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Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF)…

Numerical Analysis · Mathematics 2017-04-11 Walter Acevedo , Jana de Wiljes , Sebastian Reich

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

Chemical Physics · Physics 2017-03-23 Venkat Kapil , Jörg Behler , Michele Ceriotti

A novel State-Space Neural Network with Ordered variance (SSNNO) is presented in which the state variables are ordered in decreasing variance. A systematic way of model order reduction with SSNNO is proposed, which leads to a Reduced order…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Midhun T. Augustine , Mani Bhushan , Sharad Bhartiya

We present an efficient low-rank updating algorithm for updating the trial wavefunctions used in Quantum Monte Carlo (QMC) simulations. The algorithm is based on low-rank updating of the Slater determinants. In particular, the computational…

Materials Science · Physics 2009-06-25 Phani K. V. V. Nukala , P. R. C. Kent

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

This paper explores the interactions between knot theory and quantum computing. On one side, knot theory has been used to create models of quantum computing, and on the other, it is a source of computational problems. Knot theory is often…

Geometric Topology · Mathematics 2019-01-11 Robin Gaudreau , David Ledvinka

The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

The goal of this paper is to discuss the possibility of finding an algorithm that can give all distinct knots up to a desired complexity. Two such algorithms are presented, one based on projections on a plane, the other on closed…

q-alg · Mathematics 2008-02-03 Charilaos Aneziris

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

In this work we present an adaptive Newton-type method to solve nonlinear constrained optimization problems in which the constraint is a system of partial differential equations discretized by the finite element method. The adaptive…

Optimization and Control · Mathematics 2017-06-05 Thomas Carraro , Simon Dörsam , Stefan Frei , Daniel Schwarz

We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dimensional parameter sets, such as those associated to neural…

Machine Learning · Statistics 2024-12-19 John-Joseph Brady , Yuhui Luo , Wenwu Wang , Víctor Elvira , Yunpeng Li

Discretizing Helmholtz problems via finite elements yields linear systems whose efficient solution remains a major challenge for classical computation. In this paper, we investigate how variational quantum algorithms could address this…

Quantum Physics · Physics 2025-12-30 Arnaud Rémi , François Damanet , Christophe Geuzaine

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

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

This paper proposes a reliable neural network pruning algorithm by setting up a scientific control. Existing pruning methods have developed various hypotheses to approximate the importance of filters to the network and then execute filter…

Computer Vision and Pattern Recognition · Computer Science 2021-01-12 Yehui Tang , Yunhe Wang , Yixing Xu , Dacheng Tao , Chunjing Xu , Chao Xu , Chang Xu

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

Neural network pruning is a widely used strategy for reducing model storage and computing requirements. It allows to lower the complexity of the network by introducing sparsity in the weights. Because taking advantage of sparse matrices is…

Computer Vision and Pattern Recognition · Computer Science 2022-03-14 Nathan Hubens , Matei Mancas , Bernard Gosselin , Marius Preda , Titus Zaharia

Vector operators based on robust order statistics have proved successful in digital multichannel imaging applications, particularly color image filtering and enhancement, in dealing with impulsive noise while preserving edges and fine image…

Computer Vision and Pattern Recognition · Computer Science 2010-09-07 M. Emre Celebi , Hassan A. Kingravi , Rastislav Lukac , Fatih Celiker

The presence of slipknots in configurations of proteins and DNA has been shown to affect their functionality, or alter it entirely. Historically, polymers are modeled as polygonal chains in space. As an alternative to space curves, we…

Geometric Topology · Mathematics 2018-03-21 Harrison Chapman

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan