical domains typical of nonhydrostatic global atmospheric applications. We compare the computational time and complexity of two nonlinear variants (NHEVI-GMRES and NHEVI-LU) and a linear variant (LHEVI). We report on the performance of these three variants for a number of additive Runge-Kutta Methods ranging in order of accuracy from second through fifth, and confirm the expected order of accuracy of the HEVI methods for each time-integrator. To gauge the maximum usable time-step of each HEVI method, we run simulations of a nonhydrostatic baroclinic instability for 100 days and then use this time-step to compare the time-to-solution of each method. The results show that NHEVI-LU is 2x faster than NHEVI-GMRES, and LHEVI is 5x faster than NHEVI-LU, for the idealized cases tested. The baroclinic instability and inertia-gravity wave simulations indicate that the optimal choice of time-integrator is LHEVI with either second or third order schemes, as both schemes yield similar time to solution and relative L2 error at their maximum usable time-steps. In the future, we will report on whether these results hold for more complex problems using, e.g., real atmospheric data and/or a higher model top typical of space weather applications.

Categorical semantics of type theories are often characterized as structure-preserving functors. This is because in category theory both the syntax and the domain of interpretation are uniformly treated as structured categories, so that we can express interpretations as structure-preserving functors between them. This mathematical characterization of semantics makes it convenient to manipulate and to reason about relationships between interpretations. Motivated by this success of functorial semantics, we address the question of finding a functorial analogue in abstract interpretation, a general framework for comparing semantics, so that we can bring similar benefits of functorial semantics to semantic abstractions used in abstract interpretation. Major differences concern the notion of interpretation that is being considered. Indeed, conventional semantics are value-based whereas abstract interpretation typically deals with more complex properties. In this paper, we propose a functorial approach to abstract interpretation and study associated fundamental concepts therein. In our approach, interpretations are expressed as oplax functors in the category of posets, and abstraction relations between interpretations are expressed as lax natural transformations representing concretizations. We present examples of these formal concepts from monadic semantics of programming languages and discuss soundness.

The concept of updating a probability distribution in the light of new evidence lies at the heart of statistics and machine learning. Pearl's and Jeffrey's rule are two natural update mechanisms which lead to different outcomes, yet the similarities and differences remain mysterious. This paper clarifies their relationship in several ways: via separate descriptions of the two update mechanisms in terms of probabilistic programs and sampling semantics, and via different notions of likelihood (for Pearl and for Jeffrey). Moreover, it is shown that Jeffrey's update rule arises via variational inference. In terms of categorical probability theory, this amounts to an analysis of the situation in terms of the behaviour of the multiset functor, extended to the Kleisli category of the distribution monad.

We provide a generic algorithm for constructing formulae that distinguish behaviourally inequivalent states in systems of various transition types such as nondeterministic, probabilistic or weighted; genericity over the transition type is achieved by working with coalgebras for a set functor in the paradigm of universal coalgebra. For every behavioural equivalence class in a given system, we construct a formula which holds precisely at the states in that class. The algorithm instantiates to deterministic finite automata, transition systems, labelled Markov chains, and systems of many other types. The ambient logic is a modal logic featuring modalities that are generically extracted from the functor; these modalities can be systematically translated into custom sets of modalities in a postprocessing step. The new algorithm builds on an existing coalgebraic partition refinement algorithm. It runs in time O((m+n) log n) on systems with n states and m transitions, and the same asymptotic bound applies to the dag size of the formulae it constructs. This improves the bounds on run time and formula size compared to previous algorithms even for previously known specific instances, viz. transition systems and Markov chains; in particular, the best previous bound for transition systems was O(mn).

The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.