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This work is concerned with the prime factor decomposition (PFD) of strong product graphs. A new quasi-linear time algorithm for the PFD with respect to the strong product for arbitrary, finite, connected, undirected graphs is derived.…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
This paper provides an accurate method to obtain the bidiagonal factorization of many generalized Pascal matrices, which in turn can be used to compute with high relative accuracy the eigenvalues, singular values and inverses of these…
In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…
We present a simple approach to the fixed phase method in Quantum Monte Carlo. This applies to electrons in molecules and electron gas and is straightforwardly extended to the Schr\"odinger equation with magnetic field.
We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…
For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…
We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…
The properties of ideal tri-functional dendrimers with forty-five, ninety-three and one hundred and eighty-nine branches are investigated. Three methods are employed to calculate the mean-square radius of gyration, $g$-ratios, asphericity,…
Given a factorable function f, we propose a procedure that constructs a concave underestimator of f that is tight at a given point. These underestimators can be used to generate intersection cuts. A peculiarity of these underestimators is…
Disordered and frustrated graphical systems are ubiquitous in physics, biology, and information science. For models on complete graphs or random graphs, deep understanding has been achieved through the mean-field replica and cavity methods.…
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…
Global sensitivity analysis is a powerful set of ideas and heuristics for understanding the importance and interplay between uncertain parameters in a computational model. Such a model is characterized by a set of input parameters and an…
We introduce the partition function of edge-colored graph homomorphisms, of which the usual partition function of graph homomorphisms is a specialization, and present an efficient algorithm to approximate it in a certain domain. Corollaries…
We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…
The graphical realization of a given degree sequence and given partition adjacency matrix simultaneously is a relevant problem in data driven modeling of networks. Here we formulate common generalizations of this problem and the Exact…
Dimensionality reduction and matrix factorization techniques are important and useful machine-learning techniques in many fields. Nonnegative matrix factorization (NMF) is particularly useful for spectral analysis and image processing in…