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Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

Standard molecular dynamics (MD) and Monte Carlo (MC) simulation deals with spherical particles. Extending these standard simulation methodologies to the non-spherical cases is non-trivial. To circumvent this problem, non-spherical bodies…

Computational Physics · Physics 2022-07-25 Saientan Bag

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…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…

Optimization and Control · Mathematics 2025-05-21 Nahom Seyoum , Haoxiang You

The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…

High Energy Physics - Lattice · Physics 2016-11-29 Andreas Ammon , Alan Genz , Tobias Hartung , Karl Jansen , Hernan Leövey , Julia Volmer

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

Star-shaped bodies are an important nonconvex generalization of convex bodies (e.g., linear programming with violations). Here we present an efficient algorithm for sampling a given star-shaped body. The complexity of the algorithm grows…

Data Structures and Algorithms · Computer Science 2009-04-06 Karthekeyan Chandrasekaran , Daniel Dadush , Santosh Vempala

We propose an efficient Monte Carlo method for the computation of the volumes of high-dimensional bodies with arbitrary shape. We start with a region of known volume within the interior of the manifold and then use the multistate Bennett…

Disordered Systems and Neural Networks · Physics 2016-09-21 Stefano Martiniani , K. Julian Schrenk , Jacob D. Stevenson , David J. Wales , Daan Frenkel

Local algorithms are common tools for estimating intrinsic volumes from black-and-white digital images. However, these algorithms are typically biased in the design based setting, even when the resolution tends to infinity. Moreover, images…

Statistics Theory · Mathematics 2014-02-11 Anne Marie Svane

Based on observations of points uniformly distributed over a convex set in $\R^d$, a new estimator for the volume of the convex set is proposed. The estimator is minimax optimal and also efficient non-asymptotically: it is nearly unbiased…

Statistics Theory · Mathematics 2016-01-22 Nikolay Baldin , Markus Reiß

Recently in arXiv:2012.05599 Rudenko presented a formula for the volume of hyperbolic orthoschemes in terms of alternating polylogarithms. We use this result to provide an explicit analytic result for the one-loop scalar n-gon Feynman…

High Energy Physics - Theory · Physics 2024-04-15 Lecheng Ren , Marcus Spradlin , Cristian Vergu , Anastasia Volovich

How much can randomness help computation? Motivated by this general question and by volume computation, one of the few instances where randomness provably helps, we analyze a notion of dispersion and connect it to asymptotic convex…

Computational Complexity · Computer Science 2008-06-17 Luis Rademacher , Santosh Vempala

We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density is log-concave, satisfies a variability condition and is not…

Probability · Mathematics 2014-12-03 Daniel Rudolf

We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and another family of parallel hyperplanes or a family of…

Computational Geometry · Computer Science 2018-03-16 Ludovic Cales , Apostolos Chalkis , Ioannis Z. Emiris , Vissarion Fisikopoulos

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

We present an $O^*(n^3)$ randomized algorithm for estimating the volume of a well-rounded convex body given by a membership oracle, improving on the previous best complexity of $O^*(n^4)$. The new algorithmic ingredient is an accelerated…

Data Structures and Algorithms · Computer Science 2016-12-06 Ben Cousins , Santosh Vempala

Volumetric parameterization problem refers to parameterization of both the interior and boundary of a 3D model. It is a much harder problem compared to surface parameterization where a parametric representation is worked out only for the…

Computational Geometry · Computer Science 2013-10-28 Vikash Gupta , Hari K. Voruganti , Bhaskar Dasgupta

The intrinsic volumes are measures of the content of a convex body. This paper uses probabilistic and information-theoretic methods to study the sequence of intrinsic volumes of a convex body. The main result states that the intrinsic…

Metric Geometry · Mathematics 2019-03-21 Martin Lotz , Michael B. McCoy , Ivan Nourdin , Giovanni Peccati , Joel A. Tropp

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell