Related papers: Cubature rules and expected value of some complex …
Measuring expectation values of observables is an essential ingredient in variational quantum algorithms. A practical obstacle is the necessity of a large number of measurements for statistical convergence to meet requirements of precision,…
Given a physical quantum system described by a Hilbert H, for any bounded quantum observable (a bounded self-adjoint operator) T it is possible to define several ''hidden observable'' functions f:H->R associated to T and for any quantum…
We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as…
In many applications, it is impractical -- if not even impossible -- to obtain data to fit a known cubature formula (CF). Instead, experimental data is often acquired at equidistant or even scattered locations. In this work, stable (in the…
A novel method is proposed to infer Bayesian predictions of computationally expensive models. The method is based on the construction of quadrature rules, which are well-suited for approximating the weighted integrals occurring in Bayesian…
We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…
Archimedes' hat-box theorem states that uniform measure on a sphere projects to uniform measure on an interval. This fact can be used to derive Simpson's rule. We present various constructions of, and lower bounds for, numerical cubature…
Hadwiger integrals employ the intrinsic volumes as measures for integration of real-valued functions. We provide a formula for the expected values of Hadwiger integrals of Gaussian-related random fields. The expected Hadwiger integrals of…
The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear…
The quantum-mechanical state vector is not directly observable even though it is the fundamental variable that appears in Schrodinger's equation. In conventional time-dependent perturbation theory, the state vector must be calculated before…
We derive new formulas for the high dimensional biharmonic potential acting on Gaussians or Gaussians times special polynomials. These formulas can be used to construct accurate cubature formulas of an arbitrary high order which are fast…
Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…
We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly independent functions on an interval $[a,b]$. A general theory of Chebyshev sets guarantees the existence of rules with a Gaussian property, in…
The cubature on Wiener space method, a high-order weak approximation scheme, is established for SPDEs in the case of unbounded characteristics and unbounded payoffs. We first introduce a recently described flexible functional analytic…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…
We introduce a total order and the absolute value function for dual numbers. The absolute value function of dual numbers are with dual number values, and have properties similar to the properties of the absolute value function of real…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
We explore how the expectation values $\langle\psi |A| \psi\rangle$ of a largely arbitrary observable $A$ are distributed when normalized vectors $|\psi\rangle$ are randomly sampled from a high dimensional Hilbert space. Our analytical…
We obtain cubature formulas of volume potentials over bounded domains combining the basis functions introduced in the theory of approximate approximations with their integration over the tangential-halfspace. Then the computation is reduced…