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Calculations of properties of materials require performing numerical integrals over the Brillouin zone (BZ). Integration points in density functional theory codes are uniformly spread over the BZ (despite integration error being…

Materials Science · Physics 2022-01-25 Jeremy J. Jorgensen , John E. Christensen , Tyler J. Jarvis , Gus L. W. Hart

Wannier interpolation is a powerful tool for performing Brillouin zone integrals over dense grids of $\mathbf{k}$ points, which are essential to evaluate such quantities as the intrinsic anomalous Hall conductivity or Boltzmann transport…

Materials Science · Physics 2021-02-22 Stepan S. Tsirkin

ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions…

Mathematical Software · Computer Science 2020-10-05 Amir Shahmoradi , Fatemeh Bagheri , Joshua Alexander Osborne

Multiple Deligne values (MDVs) are iterated integrals on the interval $x\in[0,1]$ of the differential forms $A=d\log(x)$, $B=-d\log(1-x)$ and $D=-d\log(1-\lambda x)$, where $\lambda$ is a primitive sixth root of unity. MDVs of weight 11…

High Energy Physics - Theory · Physics 2014-09-26 David Broadhurst

We develop a theory of finite-dimensional polyhedral subsets over the Wasserstein space and optimization of functionals over them via first-order methods. Our main application is to the problem of mean-field variational inference, which…

Statistics Theory · Mathematics 2025-06-02 Yiheng Jiang , Sinho Chewi , Aram-Alexandre Pooladian

PyVBMC is a Python implementation of the Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference for black-box computational models (Acerbi, 2018, 2020). VBMC is an approximate inference method designed for…

Machine Learning · Statistics 2023-06-29 Bobby Huggins , Chengkun Li , Marlon Tobaben , Mikko J. Aarnos , Luigi Acerbi

Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal $n$-step payoff by iterating $n$ times a recurrence equation which is naturally associated to the MDP. At the same time, value…

Formal Languages and Automata Theory · Computer Science 2019-04-30 Nikhil Balaji , Stefan Kiefer , Petr Novotný , Guillermo A. Pérez , Mahsa Shirmohammadi

The Ball Pit Algorithm (BPA) is a novel Markov chain Monte Carlo (MCMC) algorithm for sampling marginal posterior distributions developed from the path integral formulation of the Bayesian analysis for Markov chains. The BPA yielded…

Methodology · Statistics 2021-11-09 Miguel Fudolig , Reka Howard

We give a novel algorithm for enumerating lattice points in any convex body, and give applications to several classic lattice problems, including the Shortest and Closest Vector Problems (SVP and CVP, respectively) and Integer Programming…

Data Structures and Algorithms · Computer Science 2011-06-14 Daniel Dadush , Chris Peikert , Santosh Vempala

The Shapley value is a common tool in game theory to evaluate the importance of a player in a cooperative setting. In a geometric context, it provides a way to measure the contribution of a geometric object in a set towards some function on…

Computational Geometry · Computer Science 2020-02-14 Shuhao Tan

Multiscale optimization is an attractive research field recently. For the most of optimization tools, design parameters should be updated during a close loop. Therefore, a simple Python code is programmed to obtain effective properties of…

Computational Engineering, Finance, and Science · Computer Science 2017-03-14 Fan Ye , Hu Wang

We consider the problem of computing Shapley values for points in the plane, where each point is interpreted as a player, and the value of a coalition is defined by the area of usual geometric objects, such as the convex hull or the minimum…

Computational Geometry · Computer Science 2018-11-30 Sergio Cabello , Timothy M. Chan

Option valuation problems are often solved using standard Monte Carlo (MC) methods. These techniques can often be enhanced using several strategies especially when one discretizes the dynamics of the underlying asset, of which we assume…

Computational Finance · Quantitative Finance 2018-06-06 P. P. Osei , A. Jasra

We present IrRep - a Python code that calculates the symmetry eigenvalues of electronic Bloch states in crystalline solids and the irreducible representations under which they transform. As input it receives bandstructures computed with…

We study value-iteration (VI) algorithms for solving general (a.k.a. multichain) Markov decision processes (MDPs) under the average-reward criterion, a fundamental but theoretically challenging setting. Beyond the difficulties inherent to…

Optimization and Control · Mathematics 2026-04-23 Matthew Zurek , Yudong Chen

We introduce polyhedra circuits. Each polyhedra circuit characterizes a geometric region in $\mathbb{R}^d$. They can be applied to represent a rich class of geometric objects, which include all polyhedra and the union of a finite number of…

Computational Geometry · Computer Science 2018-06-18 Bin Fu , Pengfei Gu , Yuming Zhao

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational…

Statistics Theory · Mathematics 2026-01-01 Qiang Du , Kaizheng Wang , Edith Zhang , Chenyang Zhong

One popular way for lifted inference in probabilistic graphical models is to first merge symmetric states into a single cluster (orbit) and then use these for downstream inference, via variations of orbital MCMC [Niepert, 2012]. These…

Artificial Intelligence · Computer Science 2018-07-10 Gagan Madan , Ankit Anand , Mausam , Parag Singla

Wavelets and Multiwavelets have lately been adopted in Quantum Chemistry to overcome challenges presented by the two main families of basis sets: Gaussian atomic orbitals and plane waves. In addition to their numerical advantages (high…

Multiple Landen values (MLVs) are defined as iterated integrals on the interval $x\in[0,1]$ of the differential forms $A=d\log(x)$, $B=-d\log(1-x)$, $F=-d\log(1-\rho^2x)$ and $G=-d\log(1-\rho x)$, where $\rho=(\sqrt{5}-1)/2$ is the golden…

High Energy Physics - Theory · Physics 2015-04-27 David Broadhurst
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