Related papers: Gain coefficients for scrambled Halton points
We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the…
We prove that the the discrepancy of arithmetic progressions in the $d$-dimensional grid $\{1, \dots, N\}^d$ is within a constant factor depending only on $d$ of $N^{\frac{d}{2d+2}}$. This extends the case $d=1$, which is a celebrated…
We study point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the extremes of these random walks. We show convergence of the maximum random walk to the Gumbel distribution under the…
Random reshuffling, which randomly permutes the dataset each epoch, is widely adopted in model training because it yields faster convergence than with-replacement sampling. Recent studies indicate greedily chosen data orderings can further…
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…
We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…
Consider a random uniform sample of $n$ points in a compact region $A$ of Euclidean $d$-space, $d \geq 2$, with a smooth or (when $d=2$) polygonal boundary. Fix $k \in {\bf N}$. Let $T_{n,k}$ be the threshold $r$ at which the geometric…
We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove an information theoretic lower bound on the number of stochastic gradient queries of the log density needed. Several popular sampling…
The statistical property of a growing scale-free network is studied based on an earlier model proposed by Krapivsky, Rodgers, and Redner [Phys. Rev. Lett. 86, 5401 (2001)], with the additional constraints of forbidden of self-connection and…
We discuss observational consequences of the curvaton scenario, which naturally appears in the context of the simplest model of chaotic inflation in supergravity. The non-gaussianity parameter f_NL in this scenario can take values in the…
We generalize the random graph evolution process of Bohman, Frieze, and Wormald [T. Bohman, A. Frieze, and N. C. Wormald, Random Struct. Algorithms, 25, 432 (2004)]. Potential edges, sampled uniformly at random from the complete graph, are…
Monte Carlo planners can often return sub-optimal actions, even if they are guaranteed to converge in the limit of infinite samples. Known asymptotic regret bounds do not provide any way to measure confidence of a recommended action at the…
This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D…
In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…
Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the…
The distortion-rate performance of certain randomly-designed scalar quantizers is determined. The central results are the mean-squared error distortion and output entropy for quantizing a uniform random variable with thresholds drawn…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the discrepancy between the empirical distribution of the samples…
Based on the primes less than $4 \times 10^{18}$, Oliveira e Silva et al. (2014) conjectured an asymptotic formula for the sum of the $k$th power of the gaps between consecutive primes less than a large number $x$. We show that the…
We present a Monte Carlo study of the bond and site directed (oriented) percolation models in $(d+1)$ dimensions on simple-cubic and body-centered-cubic lattices, with $2 \leq d \leq 7$. A dimensionless ratio is defined, and an analysis of…