Related papers: On dropping the first Sobol' point
Quasi-Monte Carlo (QMC) methods for high dimensional integrals over unit cubes and products of spheres are well-studied in literature. We study QMC tractability of integrals of functions defined over the product of $m$ copies of the simplex…
If the conclusion of a data analysis is sensitive to dropping very few data points, that conclusion might hinge on the particular data at hand rather than representing a more broadly applicable truth. How could we check whether this…
The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…
Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…
In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for…
This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…
Diffusion Monte Carlo (DMC) simulations for fermions are becoming the standard to provide high quality reference data in systems that are too large to be investigated via quantum chemical approaches. DMC with the fixed-node approximation…
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…
In order to investigate the effects of nonmagnetic impurities in strongly correlated systems, Quantum Monte Carlo (QMC) simulations have been carried out for the doped two-dimensional Hubbard model with one nonmagnetic impurity. Using a…
We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractive index is random and spatially heterogenous. Our focus is…
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…
Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…
Quantum Monte Carlo (QMC) methods have received considerable attention over the last decades due to their great promise for providing a direct solution to the many-body Schrodinger equation in electronic systems. Thanks to their low scaling…
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…
We introduce a Quantum Monte Carlo (QMC) method which efficiently simulates in a sign-problem-free way a broad class of frustrated $S=1/2$ models with competing antiferromagnetic interactions. Our scheme uses the basis of total spin…
For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…
This study compares the performances of two sampling-based strategies for the simultaneous estimation of the first-and total-orders variance-based sensitivity indices (a.k.a Sobol' indices). The first strategy was introduced by [8] and is…
Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…
The fixed node diffusion Monte Carlo (DMC) method has attracted interest in recent years as a way to calculate properties of solid materials with high accuracy. However, the framework for the calculation of properties such as total…