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Juntendo University

Academic institutionasia · jp
Official website
Research library9linked papers
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Selected work

Representative Papers

QuanVI: Score-based Variational Inference via Quantum Maximally Mixed States

Sep 30, 2026

This study addresses the exponential parameter explosion in eigenvalue-based methods and the non-uniqueness of eigenvectors within degenerate subspaces during high-dimensional variational inference. To overcome these challenges, we propose QuanVI, a variational framework built upon Fisher divergence that incorporates density operators and quantum tensor network representations. Specifically, QuanVI employs maximally mixed states to characterize degenerate subspaces, thereby eliminating solution non-uniqueness, and leverages matrix product operator (MPO) structures to compress density operators, circumventing traditional dimensional bottlenecks. Experimental results demonstrate that QuanVI achieves exact agreement with analytical solutions in low-dimensional settings while successfully scaling to high-dimensional synthetic data and Bayesian posterior benchmarks. By effectively approximating complex non-Gaussian target distributions, this work establishes QuanVI as an efficient and scalable approach for high-dimensional variational inference.

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Debiased and Simultaneous Inference for Heterogeneous Factorial Effect Modifiers via Residualized Walsh-Hadamard Scores

Sep 29, 2026

This study addresses the problem of unbiased inference and multiple comparison control for effect modification in factorial experiments under high-dimensional covariates. The proposed method integrates cross-fitting, Lasso penalization, high-dimensional Gaussian approximation, and a Walsh spectrum multiplier bootstrap to residualize Walsh-Hadamard scores. By establishing the global insensitivity of the debiased central limit theorem, it eliminates the need for polynomial convergence rate conditions and heredity assumptions. This work enables simultaneous confidence interval construction and strong family-wise error rate control across all effect units, facilitating the precise identification of significant modifiers. Supporting growing covariate dimensions and encompassing all contrasts, the approach provides a rigorous statistical framework for analyzing high-dimensional causal heterogeneity.

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Recent publications

Latest Papers

QuanVI: Score-based Variational Inference via Quantum Maximally Mixed States

Sep 30, 2026

This study addresses the exponential parameter explosion in eigenvalue-based methods and the non-uniqueness of eigenvectors within degenerate subspaces during high-dimensional variational inference. To overcome these challenges, we propose QuanVI, a variational framework built upon Fisher divergence that incorporates density operators and quantum tensor network representations. Specifically, QuanVI employs maximally mixed states to characterize degenerate subspaces, thereby eliminating solution non-uniqueness, and leverages matrix product operator (MPO) structures to compress density operators, circumventing traditional dimensional bottlenecks. Experimental results demonstrate that QuanVI achieves exact agreement with analytical solutions in low-dimensional settings while successfully scaling to high-dimensional synthetic data and Bayesian posterior benchmarks. By effectively approximating complex non-Gaussian target distributions, this work establishes QuanVI as an efficient and scalable approach for high-dimensional variational inference.

0 citationsRead paper

Debiased and Simultaneous Inference for Heterogeneous Factorial Effect Modifiers via Residualized Walsh-Hadamard Scores

Sep 29, 2026

This study addresses the problem of unbiased inference and multiple comparison control for effect modification in factorial experiments under high-dimensional covariates. The proposed method integrates cross-fitting, Lasso penalization, high-dimensional Gaussian approximation, and a Walsh spectrum multiplier bootstrap to residualize Walsh-Hadamard scores. By establishing the global insensitivity of the debiased central limit theorem, it eliminates the need for polynomial convergence rate conditions and heredity assumptions. This work enables simultaneous confidence interval construction and strong family-wise error rate control across all effect units, facilitating the precise identification of significant modifiers. Supporting growing covariate dimensions and encompassing all contrasts, the approach provides a rigorous statistical framework for analyzing high-dimensional causal heterogeneity.

0 citationsRead paper