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We propose numerical integration methods for Choquet integrals where the capacities are given by distortion functions of an underlying probability measure. It relies on the explicit representation of the integrals for step functions and can…

Numerical Analysis · Mathematics 2015-02-17 Yumiharu Nakano

Recent advances in quasi-Monte Carlo integration have shown that for linearly scrambled digital net estimators, the convergence rate can be dramatically improved by taking the median rather than the mean of multiple independent replicates.…

Statistics Theory · Mathematics 2026-02-26 Zexin Pan

We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…

Data Structures and Algorithms · Computer Science 2020-09-01 Ahmad Askarian , Rupei Xu , András Faragó

The weak saturation number $\mathrm{wsat}(n,F)$ is the minimum number of edges in a graph on $n$ vertices such that all the missing edges can be activated sequentially so that each new edge creates a copy of $F$. A usual approach to prove a…

Combinatorics · Mathematics 2023-05-26 Nikolai Terekhov , Maksim Zhukovskii

We consider the problem of evaluating $I(\varphi):=\int_{[0,1)^s}\varphi(x) dx$ for a function $\varphi \in L^2[0,1)^{s}$. In situations where $I(\varphi)$ can be approximated by an estimate of the form $N^{-1}\sum_{n=0}^{N-1}\varphi(x^n)$,…

Computation · Statistics 2015-06-09 Mathieu Gerber

In mesh simplification, common requirements like accuracy, triangle quality, and feature alignment are often considered as a trade-off. Existing algorithms concentrate on just one or a few specific aspects of these requirements. For…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

Realizing the full potential of quantum computation requires Quantum Error Correction (QEC). QEC reduces error rates by encoding logical information across redundant physical qubits, enabling errors to be detected and corrected. A common…

Quantum Physics · Physics 2026-01-05 Yotam Peled , David Zenati , Eliya Nachmani

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…

Numerical Analysis · Mathematics 2016-11-29 Dirk Nuyens , Gowri Suryanarayana , Markus Weimar

We address the quantum estimation of parameters encoded into the initial state of two modes of a Dirac field described by relatively accelerated parties. By using the quantum Fisher information (QFI), we investigate how the weak…

Quantum Physics · Physics 2019-08-16 H. Rangani Jahromi

We consider the problem of estimating an expectation $ \mathbb{E}\left[ h(W)\right]$ by quasi-Monte Carlo (QMC) methods, where $ h $ is an unbounded smooth function on $ \mathbb{R}^d $ and $ W$ is a standard normal distributed random…

Numerical Analysis · Mathematics 2024-11-08 Du Ouyang , Xiaoqun Wang , Zhijian He

The Quantum Fisher Information (QFI) plays a crucial role in quantum information theory and in many practical applications such as quantum metrology. However, computing the QFI is generally a computationally demanding task. In this work we…

Quantum Physics · Physics 2021-06-25 M. Cerezo , Akira Sone , Jacob L. Beckey , Patrick J. Coles

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

Condensed Matter · Physics 2009-10-30 Chien-Jung Huang , C. J. Umrigar , M. P. Nightingale

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…

Probability · Mathematics 2025-06-16 Laure Coutin , Benjamin Massat , Anthony Réveillac

Quantum Fisher information matrix (QFIM) is a core concept in theoretical quantum metrology due to the significant importance of quantum Cram\'{e}r-Rao bound in quantum parameter estimation. However, studies in recent years have revealed…

Quantum Physics · Physics 2020-03-27 Jing Liu , Haidong Yuan , Xiao-Ming Lu , Xiaoguang Wang

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…

Methodology · Statistics 2025-09-09 Yian Huang , Zhen Huang

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Optimization and Control · Mathematics 2014-10-31 H. Heitsch , H. Leövey , W. Römisch

Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…

Computation · Statistics 2024-12-20 Josef Dick , Daniel Rudolf , Houying Zhu

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…

Number Theory · Mathematics 2010-12-01 Su Hu , Yan Li
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