Minimax Quasi-Bayesian estimation in sparse canonical correlation analysis via a Rayleigh quotient function

Canonical correlation analysis (CCA) is a popular statistical technique for exploring the relationship between datasets. The estimation of sparse canonical correlation vectors has emerged in recent years as an important but challenging variation of the CCA problem, with widespread applications. Currently available rate-optimal estimators for sparse canonical correlation vectors are expensive to compute. We propose a quasi-Bayesian estimation procedure that achieves the minimax estimation rate, and yet is easy to compute by Markov Chain Monte Carlo (MCMC). The method builds on ([37]) and uses a re-scaled Rayleigh quotient function as a quasi-log-likelihood. However unlike these authors, we adopt a Bayesian framework that combines this quasi-log-likelihood with a spike-and-slab prior that serves to regularize the inference and promote sparsity. We investigated the empirical behavior of the proposed method on both continuous and truncated data, and we noted that it outperforms several state-of-the-art methods. As an application, we use the methodology to maximally correlate clinical variables and proteomic data for a better understanding of covid-19 disease

The χ2\chi^2 - divergence and Mixing times of quantum Markov processes

We introduce quantum versions of the $\chi^2$-divergence, provide a detailed analysis of their properties, and apply them in the investigation of mixing times of quantum Markov processes. An approach similar to the one presented in [1-3] for classical Markov chains is taken to bound the trace-distance from the steady state of a quantum processes. A strict spectral bound to the convergence rate can be given for time-discrete as well as for time-continuous quantum Markov processes. Furthermore the contractive behavior of the $\chi^2$-divergence under the action of a completely positive map is investigated and contrasted to the contraction of the trace norm. In this context we analyse different versions of quantum detailed balance and, finally, give a geometric conductance bound to the convergence rate for unital quantum Markov processes

Theory of Genetic Algorithms II: models for genetic operators over the string-tensor representation of populations and convergence to global optima for arbitrary fitness function under scaling

AbstractWe present a theoretical framework for an asymptotically converging, scaled genetic algorithm which uses an arbitrary-size alphabet and common scaled genetic operators. The alphabet can be interpreted as a set of equidistant real numbers and multiple-spot mutation performs a scalable compromise between pure random search and neighborhood-based change on the alphabet level. We discuss several versions of the crossover operator and their interplay with mutation. In particular, we consider uniform crossover and gene-lottery crossover which does not commute with mutation. The Vose–Liepins version of mutation-crossover is also integrated in our approach. In order to achieve convergence to global optima, the mutation rate and the crossover rate have to be annealed to zero in proper fashion, and unbounded, power-law scaled proportional fitness selection is used with logarithmic growth in the exponent. Our analysis shows that using certain types of crossover operators and large population size allows for particularly slow annealing schedules for the crossover rate. In our discussion, we focus on the following three major aspects based upon contraction properties of the mutation and fitness selection operators: (i) the drive towards uniform populations in a genetic algorithm using standard operations, (ii) weak ergodicity of the inhomogeneous Markov chain describing the probabilistic model for the scaled algorithm, (iii) convergence to globally optimal solutions. In particular, we remove two restrictions imposed in Theorem 8.6 and Remark 8.7 of (Theoret. Comput. Sci. 259 (2001) 1) where a similar type of algorithm is considered as described here: mutation need not commute with crossover and the fitness function (which may come from a coevolutionary single species setting) need not have a single maximum

The geometric foundations of Hamiltonian Monte Carlo

Although Hamiltonian Monte Carlo has proven an empirical success, the lack of a rigorous theoretical understanding of the algorithm has in many ways impeded both principled developments of the method and use of the algorithm in practice. In this paper we develop the formal foundations of the algorithm through the construction of measures on smooth manifolds, and demonstrate how the theory naturally identifies efficient implementations and motivates promising generalizations

Quantum walks: a comprehensive review

Quantum walks, the quantum mechanical counterpart of classical random walks, is an advanced tool for building quantum algorithms that has been recently shown to constitute a universal model of quantum computation. Quantum walks is now a solid field of research of quantum computation full of exciting open problems for physicists, computer scientists, mathematicians and engineers. In this paper we review theoretical advances on the foundations of both discrete- and continuous-time quantum walks, together with the role that randomness plays in quantum walks, the connections between the mathematical models of coined discrete quantum walks and continuous quantum walks, the quantumness of quantum walks, a summary of papers published on discrete quantum walks and entanglement as well as a succinct review of experimental proposals and realizations of discrete-time quantum walks. Furthermore, we have reviewed several algorithms based on both discrete- and continuous-time quantum walks as well as a most important result: the computational universality of both continuous- and discrete- time quantum walks.Comment: Paper accepted for publication in Quantum Information Processing Journa