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We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Machine Learning · Statistics 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

We present a detailed discussion of the collinear subtraction terms needed to establish a massive variable-flavour-number scheme for the one-particle inclusive production of heavy quarks in hadronic collisions. The subtraction terms are…

High Energy Physics - Phenomenology · Physics 2011-09-13 B. A. Kniehl , G. Kramer , I. Schienbein , H. Spiesberger

Quantum Monte Carlo (QMC) is applied to obtain the fundamental (quasiparticle) electronic band gap, $\Delta_f$, of a semiconducting two-dimensional (2D) phosphorene whose optical and electronic properties fill the void between graphene and…

Mesoscale and Nanoscale Physics · Physics 2019-02-06 Tobias Frank , Rene Derian , Kamil Tokar , Lubos Mitas , Jaroslav Fabian , Ivan Stich

In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…

Numerical Analysis · Mathematics 2019-03-07 Zhipeng Yang , Xiaoming He , Li Zhang , Ju Ming

We present the numerically exact ground state energy, effective mass, and isotope exponents of a one-dimensional lattice polaron, valid for any range of electron-phonon interaction, applying a new continuous-time Quantum Monte Carlo (QMC)…

Strongly Correlated Electrons · Physics 2009-11-10 P. E. Spencer , J. H. Samson , P. E. Kornilovitch , A. S. Alexandrov

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable alternative to analytic approaches, in particular in the presence of several mass scales, provided sufficient accuracy can be achieved in an acceptable…

High Energy Physics - Phenomenology · Physics 2019-06-26 S. Borowka , G. Heinrich , S. Jahn , S. P. Jones , M. Kerner , J. Schlenk

We develop a convergence analysis of a multi-level algorithm combining higher order quasi-Monte Carlo (QMC) quadratures with general Petrov-Galerkin discretizations of countably affine parametric operator equations of elliptic and parabolic…

Numerical Analysis · Mathematics 2015-08-11 Josef Dick , Frances Kuo , Quoc Thong Le Gia , Christoph Schwab

We present the benchmark of the polynomial expansion Monte Carlo method to a Kondo lattice model with classical localized spins on a geometrically frustrated lattice. The method enables to reduce the calculation amount by using the…

Strongly Correlated Electrons · Physics 2014-01-24 Hiroaki Ishizuka , Masafumi Udagawa , Yukitoshi Motome

We use complete enumeration and Monte Carlo techniques to study two-dimensional self-avoiding polymer chains with quenched ``charges'' $\pm 1$. The interaction of charges at neighboring lattice sites is described by $q_i q_j$. We find that…

Soft Condensed Matter · Physics 2009-10-30 Ido Golding , Yacov Kantor

High-order Discontinuous Galerkin (DG) methods offer excellent accuracy for turbulent flow simulations, especially when implemented on GPU-oriented architectures that favor very high polynomial orders. On modern GPUs, high-order polynomial…

When solving partial differential equations with random fields as coefficients the efficient sampling of random field realisations can be challenging. In this paper we focus on the fast sampling of Gaussian fields using quasi-random points…

Numerical Analysis · Mathematics 2023-01-10 M. Croci , M. B. Giles , P. E. Farrell

We study time harmonic acoustic scattering on large deviation rough random scatterers. Therein, the roughness of the scatterers is caused by a low Sobolev regularity in the covariance function of their deformation field. The motivation for…

Numerical Analysis · Mathematics 2023-11-22 Jürgen Dölz , Wei Huang , Michael Multerer

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regimes, where the Sample…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Sandeep Gogineni , Bosung Kang , Sean M. O'Rourke

Normalizing flows can be used to construct unbiased, reduced-variance estimators for lattice field theory observables that are defined by a derivative with respect to action parameters. This work implements the approach for observables…

Low-precision training has emerged as a promising low-cost technique to enhance the training efficiency of deep neural networks without sacrificing much accuracy. Its Bayesian counterpart can further provide uncertainty quantification and…

Machine Learning · Statistics 2024-07-16 Ziyi Wang , Yujie Chen , Qifan Song , Ruqi Zhang

We argue that high-precision lattice QCD is now possible, for the first time, because of a new improved staggered quark discretization. We compare a wide variety of nonperturbative calculations in QCD with experiment, and find agreement to…

Low-discrepancy (LD) sequences have been extensively used as efficient experimental designs across many scientific disciplines. QMCPy (https://qmcsoftware.github.io/QMCSoftware/) is an accessible Python library which provides a unified…

Mathematical Software · Computer Science 2025-10-14 Aleksei G Sorokin