Related papers: QMCPy: A Python Software for Randomized Low-Discre…
Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less…
Most scientific domains elicit the development of efficient algorithms and accessible scientific software. This thesis unifies our developments in three broad domains: Quasi-Monte Carlo (QMC) methods for efficient high-dimensional…
Practitioners wishing to experience the efficiency gains from using low discrepancy sequences need correct, robust, well-written software. This article, based on our MCQMC 2020 tutorial, describes some of the better quasi-Monte Carlo (QMC)…
We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…
Low-discrepancy point sets and digital sequences underpin quasi-Monte Carlo (QMC) methods for high-dimensional integration. We cast two long-standing QMC design problems as program synthesis and solve them with an LLM-guided evolutionary…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
Quasi-Monte Carlo (QMC) methods have developed over several decades. With the explosion in computational science, there is a need for great software that implements QMC algorithms. We summarize the QMC software that has been developed to…
QMKPy provides a Python framework for modeling and solving the quadratic multiple knapsack problem (QMKP). It is primarily aimed at researchers who develop new solution algorithms for the QMKP. QMKPy therefore mostly functions as a testbed…
Quantum Monte Carlo (QMC) methods deliver highly accurate electronic structure calculations but are computationally intensive. The quantum Monte Carlo kernel library (QMCkl) provides a modular, portable collection of high-performance…
We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…
Kernel discrepancies are a powerful tool for analyzing worst-case errors in quasi-Monte Carlo (QMC) methods. Building on recent advances in optimizing such discrepancy measures, we extend the subset selection problem to the setting of…
In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized…
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…
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…
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…
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…
We present qlbm, a Python software package designed to facilitate the development, simulation, and analysis of Quantum Lattice Boltzmann Methods (QBMs). qlbm is a modular framework that introduces a quantum component abstraction hierarchy…
We present the Low Density Parity Check (LDPC) forward error correction algorithm adapted for the Quantum Key Distribution (QKD) protocol in a form readily applied by developers. A sparse parity check matrix is required for the LDPC…
We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…
Lattice Boltzmann methods are a popular mesoscopic alternative to macroscopic computational fluid dynamics solvers. Many variants have been developed that vary in complexity, accuracy, and computational cost. Extensions are available to…