integrable probability
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2021 ◽  
Vol 28 (3) ◽  
pp. 295-309
Author(s):  
Sagar K. Tamang ◽  
Ardeshir Ebtehaj ◽  
Peter J. van Leeuwen ◽  
Dongmian Zou ◽  
Gilad Lerman

Abstract. In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Euclidean distance used in classic data assimilation methodologies, the Wasserstein metric can capture the translation and difference between the shapes of square-integrable probability distributions of the background state and observations. This enables us to formally penalize geophysical biases in state space with non-Gaussian distributions. The new approach is applied to dissipative and chaotic evolutionary dynamics, and its potential advantages and limitations are highlighted compared to the classic ensemble data assimilation approaches under systematic errors.


2021 ◽  
Author(s):  
Sagar K. Tamang ◽  
Ardeshir Ebtehaj ◽  
Peter J. van Leeuwen ◽  
Dongmian Zou ◽  
Gilad Lerman

Abstract. In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Eulerian penalization of error in the Euclidean space, the Wasserstein metric can capture translation and difference between the shapes of square-integrable probability distributions of the background state and observations – enabling to formally penalize geophysical biases in state-space with non-Gaussian distributions. The new approach is applied to dissipative and chaotic evolutionary dynamics and its potential advantages and limitations are highlighted compared to the classic variational and filtering data assimilation approaches under systematic and random errors.


2010 ◽  
Vol 10 (5&6) ◽  
pp. 420-434
Author(s):  
C.-F. Chiang ◽  
D. Nagaj ◽  
P. Wocjan

We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently integrable probability distributions \cite{GroverRudolph}. This method is intended for use in quantum walk algorithms with polynomial speedups, whose complexity is usually measured in terms of how many times we have to apply a step of a quantum walk \cite{Szegedy}, compared to the number of necessary classical Markov chain steps. We consider a finer notion of complexity including the number of elementary gates it takes to implement each step of the quantum walk with some desired accuracy. The difference in complexity for various implementation approaches is that our method scales linearly in the sparsity parameter and poly-logarithmically with the inverse of the desired precision. The best previously known general methods either scale quadratically in the sparsity parameter, or polynomially in the inverse precision. Our approach is especially relevant for implementing quantum walks corresponding to classical random walks like those used in the classical algorithms for approximating permanents \cite{Vigoda, Vazirani} and sampling from binary contingency tables \cite{Stefankovi}. In those algorithms, the sparsity parameter grows with the problem size, while maintaining high precision is required.


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