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1. Random Quantum Circuits Transform Local Noise into Global White Noise

   https://doi.org/10.1007/s00220-024-04958-z  

   Dalzell, Alexander M. ; Hunter-Jones, Nicholas ; Brandão, Fernando G. S. L. ( March 2024 , Communications in Mathematical Physics)

   We study the distribution over measurement outcomes of noisy random quantum circuits in the regime of low fidelity, which corresponds to the setting where the computation experiences at least one gate-level error with probability close to one. We model noise by adding a pair of weak, unital, single-qubit noise channels after each two-qubit gate, and we show that for typical random circuit instances, correlations between the noisy output distribution$$p_{\text {noisy}}$$$p_{\text{noisy}}$and the corresponding noiseless output distribution$$p_{\text {ideal}}$$$p_{\text{ideal}}$shrink exponentially with the expected number of gate-level errors. Specifically, the linear cross-entropy benchmarkFthat measures this correlation behaves as$$F=\text {exp}(-2s\epsilon \pm O(s\epsilon ^2))$$$F=\text{exp}(-2sϵ\pm O\left(s{ϵ}^2\right))$, where$$\epsilon $$$ϵ$is the probability of error per circuit location andsis the number of two-qubit gates. Furthermore, if the noise is incoherent—for example, depolarizing or dephasing noise—the total variation distance between the noisy output distribution$$p_{\text {noisy}}$$$p_{\text{noisy}}$and the uniform distribution$$p_{\text {unif}}$$$p_{\text{unif}}$decays at precisely the same rate. Consequently, the noisy output distribution can be approximated as$$p_{\text {noisy}}\approx Fp_{\text {ideal}}+ (1-F)p_{\text {unif}}$$$p_{\text{noisy}}\approx F{p}_{\text{ideal}}+(1-F)p_{\text{unif}}$. In other words, although at least one local error occurs with probability$$1-F$$$1-F$, the errors are scrambled by the random quantum circuit and can be treated as global white noise, contributing completely uniform output. Importantly, we upper bound the average total variation error in this approximation by$$O(F\epsilon \sqrt{s})$$$O\left(Fϵ\sqrt{s}\right)$. Thus, the “white-noise approximation” is meaningful when$$\epsilon \sqrt{s} \ll 1$$$ϵ\sqrt{s}\ll 1$, a quadratically weaker condition than the$$\epsilon s\ll 1$$$ϵs\ll 1$requirement to maintain high fidelity. The bound applies if the circuit size satisfies$$s \ge \Omega (n\log (n))$$$s\ge \Omega (nlog(n\left)\right)$, which corresponds to onlylogarithmic depthcircuits, and if, additionally, the inverse error rate satisfies$$\epsilon ^{-1} \ge {\tilde{\Omega }}(n)$$${ϵ}^{-1}\ge \tilde{\Omega }\left(n\right)$, which is needed to ensure errors are scrambled faster thanFdecays. The white-noise approximation is useful for salvaging the signal from a noisy quantum computation; for example, it was an underlying assumption in complexity-theoretic arguments that noisy random quantum circuits cannot be efficiently sampled classically, even when the fidelity is low. Our method is based on a map from second-moment quantities in random quantum circuits to expectation values of certain stochastic processes for which we compute upper and lower bounds.

    

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2. Discriminant Analysis under f-Divergence Measures

   https://doi.org/10.3390/e24020188  

   Dwivedi, Anmol ; Wang, Sihui ; Tajer, Ali ( February 2022 , Entropy)

   In statistical inference, the information-theoretic performance limits can often be expressed in terms of a statistical divergence between the underlying statistical models (e.g., in binary hypothesis testing, the error probability is related to the total variation distance between the statistical models). As the data dimension grows, computing the statistics involved in decision-making and the attendant performance limits (divergence measures) face complexity and stability challenges. Dimensionality reduction addresses these challenges at the expense of compromising the performance (the divergence reduces by the data-processing inequality). This paper considers linear dimensionality reduction such that the divergence between the models is maximally preserved. Specifically, this paper focuses on Gaussian models where we investigate discriminant analysis under five f-divergence measures (Kullback–Leibler, symmetrized Kullback–Leibler, Hellinger, total variation, and χ2). We characterize the optimal design of the linear transformation of the data onto a lower-dimensional subspace for zero-mean Gaussian models and employ numerical algorithms to find the design for general Gaussian models with non-zero means. There are two key observations for zero-mean Gaussian models. First, projections are not necessarily along the largest modes of the covariance matrix of the data, and, in some situations, they can even be along the smallest modes. Secondly, under specific regimes, the optimal design of subspace projection is identical under all the f-divergence measures considered, rendering a degree of universality to the design, independent of the inference problem of interest. 

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3. Estimating Convergence of Markov chains with L-Lag Couplings

   Biswas, Niloy ; Jacob, Pierre E ; Vanetti, Paul ( January 2019 , Advances in neural information processing systems)

   Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the distance between the target and marginal distribution after a fixed number of iterations. These upper bounds are on a case by case basis and typically involve intractable quantities, which limits their use for practitioners. We introduce L-lag couplings to generate computable, non-asymptotic upper bound estimates for the total variation or the Wasserstein distance of general Markov chains. We apply L-lag couplings to the tasks of (i) determining MCMC burn-in, (ii) comparing different MCMC algorithms with the same target, and (iii) comparing exact and approximate MCMC. Lastly, we (iv) assess the bias of sequential Monte Carlo and self-normalized importance samplers. 

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4. Improved Information-Theoretic Generalization Bounds for Distributed, Federated, and Iterative Learning

   https://doi.org/10.3390/e24091178  

   Barnes, Leighton Pate ; Dytso, Alex ; Poor, Harold Vincent ( September 2022 , Entropy)

   We consider information-theoretic bounds on the expected generalization error for statistical learning problems in a network setting. In this setting, there are K nodes, each with its own independent dataset, and the models from the K nodes have to be aggregated into a final centralized model. We consider both simple averaging of the models as well as more complicated multi-round algorithms. We give upper bounds on the expected generalization error for a variety of problems, such as those with Bregman divergence or Lipschitz continuous losses, that demonstrate an improved dependence of 1/K on the number of nodes. These “per node” bounds are in terms of the mutual information between the training dataset and the trained weights at each node and are therefore useful in describing the generalization properties inherent to having communication or privacy constraints at each node. 

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5. Scalable Gaussian Process Inference with Finite-data Mean and Variance Guarantees

   Huggins, Jonathan H. ; Campbell, Trevor ; Kasprzak, Mikolaj ; Broderick, Tamara ( April 2019 , Proceedings of Machine Learning Research)

   Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop a scalable approach to approximate GP regression, with finite-data guarantees on the accuracy of our pointwise posterior mean and variance estimates. Our main contribution is a novel objective for approximate inference in the nonparametric setting: the preconditioned Fisher (pF) divergence. We show that unlike the Kullback–Leibler divergence (used in variational inference), the pF divergence bounds bounds the 2-Wasserstein distance, which in turn provides tight bounds on the pointwise error of mean and variance estimates. We demonstrate that, for sparse GP likelihood approximations, we can minimize the pF divergence bounds efficiently. Our experiments show that optimizing the pF divergence bounds has the same computational requirements as variational sparse GPs while providing comparable empirical performance—in addition to our novel finite-data quality guarantees. 

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