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The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…

Statistics Theory · Mathematics 2024-12-30 Inge S. Helland

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

A potential approach for demonstrating quantum advantage is using quantum computers to simulate fermionic systems. Quantum algorithms for fermionic system simulation usually involve the Hamiltonian evolution and measurements. However, in…

Quantum Physics · Physics 2025-05-14 Qing-Song Li , Jiaxuan Zhang , Huan-Yu Liu , Qingchun Wang , Yu-Chun Wu , Guo-Ping Guo

A convincing feature of least-squares finite element methods is the built-in a posteriori error estimator for any conforming discretization. In order to generalize this property to discontinuous finite element ansatz functions, this paper…

Numerical Analysis · Mathematics 2025-02-18 Philipp Bringmann

There has been much recent progress in the understanding and reduction of the computational cost of the Hybrid Monte Carlo algorithm for Lattice QCD as the quark mass parameter is reduced. In this letter we present a new solution to this…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark , A. D. Kennedy

We introduce novel algorithms for the quantum simulation of molecular systems which are asymptotically more efficient than those based on the Trotter-Suzuki decomposition. We present the first application of a recently developed technique…

We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field…

High Energy Physics - Lattice · Physics 2011-07-28 S. Catterall , S. Karamov

Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…

Machine Learning · Computer Science 2021-04-22 Sifan Liu , Art B. Owen

We describe an application of variational Monte Carlo to two-dimensional fermionic systems within the recently developed tensor-network string-bond state (SBS) ansatz. We use a combination of variational Monte Carlo and stochastic…

Strongly Correlated Electrons · Physics 2014-03-04 J. -P. Song , R. T. Clay

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

The two-flavour Schwinger model is used to test the local boson action algorithm of M Luescher. The autocorrelation time is found to rise linearly with the number of auxiliary boson fields. An extension to the algorithm is proposed which…

High Energy Physics - Lattice · Physics 2009-10-28 Mike Peardon

This work formalizes efficient Fast Fourier-based multiplication algorithms for polynomials in quotient rings such as $\mathbb{Z}_{m}[x]/\left<x^{n}-a\right>$, with $n$ a power of 2 and $m$ a non necessarily prime integer. We also present a…

Discrete Mathematics · Computer Science 2023-04-19 Ramiro Martínez , Paz Morillo

As a powerful tool for longitudinal data analysis, the generalized estimating equations have been widely studied in the academic community. However, in large-scale settings, this approach faces pronounced computational and storage…

Computation · Statistics 2025-08-29 Chunjing Li , Jiahui Zhang , Xiaohui Yuan

We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with…

Optimization and Control · Mathematics 2015-03-26 Francesco Fraccaroli , Andrea Peruffo , Mattia Zorzi

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…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

The numerical construction of polynomials in the product representation (as used for instance in variants of the multiboson technique) can become problematic if rounding errors induce an imprecise or even unstable evaluation of the…

High Energy Physics - Lattice · Physics 2009-10-31 B. Bunk , S. Elser , R. Frezzotti , K. Jansen

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

Due to improvements in computer performance and algorithms, the rapidly increasing cost for unquenched Wilson-type fermions with lighter quarks has been ameliorated and new simulations are now possible. Here we present results using two…

High Energy Physics - Lattice · Physics 2008-11-26 M. Göckeler , R. Horsley , Y. Nakamura , D. Pleiter , P. E. L. Rakow , G. Schierholz , W. Schroers , T. Streuer , H. Stüben , J. M. Zanotti

An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…

Statistical Mechanics · Physics 2007-05-23 Jurij Smakov , Kenji Harada , Naoki Kawashima