相关论文: Optimized Broad-Histogram Ensembles for the Simula…

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

This paper studies closed-loop chance constrained control problems with disturbance feedback (equivalently state feedback) where state and input vectors must remain in a prescribed polytopic safe region with a predefined confidence level.…

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Quantum Amplitude Estimation (QAE) can achieve a quadratic speed-up for applications classically solved by Monte Carlo simulation. A key requirement to realize this advantage is efficient state preparation. If state preparation is too…

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

To minimize data movement, state-of-the-art parallel sorting algorithms use techniques based on sampling and histogramming to partition keys prior to redistribution. Sampling enables partitioning to be done using a representative subset of…

Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its…

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

A generalization of the microcanonical ensemble suggests a simple strategy for the simulation of first order phase transitions. At variance with flat-histogram methods, there is no iterative parameters optimization, nor long waits for…

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…

This paper derives two new optimization-driven Monte Carlo algorithms inspired from variable splitting and data augmentation. In particular, the formulation of one of the proposed approaches is closely related to the alternating direction…

Quantum Monte Carlo (QMC) methods are essential for the numerical study of large-scale quantum many-body systems, yet their utility has been significantly hampered by the difficulty in computing key quantities such as off-diagonal operators…

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…