Importance Sampling and its Optimality for Stochastic Simulation Models

We consider the problem of estimating an expected outcome from a stochastic simulation model. Our goal is to develop a theoretical framework on importance sampling for such estimation. By investigating the variance of an importance sampling estimator, we propose a two-stage procedure that involves a regression stage and a sampling stage to construct the final estimator. We introduce a parametric and a nonparametric regression estimator in the first stage and study how the allocation between the two stages affects the performance of the final estimator. We analyze the variance reduction rates and derive oracle properties of both methods. We evaluate the empirical performances of the methods using two numerical examples and a case study on wind turbine reliability evaluation.Comment: 37 pages, 6 figures, 2 tables. Accepted to the Electronic Journal of Statistic

Quantum machine learning: a classical perspective

Recently, increased computational power and data availability, as well as algorithmic advances, have led machine learning techniques to impressive results in regression, classification, data-generation and reinforcement learning tasks. Despite these successes, the proximity to the physical limits of chip fabrication alongside the increasing size of datasets are motivating a growing number of researchers to explore the possibility of harnessing the power of quantum computation to speed-up classical machine learning algorithms. Here we review the literature in quantum machine learning and discuss perspectives for a mixed readership of classical machine learning and quantum computation experts. Particular emphasis will be placed on clarifying the limitations of quantum algorithms, how they compare with their best classical counterparts and why quantum resources are expected to provide advantages for learning problems. Learning in the presence of noise and certain computationally hard problems in machine learning are identified as promising directions for the field. Practical questions, like how to upload classical data into quantum form, will also be addressed.Comment: v3 33 pages; typos corrected and references adde

Introduction to Quantum Information Processing

As a result of the capabilities of quantum information, the science of quantum information processing is now a prospering, interdisciplinary field focused on better understanding the possibilities and limitations of the underlying theory, on developing new applications of quantum information and on physically realizing controllable quantum devices. The purpose of this primer is to provide an elementary introduction to quantum information processing, and then to briefly explain how we hope to exploit the advantages of quantum information. These two sections can be read independently. For reference, we have included a glossary of the main terms of quantum information.Comment: 48 pages, to appear in LA Science. Hyperlinked PDF at http://www.c3.lanl.gov/~knill/qip/prhtml/prpdf.pdf, HTML at http://www.c3.lanl.gov/~knill/qip/prhtm

On the robustness of bucket brigade quantum RAM

We study the robustness of the bucket brigade quantum random access memory model introduced by Giovannetti, Lloyd, and Maccone [Phys. Rev. Lett. 100, 160501 (2008)]. Due to a result of Regev and Schiff [ICALP '08 pp. 773], we show that for a class of error models the error rate per gate in the bucket brigade quantum memory has to be of order $o(2^{-n/2})$ (where $N=2^n$ is the size of the memory) whenever the memory is used as an oracle for the quantum searching problem. We conjecture that this is the case for any realistic error model that will be encountered in practice, and that for algorithms with super-polynomially many oracle queries the error rate must be super-polynomially small, which further motivates the need for quantum error correction. By contrast, for algorithms such as matrix inversion [Phys. Rev. Lett. 103, 150502 (2009)] or quantum machine learning [Phys. Rev. Lett. 113, 130503 (2014)] that only require a polynomial number of queries, the error rate only needs to be polynomially small and quantum error correction may not be required. We introduce a circuit model for the quantum bucket brigade architecture and argue that quantum error correction for the circuit causes the quantum bucket brigade architecture to lose its primary advantage of a small number of "active" gates, since all components have to be actively error corrected.Comment: Replaced with the published version. 13 pages, 9 figure