English
Related papers

Related papers: QMCPy: A Python Software for Randomized Low-Discre…

200 papers

This paper introduces a parallel directional fast multipole method (FMM) for solving N-body problems with highly oscillatory kernels, with a focus on the Helmholtz kernel in three dimensions. This class of oscillatory kernels requires a…

Numerical Analysis · Mathematics 2018-01-08 Austin R. Benson , Jack Poulson , Kenneth Tran , Björn Engquist , Lexing Ying

Digital nets provide an efficient way to generate integration nodes of quasi-Monte Carlo (QMC) rules. For certain applications, as e.g. in Uncertainty Quantification, we are interested in obtaining a speed-up in computing products of a…

Numerical Analysis · Mathematics 2025-05-21 Vishnupriya Anupindi , Peter Kritzer

Quantum low-density parity-check (qLDPC) codes can achieve high encoding rates and good code distance scaling, providing a promising route to low-overhead fault-tolerant quantum computing. However, the long-range connectivity required to…

The $k$-means algorithm (Lloyd's algorithm) is a widely used method for clustering unlabeled data. A key bottleneck of the $k$-means algorithm is that each iteration requires time linear in the number of data points, which can be expensive…

The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…

Data Structures and Algorithms · Computer Science 2024-08-14 Nikhil Bansal , Haotian Jiang

We present $\texttt{SIMULATeQCD}$, HotQCD's software for performing lattice QCD calculations on GPUs. Started in late 2017 and intended as a full replacement of the previous single GPU lattice QCD code used by the HotQCD collaboration, our…

Despite possessing the low-discrepancy property, the classical d dimensional Halton sequence is known to exhibit poorly distributed projections when d becomes even moderately large. This, in turn, often implies bad performance when…

Numerical Analysis · Mathematics 2024-05-28 Nathan Kirk , Christiane Lemieux

In this paper, we introduce a randomized QLP decomposition called Rand-QLP. Operating on a matrix $\bf A$, Rand-QLP gives ${\bf A}={\bf QLP}^T$, where $\bf Q$ and $\bf P$ are orthonormal, and $\bf L$ is lower-triangular. Under the…

Numerical Analysis · Mathematics 2023-01-31 M. F. Kaloorazi , K. Liu , J. Chen , R. C. de Lamare

In this paper, we present an efficient algorithm to sample random sparse matrices to be used as check matrices for quantum Low-Density Parity-Check (LDPC) codes. To ease the treatment, we mainly describe our algorithm as a technique to…

Information Theory · Computer Science 2026-01-27 Paolo Santini

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al.…

Computation · Statistics 2014-12-01 Mathieu Gerber , Nicolas Chopin

We present a set of programming tools (classes and functions written in C++ and based on Message Passing Interface) for fast development of generic parallel (and non-parallel) lattice simulations. They are collectively called MDP 1.2. These…

High Energy Physics - Lattice · Physics 2009-10-31 Massimo Di Pierro

Low-discrepancy points (also called Quasi-Monte Carlo points) are deterministically and cleverly chosen point sets in the unit cube, which provide an approximation of the uniform distribution. We explore two methods based on such…

Machine Learning · Statistics 2024-12-16 Simone Göttlich , Jacob Heieck , Andreas Neuenkirch

Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…

Chemical Physics · Physics 2023-09-25 Zeno Schätzle , Bernát Szabó , Matĕj Mezera , Jan Hermann , Frank Noé

Quantum computing (QC) seems to show potential for application in machine learning (ML). In particular quantum kernel methods (QKM) exhibit promising properties for use in supervised ML tasks. However, a major disadvantage of kernel methods…

Quantum Physics · Physics 2025-01-14 Kilian Tscharke , Sebastian Issel , Pascal Debus

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

Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to replace random variables with low-discrepancy point sets, so as…

Computation · Statistics 2015-06-22 Mathieu Gerber , Nicolas Chopin

Distributed Quantum Computing (DQC) is essential for scaling quantum algorithms beyond the limitations of monolithic NISQ devices. However, the current software ecosystem forces developers to manually orchestrate low-level network…

Quantum Physics · Physics 2025-12-29 F. Javier Cardama , Tomás F. Pena

This article presents a novel and practically useful link between geometric integration, low-discrepancy sampling and code coupling for Lagrangian and Eulerian Vlasov-Poisson solvers. Low-discrepancy sequences, also called quasi-random…

Numerical Analysis · Mathematics 2020-06-26 Jakob Ameres

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…

High Energy Physics - Lattice · Physics 2013-11-19 K. Jansen , H. Leovey , A. Ammon , A. Griewank , M. Müller-Preussker

This article provides a high-level overview of some recent works on the application of quasi-Monte Carlo (QMC) methods to PDEs with random coefficients. It is based on an in-depth survey of a similar title by the same authors, with an…

Numerical Analysis · Mathematics 2017-10-31 Frances Y. Kuo , Dirk Nuyens