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In this contribution three-loop QCD corrections to current correlators are considered. The application of the large momentum procedure, which provides a systematic expansion in $(m^2/q^2)^n$, allows the computation of terms up to $n=6$ for…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Steinhauser

Multiple-Input Multiple-Output (MIMO) systems are essential for wireless communications. Sinceclassical algorithms for symbol detection in MIMO setups require large computational resourcesor provide poor results, data-driven algorithms are…

Information Theory · Computer Science 2023-03-15 Alexander Fuchs , Christian Knoll , Nima N. Moghadam , Alexey Pak Jinliang Huang , Erik Leitinger , Franz Pernkopf

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

In this paper we consider the problem of minimizing a convex function using a randomized block coordinate descent method. One of the key steps at each iteration of the algorithm is determining the update to a block of variables. Existing…

Optimization and Control · Mathematics 2014-12-11 Rachael Tappenden , Peter Richtárik , Jacek Gondzio

We present the first parallel batch-dynamic algorithm for maintaining a proper $(\Delta + 1)$-vertex coloring. Our approach builds on a new sequential dynamic algorithm inspired by the work of Bhattacharya et al. (SODA'18). The resulting…

Data Structures and Algorithms · Computer Science 2025-12-10 Chase Hutton , Adam Melrod

We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne's algorithm has been the practitioners' algorithm of choice and is now implemented in most…

Optimization and Control · Mathematics 2021-07-06 Jason M. Altschuler , Pablo A. Parrilo

We present a formalism that allows for the direct manipulation and optimization of subspaces, circumventing the need to optimize individual states when using subspace methods. Using the determinant state mapping, we can naturally extend…

Quantum Physics · Physics 2026-04-29 Adrien Kahn , Luca Gravina , Filippo Vicentini

Mechanistic models in biology often involve numerous parameters about which we do not have direct experimental information. The traditional approach is to fit these parameters using extensive numerical simulations (e.g. by the Monte-Carlo…

Systems and Control · Computer Science 2022-01-10 Alexandre Rocca , Marcelo Forets , Victor Magron , Eric Fanchon , Thao Dang

We present a Monte Carlo algorithm for Hamiltonicity detection in an $n$-vertex undirected graph running in $O^*(1.657^{n})$ time. To the best of our knowledge, this is the first superpolynomial improvement on the worst case runtime for the…

Data Structures and Algorithms · Computer Science 2010-08-04 Andreas Björklund

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

We review the background of the cluster algorithms in Monte Carlo simulation of statistical physics problems. One of the first such successful algorithm was developed by Swendsen and Wang eight years ago. In contrast to the local…

Condensed Matter · Physics 2007-05-23 Jian-Sheng Wang

We give a detailed description of the so-called Polynomial Hybrid Monte Carlo (PHMC) algorithm. The effects of the correction factor, which is introduced to render the algorithm exact, are discussed, stressing their relevance for the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

We present a Monte Carlo approach to soft-gluon resummation at subleading color which can be used to improve existing parton shower algorithms. At the single-emission level, soft-collinear enhancements of the splitting functions are…

High Energy Physics - Phenomenology · Physics 2021-08-11 Stefan Hoeche , Daniel Reichelt

In fully dynamic graphs, we know how to maintain a 2-approximation of maximum matching extremely fast, that is, in polylogarithmic update time or better. In a sharp contrast and despite extensive studies, all known algorithms that maintain…

Data Structures and Algorithms · Computer Science 2019-11-06 Soheil Behnezhad , Jakub Łącki , Vahab Mirrokni

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…

Disordered Systems and Neural Networks · Physics 2018-11-26 Amin Barzegar , Christopher Pattison , Wenlong Wang , Helmut G. Katzgraber

The decade-old technique of combining NLO-corrected hard process with LO-level parton shower Monte Carlo is now mature and used in practice of the QCD calculations in the LHC data analysis. The next step, its extension to an NNLO-corrected…

High Energy Physics - Phenomenology · Physics 2015-06-17 S. Jadach , A. Kusina , W. Placzek , M. Skrzypek
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