English
Related papers

Related papers: Constructing QMC finite element methods for ellipt…

200 papers

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Minimum weight distribution (MWD) is an important metric to calculate the first term of union bound called minimum weight union bound (MWUB). In this paper, we first prove the maximum likelihood (ML) performance approaches MWUB as…

Information Theory · Computer Science 2024-09-09 Jinnan Piao , Dong Li , Jindi Liu , Xueting Yu , Zhibo Li , Ming Yang , Peng Zeng

We propose a component-based (CB) parametric model order reduction (pMOR) formulation for parameterized nonlinear elliptic partial differential equations (PDEs) based on overlapping subdomains. Our approach reads as a constrained…

Numerical Analysis · Mathematics 2022-12-21 Angelo Iollo , Giulia Sambataro , Tommaso Taddei

Designing clinical trials requires evaluating multiple operating characteristics (OCs), such as the likelihood of an early stopping decision, the probability of detecting a treatment effect, and the Type I error rate. In most cases, these…

Methodology · Statistics 2026-03-23 Susanna Gentile , Daniel E. Schwartz , Riddhiman Saha , Lorenzo Trippa

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Numerical Analysis · Mathematics 2026-05-12 Ke Zhao , Ajay Jasra

Reduced-order modeling (ROM) commonly refers to the construction, based on a few solutions (referred to as snapshots) of an expensive discretized partial differential equation (PDE), and the subsequent application of low-dimensional…

Numerical Analysis · Mathematics 2019-05-22 Martin Hess , Alessandro Alla , Annalisa Quaini , Gianluigi Rozza , Max Gunzburger

The Cabibbo-Kobayashi-Maskawa matrix element $|V_{\rm cb}|$ is an important Standard Model parameter, whose value can be determined by using the semi-leptonic decay $B\rightarrow D^{*}\ell{\bar \nu}_\ell$. The perturbative QCD (pQCD)…

High Energy Physics - Phenomenology · Physics 2025-06-24 Wang Li , Xing-Gang Wu , Hua Zhou , Xu-Chang Zheng

Quasi-Monte Carlo (QMC) rules $1/N \sum_{n=0}^{N-1} f(\boldsymbol{y}_n A)$ can be used to approximate integrals of the form $\int_{[0,1]^s} f(\boldsymbol{y} A) \,\mathrm{d} \boldsymbol{y}$, where $A$ is a matrix and $\boldsymbol{y}$ is row…

Numerical Analysis · Mathematics 2015-09-24 Josef Dick , Frances Y. Kuo , Quoc T. Le Gia , Christoph Schwab

This paper studies randomized approximation algorithm for a variant of the set cover problem called minimum submodular cost partial multi-cover (SCPMC), in which each element $e$ has a covering requirement $r_e$ and a profit $p_e$, and the…

Data Structures and Algorithms · Computer Science 2017-02-02 Yishuo Shi , Zhao Zhang , Ding-Zhu Du

Hydrogen synthesis is a clean, sustainable alternative to fossil fuel \cite{gals}. It has come of age: prototyping various aspects of hydrogen power are hot topics. In 9 out of 10 reactions, a solid catalyst is used. Here hydrogen…

Materials Science · Physics 2026-05-12 Ali Bagci , Philip E Hoggan

We propose a method for modifying orthogonal sparse matrix pairs used in CSS codes while preserving their matrix row and column weight distributions, which play a crucial role in determining the performance of belief-propagation decoding.…

Quantum Physics · Physics 2025-11-07 Koki Okada , Kenta Kasai

Current and imminent quantum hardware lacks reliability and applicability due to noise and limited qubit counts. Quantum circuit cutting -- a technique dividing large quantum circuits into smaller subcircuits with sizes appropriate for the…

Quantum Physics · Physics 2022-12-05 Daniel Chen , Betis Baheri , Vipin Chaudhary , Qiang Guan , Ning Xie , Shuai Xu

In this paper we give explicit constructions of point sets in the $s$ dimensional unit cube yielding quasi-Monte Carlo algorithms which achieve the optimal rate of convergence of the worst-case error for numerically integrating high…

Numerical Analysis · Mathematics 2013-04-02 Josef Dick

Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…

Econometrics · Economics 2019-11-22 Jean-Jacques Forneron

Complex Orthogonal Design (COD) codes are known to have the lowest detection complexity among Space-Time Block Codes (STBCs). However, the rate of square COD codes decreases exponentially with the number of transmit antennas. The…

Information Theory · Computer Science 2016-11-17 Amr Ismail , Jocelyn Fiorina , Hikmet Sari

In a recent work (Dick et al, arXiv:2310.06187), we considered a linear stochastic elasticity equation with random Lam\'e parameters which are parameterized by a countably infinite number of terms in separate expansions. We estimated the…

Numerical Analysis · Mathematics 2024-02-20 J. Dick , T. Le Gia , W. McLean , K. Mustapha , T. Tran

Particle-based methods include a variety of techniques, such as Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC), for approximating a probabilistic target distribution with a set of weighted particles. In this paper, we…

Machine Learning · Statistics 2024-12-03 Hadi Mohasel Afshar , Gilad Francis , Sally Cripps

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomized quasi-Monte Carlo (RQMC) sampling over the…

Computation · Statistics 2021-09-07 Pierre L'Ecuyer , Pierre Marion , Maxime Godin , Florian Puchhammer