Related papers: Multi-product Hamiltonian simulation with explicit…
We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…
Hamiltonian simulation is arguably the most fundamental application of quantum computers. The Magnus operator is a popular method for time-dependent Hamiltonian simulation in computational mathematics, yet its usage requires the…
We establish existence of Predictable Forward Performance Processes (PFPPs) in complete markets, which has been previously shown only in the binomial setting. Our market model can be a discrete-time or a continuous-time model, and the…
This paper presents a general-purpose formulation of a large class of discrete-time planning problems, with hybrid state and control-spaces, as factored transition systems. Factoring allows state transitions to be described as the…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…
Multiperspective Fusion (MPF) is a novel posttraining alignment framework for large language models (LLMs) developed in response to the growing need for easy bias mitigation. Built on top of the SAGED pipeline, an automated system for…
We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…
For modeling multivariate financial time series we propose a single factor copula model together with stochastic volatility margins. This model generalizes single factor models relying on the multivariate normal distribution and allows for…
A new formulation for the modular construction of flexible multibody systems is presented. By rearranging the equations for a flexible floating body and introducing the appropriate canonical momenta, the model is recast into a coupled…
The pseudofermion action of the Hybrid Monte Carlo (HMC) algorithm for dynamical fermions is modified to directly incorporate Incomplete LU (ILU) factorisation. This reduces the stochastic noise and allows a larger molecular dynamics…
Accurately simulating the non-Markovian dynamics of open quantum systems remains a significant challenge. While the recently proposed time-evolving matrix product operator (TEMPO) algorithm based on path integrals successfully circumvents…
Probabilistic inference in pairwise Markov Random Fields (MRFs), i.e. computing the partition function or computing a MAP estimate of the variables, is a foundational problem in probabilistic graphical models. Semidefinite programming…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
The Lie-Trotter formula, together with its higher-order generalizations, provides a direct approach to decomposing the exponential of a sum of operators. Despite significant effort, the error scaling of such product formulas remains poorly…
The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…
We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…
This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…