Related papers: Subgroup-based Rank-1 Lattice Quasi-Monte Carlo

Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

Low-discrepancy point sets and digital sequences underpin quasi-Monte Carlo (QMC) methods for high-dimensional integration. We cast two long-standing QMC design problems as program synthesis and solve them with an LLM-guided evolutionary…

In this paper, we consider the numerical solution of a nonlinear Schrodinger equation with spatial random potential. The randomly shifted quasi-Monte Carlo (QMC) lattice rule combined with the time-splitting pseudospectral discretization is…

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…

We present the ground state extension of the efficient quantum Monte Carlo algorithm for lattice fermions of arXiv:1411.0683. Based on continuous-time expansion of imaginary-time projection operator, the algorithm is free of systematic…

Let $G$ be a linear semisimple Lie group without compact factors. We show that uniform approximate lattices $\Lambda$ arising as regular model sets in $G$ determine the ambient group $G$ in a strong sense. Specifically, for every…

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

Most quasi-Monte Carlo research focuses on sampling from the unit cube. Many problems, especially in computer graphics, are defined via quadrature over the unit triangle. Quasi-Monte Carlo methods for the triangle have been developed by…

We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and less frequently over time. Under a contraction assumption with…

Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expensive operation if the dimension of the problem is high. We…

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

We employ constrained path Auxiliary Field Quantum Monte Carlo (AFQMC) in the pursuit of studying physical nuclear systems using a lattice formalism. Since AFQMC has been widely used in the study of condensed-matter systems such as the…

Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinuities. The two factors may significantly deteriorate the…

Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…

We present a Markov chain Monte-Carlo (MCMC) method to make a geometric graph which satisfies the following two conditions: (i) The degree of each vertex is fixed to a positive integer $k$. (ii) The probability that two vertices located on…

Constructions of distance-optimal codes and quasi-perfect codes are challenging problems and have attracted many attentions. In this paper, we give the following three results. 1) If $\lambda|q^{sm}-1$ and $\lambda…