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We consider the efficient construction of polynomial lattice rules, which are special cases of so-called quasi-Monte Carlo (QMC) rules. These are of particular interest for the approximate computation of multivariate integrals where the…

Numerical Analysis · Mathematics 2020-08-21 Adrian Ebert , Peter Kritzer , Onyekachi Osisiogu , Tetiana Stepaniuk

Improved staggered fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square…

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

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

In this paper we investigate quasi-Monte Carlo (QMC) integration using digital nets over $\mathbb{Z}_b$ in reproducing kernel Hilbert spaces. The tent transformation, or the baker's transformation, was originally used for lattice rules by…

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

Quantum Machine Learning (QML) offers tremendous potential but is currently limited by the availability of qubits. We introduce an innovative approach that utilizes pre-trained neural networks to enhance Variational Quantum Circuits (VQC).…

Machine Learning · Computer Science 2024-11-14 Jun Qi , Chao-Han Yang , Samuel Yen-Chi Chen , Pin-Yu Chen , Hector Zenil , Jesper Tegner

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…

Robotics · Computer Science 2022-04-12 A. Cauligi , P. Culbertson , B. Stellato , D. Bertsimas , M. Schwager , M. Pavone

A novel approach for solving linear estimation problem in multi-user massive MIMO systems is proposed. In this approach, the difficulty of matrix inversion is attributed to the incomplete definition of the dot product. The general…

Systems and Control · Computer Science 2015-04-29 Muhammad Ali Raza Anjum

QMCPACK has enabled cutting-edge materials research on supercomputers for over a decade. It scales nearly ideally but has low single-node efficiency due to the physics-based abstractions using array-of-structures objects, causing…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-10 Amrita Mathuriya , Ye Luo , Raymond C. Clay , Anouar Benali , Luke Shulenburger , Jeongnim Kim

We propose a randomized method for solving linear programs with a large number of columns but a relatively small number of constraints. Since enumerating all the columns is usually unrealistic, such linear programs are commonly solved by…

Optimization and Control · Mathematics 2023-11-29 Yi-Chun Akchen , Velibor V. Mišić

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Numerical Analysis · Mathematics 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Dynamic optimization of nonlinear chemical systems -- such as batch reactors -- should be applied online, and the suitable control taken should be according to the current state of the system rather than the current time instant. The recent…

Systems and Control · Computer Science 2019-04-16 Abdelrahman ElMezain , Mohamed Saleh , Jie Zhang , Ahmed Soliman , Seif Fateen

Low-discrepancy (LD) sequences have been extensively used as efficient experimental designs across many scientific disciplines. QMCPy (https://qmcsoftware.github.io/QMCSoftware/) is an accessible Python library which provides a unified…

Mathematical Software · Computer Science 2025-10-14 Aleksei G Sorokin

Quantum field theories underlie all of our understanding of the fundamental forces of nature. The are relatively few first principles approaches to the study of quantum field theories [such as quantum chromodynamics (QCD) relevant to the…

High Energy Physics - Lattice · Physics 2010-03-04 F. D. R. Bonnet , Derek B. Leinweber , Anthony G. Williams

We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…

Data Structures and Algorithms · Computer Science 2020-09-01 Ahmad Askarian , Rupei Xu , András Faragó

The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…

Computational Physics · Physics 2013-03-19 Ulrich Welling , Guido Germano

The field of Quantum Machine Learning (QML) has emerged recently in the hopes of finding new machine learning protocols or exponential speedups for classical ones. Apart from problems with vanishing gradients and efficient encoding methods,…

Machine Learning · Computer Science 2023-10-17 Hannah Helgesen , Michael Felsberg , Jan-Åke Larsson

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh
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