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We implement the Wang-Landau algorithm in the context of SU(N) lattice gauge theories. We study the quenched, reduced version of the lattice theory and calculate its density of states for N=20,30,40,50. We introduce a variant of the…
When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credibility of such Monte Carlo studies is often limited because…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
In the quantum Monte Carlo (QMC) method, the Pseudo-Random Number Generator (PRNG) plays a crucial role in determining the computation time. However, the hidden structure of the PRNG may lead to serious issues such as the breakdown of the…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…
Monte Carlo cluster algorithms are popular for their efficiency in studying the Ising model near its critical temperature. We might expect that this efficiency extends to the bond-diluted Ising model. We show, however, that this is not…
The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…
We present a new Monte Carlo algorithm based on the Stochastic Approximation Monte Carlo (SAMC) algorithm for directly calculating the density of states. The proposed method is Stochastic Approximation with a Dynamic update factor (SAD)…
An integral part of many algorithms for S-estimators of linear regression is random subsampling. For problems with only continuous predictors simple random subsampling is a reliable method to generate initial coefficient estimates that can…
One of the limiting factors in training data-driven, rare-event prediction algorithms is the scarcity of the events of interest resulting in an extreme imbalance in the data. There have been many methods introduced in the literature for…
Large Language Models (LLMs) offer a flexible means to generate synthetic tabular data, yet existing approaches often fail to preserve key causal parameters such as the average treatment effect (ATE). In this technical exploration, we first…
Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…
This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…
Sequence to Sequence models struggle at compositionality and systematic generalisation even while they excel at many other tasks. We attribute this limitation to their failure to internalise constructions conventionalised form meaning…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining…
Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…
We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the…
The quantum paradigm presents a phenomenon known as degeneracy that should improve the performance of quantum error correcting codes. However, the effects of this mechanism are sometimes ignored when evaluating the performance of sparse…