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In this paper, we study an efficient algorithm for constructing node sets of high-quality quasi-Monte Carlo integration rules for weighted Korobov, Walsh, and Sobolev spaces. The algorithm presented is a reduced fast successive coordinate…

Numerical Analysis · Mathematics 2020-04-08 Adrian Ebert , Peter Kritzer

Many kernel methods suffer from high time and space complexities and are thus prohibitive in big-data applications. To tackle the computational challenge, the Nystr\"om method has been extensively used to reduce time and space complexities…

Machine Learning · Computer Science 2014-04-02 Shusen Wang , Zhihua Zhang

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

Efficient quantum Monte Carlo update schemes called directed loops have recently been proposed, which improve the efficiency of simulations of quantum lattice models. We propose to generalize the detailed balance equations at the local…

Strongly Correlated Electrons · Physics 2007-05-23 Fabien Alet , Stefan Wessel , Matthias Troyer

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such…

Machine Learning · Computer Science 2019-12-02 Michael Kamp , Sebastian Bothe , Mario Boley , Michael Mock

The number of non-negative integer matrices with given row and column sums appears in a variety of problems in mathematics and statistics but no closed-form expression for it is known, so we rely on approximations of various kinds. Here we…

Computation · Statistics 2024-01-25 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

Multi-Task Learning (MTL) can enhance a classifier's generalization performance by learning multiple related tasks simultaneously. Conventional MTL works under the offline or batch setting, and suffers from expensive training cost and poor…

Machine Learning · Computer Science 2017-06-28 Peng Yang , Peilin Zhao , Xin Gao

As nowadays Machine Learning (ML) techniques are generating huge data collections, the problem of how to efficiently engineer their storage and operations is becoming of paramount importance. In this article we propose a new lossless…

Data Structures and Algorithms · Computer Science 2022-03-31 Paolo Ferragina , Travis Gagie , Dominik Köppl , Giovanni Manzini , Gonzalo Navarro , Manuel Striani , Francesco Tosoni

With rapid integration of power sources with uncertainty, robustness must be carefully considered in the transmission constrained unit commitment (TCUC) problem. The overall computational complexity of the robust TCUC methods is closely…

Optimization and Control · Mathematics 2018-10-16 Xuan Li , Qiaozhu Zhai , Xiaohong Guan

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…

Machine Learning · Statistics 2014-01-13 Charanpal Dhanjal , Romaric Gaudel , Stéphan Clémençon

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

Machine Learning (ML) applications on healthcare can have a great impact on people's lives helping deliver better and timely treatment to those in need. At the same time, medical data is usually big and sparse requiring important…

Machine Learning · Computer Science 2018-12-27 Dianbo Liu , Nestor Sepulveda , Ming Zheng

Quasi-Monte Carlo (QMC) quadrature rules using higher order digital nets and sequences have been shown to achieve the almost optimal rate of convergence of the worst-case error in Sobolev spaces of arbitrary fixed smoothness $\alpha\in…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

Quantum dynamics compilation is an important task for improving quantum simulation efficiency: It aims to synthesize multi-qubit target dynamics into a circuit consisting of as few elementary gates as possible. Compared to deterministic…

Quantum Physics · Physics 2024-09-26 Yuxuan Zhang , Roeland Wiersema , Juan Carrasquilla , Lukasz Cincio , Yong Baek Kim

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

Quasi-Monte Carlo (QMC) rules $1/N \sum_{n=0}^{N-1} f(\boldsymbol{y}_n A)$ can be used to approximate integrals of the form $\int_{[0,1]^s} f(\boldsymbol{y} A) \,\mathrm{d} \boldsymbol{y}$, where $A$ is a matrix and $\boldsymbol{y}$ is row…

Numerical Analysis · Mathematics 2015-09-24 Josef Dick , Frances Y. Kuo , Quoc T. Le Gia , Christoph Schwab