Related papers: A Construction of Polynomial Lattice Rules with Sm…
Under the Riemann Hypothesis, we improve the error term in the asymptotic formula related to the counting lattice problem studied in a first part of this work. The improvement comes from the use of Weyl's bound for exponential sums of…
Control variates are a well-established tool to reduce the variance of Monte Carlo estimators. However, for large-scale problems including high-dimensional and large-sample settings, their advantages can be outweighed by a substantial…
We describe an algorithm for the Rosenbluth Monte Carlo enumeration of clusters and lattice animals. The method may also be used to calculate associated properties such as moments or perimeter multiplicities of the clusters. The new scheme…
For adaptive mixed finite element methods (AMFEM), we first introduce the data oscillation to analyze, without the restriction that the inverse of the coefficient matrix of the partial differential equations (PDEs) is a piecewise polynomial…
Lattice QCD should allow a derivation of the $\Delta I=1/2$ rule from first principles, but numerical calculations to date have been plagued by a variety of problems. After a brief review of these problems, we present several new methods…
We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…
We propose improved estimators to compute the reweighting factors which are needed for lattice QCD calculations that rely on twisted-mass reweighting for the light quark contribution and the Rational Hybrid Monte Carlo (RHMC) algorithm for…
In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty…
The predominant method for generating Lattice QCD configurations is Hybrid Monte Carlo (HMC). In order to speed up this generation, a wide range of preconditioning techniques that modify the lattice action have been devised. This work…
Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…
We propose a method to improve lattice operators composed of Wilson fermions which allows the removal of all corrections of $O(a)$, including those proportional to the quark mass, leaving only errors of $O(a^2)$. The method exploits the…
It is known that the common factors in a large panel of data can be consistently estimated by the method of principal components, and principal components can be constructed by iterative least squares regressions. Replacing least squares…
We investigate base $b$ Walsh functions for which the variance of the integral estimator based on a scrambled $(0,m,s)$-net in base $b$ is less than or equal to that of the Monte-Carlo estimator based on the same number of points. First we…
We study a class of fused lasso problems where the estimated parameters in a sequence are regressed toward their respective observed values (fidelity loss), with $\ell_1$ norm penalty (regularization loss) on the differences between…
Bridging algorithms are global Monte Carlo moves which allow for an efficient sampling of single polymer chains. In this manuscript we discuss the adaptation of three bridging algorithms from lattice to continuum models, and give details on…
Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are…
We propose a randomized algorithm to compute the log-partition function of weakly interacting fermions with polynomial runtime in both the system size and precision. Although weakly interacting fermionic systems are considered tractable for…
Despite modular conditions to guarantee stability for large-scale systems have been widely studied, few methods are available to tackle the case of networks with multiple equilibria. This paper introduces small-gain like sufficient…
In this article, we combine a lattice sequence from Quasi-Monte Carlo rules with the philosophy of the Fourier-cosine method to design an approximation scheme for expectation computation. We study the error of this scheme and compare this…
A compression algorithm is introduced for multi-determinant wave functions which can greatly reduce the number of determinants that need to be evaluated in quantum Monte Carlo calculations. We have devised an algorithm with three levels of…