Related papers: Gain coefficients for scrambled Halton points

A theorem of Hoffman gives an upper bound on the independence ratio of regular graphs in terms of the minimum $\lambda_{\min}$ of the spectrum of the adjacency matrix. To complement this result we use random eigenvectors to gain lower…

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…

Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…

We establish epigraphical and uniform laws of large numbers for sample-based approximations of law invariant risk functionals. These sample-based approximation schemes include Monte Carlo (MC) and certain randomized quasi-Monte Carlo…

This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Reinforcement Learning (RL), and many of these algorithms can be…

Let $V(x)$ be the number of sign changes of the partial sums up to $x$, say $M_f(x)$, of a Rademacher random multiplicative function $f$. We prove that the averaged value of $V(x)$ is at least $\gg (\log x)(\log\log x)^{-1/2-\epsilon}$. Our…

We consider time-harmonic acoustic scattering by a compact sound-soft obstacle $\Gamma\subset \mathbb{R}^n$ ($n\geq 2$) that has connected complement $\Omega := \mathbb{R}^n\setminus \Gamma$. This scattering problem is modelled by the…

A key goal in the design of probabilistic inference algorithms is identifying and exploiting properties of the distribution that make inference tractable. Lifted inference algorithms identify symmetry as a property that enables efficient…

We evaluate asymptotically the variance of the number of squarefree integers up to $x$ in short intervals of length $H < x^{6/11 - \varepsilon}$ and the variance of the number of squarefree integers up to $x$ in arithmetic progressions…

This paper concerns the use of a particular class of determinantal point processes (DPP), a class of repulsive spatial point processes, for Monte Carlo integration. Let $d\ge 1$, $I\subseteq \overline d=\{1,\dots,d\}$ with $\iota=|I|$.…

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

We consider extremal values of sum-Balaban index among graphs on $n$ vertices. We determine that the upper bound for the minimum value of the sum-Balaban index is at most $4.47934$ when $n$ goes to infinity. For small values of $n$ we…

Variational logistic regression is a popular method for approximate Bayesian inference seeing wide-spread use in many areas of machine learning including: Bayesian optimization, reinforcement learning and multi-instance learning to name a…

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate…

Numerical computations in strongly-interacting quantum field theories are often performed using Monte-Carlo sampling methods. A key task in these calculations is to estimate the value of a given physical quantity from the distribution of…

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 study the notion of $\gamma$-negative dependence of random variables. This notion is a relaxation of the notion of negative orthant dependence (which corresponds to $1$-negative dependence), but nevertheless it still ensures…

In this paper we prove semiclassical resolvent estimates for operators with normally hyperbolic trapping which are lossless relative to non-trapping estimates but take place in weaker function spaces. In particular, we obtain non-trapping…