arXiv subjects

Zhuang Ma

Publications and source records attributed to Zhuang Ma.

29 records · Page 2Linked to original sources

arXiv2022

Experimental Implementation of Noncyclic and Nonadiabatic Geometric Quantum Gates in a Superconducting Circuit

Quantum gates based on geometric phases possess intrinsic noise-resilience features and therefore attract much attention. However, the implementations of previous geometric quantum computation typically require a long pulse time of gates. As a result, their experimental control inevitably suffers from the cumulative disturbances of systematic errors due to excessive time consumption. Here, we experimentally implement a set of noncyclic and nonadiabatic geometric quantum gates in a superconducting circuit, which greatly shortens the gate time. And also, we experimentally verify that our universal single-qubit geometric gates are more robust to both the Rabi frequency error and qubit frequency shift-induced error, compared to the conventional dynamical gates, by using the randomized benchmarking method. Moreover, this scheme can be utilized to construct two-qubit geometric operations, while the generation of the maximally entangled Bell states is demonstrated. Therefore, our results provide a promising routine to achieve fast, high-fidelity, and error-resilient quantum gates in superconducting quantum circuits.

quant-ph↗

arXiv2022

Measuring quantum geometric tensor of non-Abelian system in superconducting circuits

Topology played an important role in physics research during the last few decades. In particular, the quantum geometric tensor that provides local information about topological properties has attracted much attention. It will reveal interesting topological properties in non-Abelian systems, which have not been realized in practice. Here, we use a four-qubit quantum system in superconducting circuits to construct a degenerate Hamiltonian with parametric modulation. By manipulating the Hamiltonian with periodic drivings, we simulate the Bernevig-Hughes-Zhang model and obtain the quantum geometric tensor from interference oscillation. In addition, we reveal its topological feature by extracting the topological invariant, demonstrating an effective protocol for quantum simulation of a non-Abelian system.

quant-ph↗

arXiv2021

HBert + BiasCorp -- Fighting Racism on the Web

Subtle and overt racism is still present both in physical and online communities today and has impacted many lives in different segments of the society. In this short piece of work, we present how we're tackling this societal issue with Natural Language Processing. We are releasing BiasCorp, a dataset containing 139,090 comments and news segment from three specific sources - Fox News, BreitbartNews and YouTube. The first batch (45,000 manually annotated) is ready for publication. We are currently in the final phase of manually labeling the remaining dataset using Amazon Mechanical Turk. BERT has been used widely in several downstream tasks. In this work, we present hBERT, where we modify certain layers of the pretrained BERT model with the new Hopfield Layer. hBert generalizes well across different distributions with the added advantage of a reduced model complexity. We are also releasing a JavaScript library and a Chrome Extension Application, to help developers make use of our trained model in web applications (say chat application) and for users to identify and report racially biased contents on the web respectively.

cs.CL↗

arXiv2018

Pressure induced band structure evolution of halide perovskites: a first-principles atomic and electronic structure study

Density functional theory (DFT) based calculations have been conducted to draw a broad picture of pressure induced band structure evolution in various phases of organic and inorganic halide perovskite materials. Under a wide range of pressure applied, distinct band structure behaviors including magnitude change of band gap, direct-indirect/indirect-direct band gap transitions and CBM/VBM shifts, have been observed between organic and inorganic perovskites among different phases. Through atomic and electronic structure calculations, band gap narrowing/widening has been rationalized through crystal orbitals coupling transformations; direct-indirect mutual transitions were explained based on structural symmetry evolution; different VBM/CBM shifts behaviors between organic and inorganic perovskites were analyzed focusing on orientation and polarity of molecules/atoms outside the octahedrals. These results provide a comprehensive guidance for further experimental investigations on pressure engineering of perovskite materials.

cond-mat.mtrl-sci↗

arXiv2018

Noise Contrastive Estimation and Negative Sampling for Conditional Models: Consistency and Statistical Efficiency

Noise Contrastive Estimation (NCE) is a powerful parameter estimation method for log-linear models, which avoids calculation of the partition function or its derivatives at each training step, a computationally demanding step in many cases. It is closely related to negative sampling methods, now widely used in NLP. This paper considers NCE-based estimation of conditional models. Conditional models are frequently encountered in practice; however there has not been a rigorous theoretical analysis of NCE in this setting, and we will argue there are subtle but important questions when generalizing NCE to the conditional case. In particular, we analyze two variants of NCE for conditional models: one based on a classification objective, the other based on a ranking objective. We show that the ranking-based variant of NCE gives consistent parameter estimates under weaker assumptions than the classification-based method; we analyze the statistical efficiency of the ranking-based and classification-based variants of NCE; finally we describe experiments on synthetic data and language modeling showing the effectiveness and trade-offs of both methods.

cs.CL↗

arXiv2018

Subspace Perspective on Canonical Correlation Analysis: Dimension Reduction and Minimax Rates

Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by recent success of applying CCA to learn low dimensional representations of high dimensional objects, we propose to quantify the estimation loss of CCA by the excess prediction loss defined through a prediction-after-dimension-reduction framework. Such framework suggests viewing CCA estimation as estimating the subspaces spanned by the canonical variates. Interestedly, the proposed error metrics derived from the excess prediction loss turn out to be closely related to the principal angles between the subspaces spanned by the population and sample canonical variates respectively. We characterize the non-asymptotic minimax rates under the proposed metrics, especially the dependency of the minimax rates on the key quantities including the dimensions, the condition number of the covariance matrices, the canonical correlations and the eigen-gap, with minimal assumptions on the joint covariance matrix. To the best of our knowledge, this is the first finite sample result that captures the effect of the canonical correlations on the minimax rates.

math.ST↗

arXiv2017

Exploration of Large Networks with Covariates via Fast and Universal Latent Space Model Fitting

Latent space models are effective tools for statistical modeling and exploration of network data. These models can effectively model real world network characteristics such as degree heterogeneity, transitivity, homophily, etc. Due to their close connection to generalized linear models, it is also natural to incorporate covariate information in them. The current paper presents two universal fitting algorithms for networks with edge covariates: one based on nuclear norm penalization and the other based on projected gradient descent. Both algorithms are motivated by maximizing likelihood for a special class of inner-product models while working simultaneously for a wide range of different latent space models, such as distance models, which allow latent vectors to affect edge formation in flexible ways. These fitting methods, especially the one based on projected gradient descent, are fast and scalable to large networks. We obtain their rates of convergence for both inner-product models and beyond. The effectiveness of the modeling approach and fitting algorithms is demonstrated on five real world network datasets for different statistical tasks, including community detection with and without edge covariates, and network assisted learning.

stat.ME↗

arXiv2017

Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

The problem of estimating the mean of a normal vector with known but unequal variances introduces substantial difficulties that impair the adequacy of traditional empirical Bayes estimators. By taking a different approach, that treats the known variances as part of the random observations, we restore symmetry and thus the effectiveness of such methods. We suggest a group-linear empirical Bayes estimator, which collects observations with similar variances and applies a spherically symmetric estimator to each group separately. The proposed estimator is motivated by a new oracle rule which is stronger than the best linear rule, and thus provides a more ambitious benchmark than that considered in previous literature. Our estimator asymptotically achieves the new oracle risk (under appropriate conditions) and at the same time is minimax. The group-linear estimator is particularly advantageous in situations where the true means and observed variances are empirically dependent. To demonstrate the merits of the proposed methods in real applications, we analyze the baseball data used in Brown (2008), where the group-linear methods achieved the prediction error of the best nonparametric estimates that have been applied to the dataset, and significantly lower error than other parametric and semi-parametric empirical Bayes estimators.

stat.ME↗

arXiv2016

Adaptive Estimation in Two-way Sparse Reduced-rank Regression

This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a few rows and columns. We are especially interested in the high dimensional settings where the number of predictors and/or response variables can be much larger than the number of observations. We propose a new estimation scheme, which achieves competitive numerical performance and at the same time allows fast computation. Moreover, we show that (a slight variant of) the proposed estimator achieves near optimal non-asymptotic minimax rates of estimation under a collection of squared Schatten norm losses simultaneously by providing both the error bounds for the estimator and minimax lower bounds. The effectiveness of the proposed algorithm is also demonstrated on an \textit{in vivo} calcium imaging dataset.

stat.ME↗

arXiv2015

Finding Linear Structure in Large Datasets with Scalable Canonical Correlation Analysis

Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring computing the product of two huge matrices and huge matrix decomposition, are computationally and storage expensive. We recast CCA from a novel perspective and propose a scalable and memory efficient Augmented Approximate Gradient (AppGrad) scheme for finding top $k$ dimensional canonical subspace which only involves large matrix multiplying a thin matrix of width $k$ and small matrix decomposition of dimension $k\times k$. Further, AppGrad achieves optimal storage complexity $O(k(p_1+p_2))$, compared with classical algorithms which usually require $O(p_1^2+p_2^2)$ space to store two dense whitening matrices. The proposed scheme naturally generalizes to stochastic optimization regime, especially efficient for huge datasets where batch algorithms are prohibitive. The online property of stochastic AppGrad is also well suited to the streaming scenario, where data comes sequentially. To the best of our knowledge, it is the first stochastic algorithm for CCA. Experiments on four real data sets are provided to show the effectiveness of the proposed methods.

stat.ML↗

arXiv2015

Adaptive Monotone Shrinkage for Regression

We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of the features. We capture both properties with an empirical Bayes estimator that shrinks coefficients monotonically with respect to their anticipated importance. This estimator can be rapidly computed using a version of Pool-Adjacent-Violators algorithm. We show that the proposed monotone shrinkage approach is competitive with the class of all Bayesian estimators that share the prior information. We further observe that the estimator also minimizes Stein's unbiased risk estimate. Along with our key result that the estimator mimics the oracle Bayes rule under an order assumption, we also prove that the estimator is robust. Even without the order assumption, our estimator mimics the best performance of a large family of estimators that includes the least squares estimator, constant-$λ$ ridge estimator, James-Stein estimator, etc. All the theoretical results are non-asymptotic. Simulation results and data analysis from a model for text processing are provided to support the theory.

stat.ME↗