paper-with-me

홈 › Papers

Density Operator Expectation Maximization

2025-07-30 · Adit Vishnu, Abhay Shastry, Dhruva Kashyap, Chiranjib Bhattacharyya arxiv

Machine learning with density operators, the mathematical foundation of quantum mechanics, is gaining prominence with rapid advances in quantum computing. Generative models based on density operators cannot yet handle tasks that are routinely handled by probabilistic models. The progress of latent variable models, a broad and influential class of probabilistic unsupervised models, was driven by the Expectation-Maximization framework. Deriving such a framework for density operators is challenging due to the non-commutativity of operators. To tackle this challenge, an inequality arising from the monotonicity of relative entropy is demonstrated to serve as an evidence lower bound for density operators. A minorant-maximization perspective on this bound leads to Density Operator Expectation Maximization (DO-EM), a general framework for training latent variable models defined through density operators. Through an information-geometric argument, the Expectation step in DO-EM is shown to be the Petz recovery map. The DO-EM algorithm is applied to Quantum Restricted Boltzmann Machines, adapting Contrastive Divergence to approximate the Maximization step gradient. Quantum interleaved Deep Boltzmann Machines and Quantum Gaussian-Bernoulli Restricted Boltzmann Machines, new models introduced in this work, outperform their probabilistic counterparts on generative tasks when trained with similar computational resources and identical hyperparameters.

📄 PDF Abstract BibTeX arXiv:2507.22786

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Learning Mixture Density via Natural Gradient Expectation Maximization

2026-02-11 · Yutao Chen, Jasmine Bayrooti, Steven Morad arxiv

Mixture density networks are neural networks that produce Gaussian mixtures to represent continuous multimodal conditional densities. Standard training procedures involve maximum likelihood estimation using the negative …

A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm

2020-11-30 · Gersende Fort, Eric Moulines, Hoi-To Wai

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, call…

Approximate Maximum Likelihood Inference for Acoustic Spatial Capture-Recapture with Unknown Identities, Using Monte Carlo Expectation Maximization

2024-10-06 · Yuheng Wang, Juan Ye, Weiye Li, David L. Borchers

Acoustic spatial capture-recapture (ASCR) surveys with an array of synchronized acoustic detectors can be an effective way of estimating animal density or call density. However, constructing the capture histories require…

Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory

2021-08-16 · Zuo Quan Xu

This paper investigates a Pareto optimal insurance problem, where the insured maximizes her rank-dependent utility preference and the insurer is risk neutral and employs the mean-variance premium principle. To eliminate …

Verifiable Regularity Criterion for Conditional Expectation Operators and Conditional Mean Embeddings with Applications to Nonparametric Regression, Bayesian Inverse Problems, and Koopman Operators

2026-08-06 · Maximiliano Hertel, Ilja Klebanov, Manuel Schaller, Karl Worthmann arxiv

Conditional expectation operators (CEOs) and their associated conditional mean embeddings (CMEs) play a central role across applied mathematics and machine learning, appearing in nonparametric regression, Bayesian invers…