Entanglement, quantum phase transitions, and density matrix renormalization

We investigate the role of entanglement in quantum phase transitions, and show that the success of the density matrix renormalization group (DMRG) in understanding such phase transitions is due to the way it preserves entanglement under renormalization. We provide a reinterpretation of the DMRG in terms of the language and tools of quantum information science which allows us to rederive the DMRG in a physically transparent way. Motivated by our reinterpretation we suggest a modification of the DMRG which manifestly takes account of the entanglement in a quantum system. This modified renormalization scheme is shown,in certain special cases, to preserve more entanglement in a quantum system than traditional numerical renormalization methods.Comment: 5 pages, 1 eps figure, revtex4; added reference and qualifying remark

Practical Bayesian Optimization for Variable Cost Objectives

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to sampling support points, allowing faster construction of the acquisition function. This allows us to achieve optimization with lower overheads than previous approaches and is implemented for a more general class of problem. We show this approach to be effective on synthetic and real world benchmark problems.Comment: 8 pages, 7 figure

Efficient Bayesian Nonparametric Modelling of Structured Point Processes

This paper presents a Bayesian generative model for dependent Cox point processes, alongside an efficient inference scheme which scales as if the point processes were modelled independently. We can handle missing data naturally, infer latent structure, and cope with large numbers of observed processes. A further novel contribution enables the model to work effectively in higher dimensional spaces. Using this method, we achieve vastly improved predictive performance on both 2D and 1D real data, validating our structured approach.Comment: Presented at UAI 2014. Bibtex: @inproceedings{structcoxpp14_UAI, Author = {Tom Gunter and Chris Lloyd and Michael A. Osborne and Stephen J. Roberts}, Title = {Efficient Bayesian Nonparametric Modelling of Structured Point Processes}, Booktitle = {Uncertainty in Artificial Intelligence (UAI)}, Year = {2014}

Distribution of Gaussian Process Arc Lengths

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest. Previously, only paths in one dimension have been considered, with no theoretical consideration of higher dimensional problems. We fill the gap in the existing literature by deriving the moments of the arc length for a stationary GP with multiple output dimensions. A new method is used to derive the mean of a one-dimensional GP over a finite interval, by considering the distribution of the arc length integrand. This technique is used to derive an approximate distribution over the arc length of a vector valued GP in $\mathbb{R}^n$ by moment matching the distribution. Numerical simulations confirm our theoretical derivations.Comment: 10 pages, 4 figures, Accepted to The 20th International Conference on Artificial Intelligence and Statistics (AISTATS