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We study the sample median of independently generated quasi-Monte Carlo estimators based on randomized digital nets and prove it approximates the target integral value at almost the optimal convergence rate for various function spaces. In…

Numerical Analysis · Mathematics 2025-02-21 Zexin Pan

We propose a methodology for designing dependable Artificial Neural Networks (ANN) by extending the concepts of understandability, correctness, and validity that are crucial ingredients in existing certification standards. We apply the…

A regularized artificial neural network (RANN) is proposed for interval-valued data prediction. The ANN model is selected due to its powerful capability in fitting linear and nonlinear functions. To meet mathematical coherence requirement…

Computation · Statistics 2018-08-22 Zebin Yang , Dennis K. J. Lin , Aijun Zhang

Constructing more expressive ansatz has been a primary focus for quantum Monte Carlo, aimed at more accurate \textit{ab initio} calculations. However, with more powerful ansatz, e.g. various recent developed models based on neural-network…

Computational Physics · Physics 2023-08-07 Weizhong Fu , Weiluo Ren , Ji Chen

Recent advances in machine-learning interatomic potentials have enabled the efficient modeling of complex atomistic systems with an accuracy that is comparable to that of conventional quantum mechanics based methods. At the same time, the…

Materials Science · Physics 2021-05-06 April M. Miksch , Tobias Morawietz , Johannes Kästner , Alexander Urban , Nongnuch Artrith

Partial Bayesian neural networks (pBNNs) have been shown to perform competitively with fully Bayesian neural networks while only having a subset of the parameters be stochastic. Using sequential Monte Carlo (SMC) samplers as the inference…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Simon Maskell , Zheng Zhao

Monte-Carlo path tracing is a powerful technique for realistic image synthesis but suffers from high levels of noise at low sample counts, limiting its use in real-time applications. To address this, we propose a framework with end-to-end…

Computer Vision and Pattern Recognition · Computer Science 2023-10-06 Antoine Scardigli , Lukas Cavigelli , Lorenz K. Müller

Artificial Neural Networks (ANNs) implement a specific form of multi-variate extrapolation and will generate an output for any input pattern, even when there is no similar training pattern. Extrapolations are not necessarily to be trusted,…

Machine Learning · Statistics 2020-02-27 Neil A. Thacker , Carole J. Twining , Paul D. Tar , Scott Notley , Visvanathan Ramesh

Insurance companies make extensive use of Monte Carlo simulations in their capital and solvency models. To overcome the computational problems associated with Monte Carlo simulations, most large life insurance companies use proxy models…

Computational Finance · Quantitative Finance 2023-06-22 Lucio Fernandez-Arjona

We introduce an Artificial Neural Network (ANN) quantization methodology for platforms without wide accumulation registers. This enables fixed-point model deployment on embedded compute platforms that are not specifically designed for large…

Computer Vision and Pattern Recognition · Computer Science 2020-04-27 Barry de Bruin , Zoran Zivkovic , Henk Corporaal

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

Numerical Analysis · Mathematics 2015-07-22 Toni Sayah

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

As the deep neural networks are being applied to complex tasks, the size of the networks and architecture increases and their topology becomes more complicated too. At the same time, training becomes slow and at some instances inefficient.…

Machine Learning · Computer Science 2021-02-22 Massimiliano Esposito , Nader Ganaba

Precision theoretical predictions for high multiplicity scattering rely on the evaluation of increasingly complicated scattering amplitudes which come with an extremely high CPU cost. For state-of-the-art processes this can cause technical…

High Energy Physics - Phenomenology · Physics 2020-07-15 Simon Badger , Joseph Bullock

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

The field of artificial neural network (ANN) training has garnered significant attention in recent years, with researchers exploring various mathematical techniques for optimizing the training process. In particular, this paper focuses on…

Functional Analysis · Mathematics 2023-06-23 Arzu Ahmadova

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff