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We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded…

The (fast) component-by-component (CBC) algorithm is an efficient tool for the construction of generating vectors for quasi-Monte Carlo rank-1 lattice rules in weighted reproducing kernel Hilbert spaces. We consider product weights, which…

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…

We compare the integration error of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods for approximating the normalizing constant of posterior distributions and certain marginal likelihoods. In doing so, we characterize the dependency of…

Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonlinear function $f$, is a challenging problem in various fields,…

Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of these algorithms depend greatly on the quadrature method. We…

In the last few years, the notion of optimal polynomial approximant has appeared in the mathematics literature in connection with Hilbert spaces of analytic functions of one or more variables. In the 70s, researchers in engineering and…

We introduce the adiabatic quantum Monte Carlo (AQMC) method, where we gradually crank up the interaction strength, as an amelioration of the sign problem. It is motivated by the adiabatic theorem and will approach the true ground-state if…

In recent years, several branch-and-bound (BnB) algorithms have been proposed to globally optimize rigid registration problems. In this paper, we suggest a general framework to improve upon the BnB approach, which we name Quasi BnB. Quasi…

A key component of the phase diagram of many iron-based superconductors and electron-doped cuprates is believed to be a quantum critical point (QCP), delineating the onset of antiferromagnetic spin-density wave order in a…

In this paper we explore the practical use of the corner transfer matrix and its higher-dimensional generalization, the corner tensor, to develop tensor network algorithms for the classical simulation of quantum lattice systems of infinite…

Let $f:[0,1]^d\to\mathbb{R}$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d$ have a non-negative local discrepancy (NNLD) everywhere in…

Based on the scheme of variational Monte Carlo sampling, we develop an accurate and efficient two-dimensional tensor-network algorithm to simulate quantum lattice models. We find that Monte Carlo sampling shows huge advantages in dealing…

In this paper we propose a new $S$-matrix approach to numerical simulations of network models and apply it to random networks that we proposed in a previous work 10.1103/PhysRevB.95.125414. Random networks are modifications of the…

The presence of stable topological defects in a two-dimensional (\textit{d} = 2) liquid crystal model allowing molecular reorientations in three dimensions (\textit{n} = 3) was largely believed to induce defect-mediated…

Niederreiter [H.Niederreiter, Error bounds for quasi-Monte Carlo integration with uniform point sets, Journal of computational and applied mathematics 150 (2003), 283-292] established new bounds for quasi-Monte Carlo integration for nodes…

Gaussian Quantum Monte Carlo (GQMC) is a stochastic phase space method for fermions with positive weights. In the example of the Hubbard model close to half filling it fails to reproduce all the symmetries of the ground state leading to…

In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized…

Designs for quantum error correction depend strongly on the connectivity of the qubits. For solid state qubits, the most straightforward approach is to have connectivity constrained to a planar graph. Practical considerations may also…