相关论文: A Construction of Polynomial Lattice Rules with Sm…

In this paper, we study the problem of multivariate $L_2$-approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm, inspired by median integration rules, which have attracted…

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…

We consider the problem of predicting an outcome variable using $p$ covariates that are measured on $n$ independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive…

In the bond percolation model on a lattice, we colour vertices with $n_c$ colours independently at random according to Bernoulli distributions. A vertex can receive multiple colours and each of these colours is individually observable. The…

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…

We study numerical integration for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. In particular, we are interested in how the error depends on the dimension $d$. Many…

Randomized quasi-Monte Carlo (RQMC) sampling can bring orders of magnitude reduction in variance compared to plain Monte Carlo (MC) sampling. The extent of the efficiency gain varies from problem to problem and can be hard to predict. This…

We introduce a new quality measure to assess randomized low-discrepancy point sets of finite size $n$. This new quality measure, which we call "pairwise sampling dependence index", is based on the concept of negative dependence. A negative…

We demonstrate that the recently proposed pruned-enriched Rosenbluth method (P. Grassberger, Phys. Rev. E 56 (1997) 3682) leads to extremely efficient algorithms for the folding of simple model proteins. We test them on several models for…

In the last few years, the amount of collected data, in various computer science applications, has grown considerably. These large volumes of data need to be analyzed in order to extract useful hidden knowledge. This work focuses on…

Invention involves combination, or more precisely, ratios of composition. According to Thomas Edison, "Genius is one percent inspiration and 99 percent perspiration" is an example. In many situations, researchers and inventors already have…

We develop a numerical algorithm for identifying approximately conserved quantities in models perturbed away from integrability. In the long-time regime, these quantities fully determine correlation functions of local observables. Applying…

We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…

The multi-level Monte Carlo method proposed by M. Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order of convergence for the mean-square error. In this paper, a modified…

Previous work has shown that high-quality control variates for lattice Monte Carlo methods may be constructed from lattice Schwinger-Dyson relations. This paper extends that method to theories with lattice fermions, using the Thirring model…

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

We have studied kinetics of random sequential adsorption of mixtures on a square lattice using Monte Carlo method. Mixtures of linear short segments and long segments were deposited with the probability $p$ and $1-p$, respectively. For…

We propose an improved LASSO estimation technique based on Stein-rule. We shrink classical LASSO estimator using preliminary test, shrinkage, and positive-rule shrinkage principle. Simulation results have been carried out for various…

The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant…

We provide a simple proof of the Lieb-Robinson bound and use it to prove the existence of the dynamics for interactions with polynomial decay. We then use our results to demonstrate that there is an upper bound on the rate at which…