Related papers: Gain coefficients for scrambled Halton points

We study the convergence rate of the median estimator for affine matrix scrambled digital nets applied to integrands over the unit hypercube $[0, 1]^s$. By taking the median of $(2r-1)$ independent randomized quasi-Monte Carlo (RQMC)…

In randomized quasi-Monte Carlo methods for numerical integration, average estimators based on digital nets with fully nested and linear scrambling are known to exhibit the same variance. In this note, we show that this equivalence does not…

The on-line nearest-neighbour graph on a sequence of $n$ uniform random points in $(0,1)^d$ ($d \in \N$) joins each point after the first to its nearest neighbour amongst its predecessors. For the total power-weighted edge-length of this…

Quasi-Monte Carlo (QMC) points are a substitute for plain Monte Carlo (MC) points that greatly improve integration accuracy under mild assumptions on the problem. Because QMC can give errors that are $o(1/n)$ as $n\to\infty$, changing even…

Let $A$ and $B$ be local operators in Hamiltonian quantum systems with $N $ degrees of freedom and finite-dimensional Hilbert space. We prove that the commutator norm $\lVert [A(t),B]\rVert$ is upper bounded by a topological combinatorial…

Shalom and Tao showed that a polynomial upper bound on the size of a single, large enough ball in a Cayley graph implies that the underlying group has a nilpotent subgroup with index and degree of polynomial growth both bounded effectively.…

We study quasi-Monte Carlo integration in a weighted anchored Sobolev space. As the underlying integration nodes we consider Halton sequences in prime bases $\boldsymbol{p}=(p_1,\ldots,p_s)$ which are shifted with a $\boldsymbol{p}$-adic…

We present a new unbiased algorithm that estimates the expected value of f(U) via Monte Carlo simulation, where U is a vector of d independent random variables, and f is a function of d variables. We assume that f does not depend equally on…

We consider the problem of estimating an expectation $ \mathbb{E}\left[ h(W)\right]$ by quasi-Monte Carlo (QMC) methods, where $ h $ is an unbounded smooth function on $ \mathbb{R}^d $ and $ W$ is a standard normal distributed random…

We colour the Fibonacci sequence by suitable constant gap sequences to provide an upper bound on the asymptotic repetitive threshold of $d$-ary balanced sequences. The bound is attained for $d=2, 4$ and $8$ and we conjecture that it happens…

We bound the second eigenvalue of random $d$-regular graphs, for a wide range of degrees $d$, using a novel approach based on Fourier analysis. Let $G_{n, d}$ be a uniform random $d$-regular graph on $n$ vertices, and let $\lambda (G_{n,…

Consider a random graph process with $n$ vertices corresponding to points $v_{i} \sim {Unif}[0,1]$ embedded randomly in the interval, and where edges are inserted between $v_{i}, v_{j}$ independently with probability given by the graphon…

Let $\Gamma$ be an irreducible lattice in $\PSL_2(\RR)^d$ ($d\in\NN$) and $z$ a point in the $d$-fold direct product of the upper half plane. We study the discrete set of componentwise distances ${\bf D}(\Gm,z)\subset \RR^d$ defined in (1).…

We study modulational instability in a fiber system resembling a dispersion-managed link where the sign of the group-velocity dispersion varies randomly according to a telegraph process. We find that the instability gain of stochastic…

We define a new graph invariant called the scramble number. We show that the scramble number of a graph is a lower bound for the gonality and an upper bound for the treewidth. Unlike the treewidth, the scramble number is not minor monotone,…

Starting from a complete graph on $n$ vertices, repeatedly delete the edges of a uniformly chosen triangle. This stochastic process terminates once it arrives at a triangle-free graph, and the fundamental question is to estimate the final…

We show that the gradient norm $\|\nabla f(x)\|$ for $x \sim \exp(-f(x))$, where $f$ is strongly convex and smooth, concentrates tightly around its mean. This removes a barrier in the prior state-of-the-art analysis for the well-studied…

The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…

The scramble number of a graph provides a lower bound for gonality and an upper bound for treewidth, making it a graph invariant of interest. In this paper we study graphs of scramble number at most two, and give a classification of all…

We compare the integration error of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods for approximating the normalizing constant of posterior distributions and certain marginal likelihoods. In doing so, we characterize the dependency of…