相关论文: A Lower Bound on WAFOM

We propose numerical integration methods for Choquet integrals where the capacities are given by distortion functions of an underlying probability measure. It relies on the explicit representation of the integrals for step functions and can…

Recent advances in quasi-Monte Carlo integration have shown that for linearly scrambled digital net estimators, the convergence rate can be dramatically improved by taking the median rather than the mean of multiple independent replicates.…

We consider the problem of estimating the measure of subsets in very large networks. A prime tool for this purpose is the Markov Chain Monte Carlo (MCMC) algorithm. This algorithm, while extremely useful in many cases, still often suffers…

The weak saturation number $\mathrm{wsat}(n,F)$ is the minimum number of edges in a graph on $n$ vertices such that all the missing edges can be activated sequentially so that each new edge creates a copy of $F$. A usual approach to prove a…

We consider the problem of evaluating $I(\varphi):=\int_{[0,1)^s}\varphi(x) dx$ for a function $\varphi \in L^2[0,1)^{s}$. In situations where $I(\varphi)$ can be approximated by an estimate of the form $N^{-1}\sum_{n=0}^{N-1}\varphi(x^n)$,…

In mesh simplification, common requirements like accuracy, triangle quality, and feature alignment are often considered as a trade-off. Existing algorithms concentrate on just one or a few specific aspects of these requirements. For…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Realizing the full potential of quantum computation requires Quantum Error Correction (QEC). QEC reduces error rates by encoding logical information across redundant physical qubits, enabling errors to be detected and corrected. A common…

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…

We address the quantum estimation of parameters encoded into the initial state of two modes of a Dirac field described by relatively accelerated parties. By using the quantum Fisher information (QFI), we investigate how the weak…

We consider the problem of estimating an expectation $ \mathbb{E}\left[ h(W)\right]$ by quasi-Monte Carlo (QMC) methods, where $ h $ is an unbounded smooth function on $ \mathbb{R}^d $ and $ W$ is a standard normal distributed random…

The Quantum Fisher Information (QFI) plays a crucial role in quantum information theory and in many practical applications such as quantum metrology. However, computing the QFI is generally a computationally demanding task. In this work we…

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…

Quantum Fisher information matrix (QFIM) is a core concept in theoretical quantum metrology due to the significant importance of quantum Cram\'{e}r-Rao bound in quantum parameter estimation. However, studies in recent years have revealed…

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…

Niederreiter [H.Niederreiter, Error bounds for quasi-Monte Carlo integration with uniform point sets, Journal of computational and applied mathematics 150 (2003), 283-292] established new bounds for quasi-Monte Carlo integration for nodes…