相关论文: Component-by-component construction of shifted Hal…

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

We discuss how the integrators used for the Hybrid Monte Carlo (HMC) algorithm not only approximately conserve some Hamiltonian $H$ but exactly conserve a nearby shadow Hamiltonian (\tilde H), and how the difference $\Delta H \equiv \tilde…

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

We consider the efficient construction of polynomial lattice rules, which are special cases of so-called quasi-Monte Carlo (QMC) rules. These are of particular interest for the approximate computation of multivariate integrals where the…

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…

We study the efficient construction of good polynomial lattice rules, which are special instances of quasi-Monte Carlo (QMC) methods. The integration rules obtained are of particular interest for the approximation of multivariate integrals…

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…

The vertices of the integer hull are the integral equivalent to the well-studied basic feasible solutions of linear programs. In this paper we give new bounds on the number of non-zero components -- their support -- of these vertices…

We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded…

This paper investigates a class of algorithms for numerical integration of a function in d dimensions over a compact domain by Monte Carlo methods. We construct a histogram approximation to the function using a partition of the integration…

We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…

This paper studies critical fractional Sobolev inequalities with lower-order terms on the standard CR sphere $\mathbb S^{2n+1}$. Let $Q=2n+2$, let $s\in(0,1)$, let $1<p<Q$, and let $p_s^*=\frac{Qp}{Q-sp}$. For the inequality…

We consider the series expansion of the $L^p$-Hardy inequality of \cite{BFT2}, in the particular case where the distance is taken from an interior point of a bounded domain in $\mathbb{R}^n$ and $1<p\neq n$. For $p<n$ we improve it by…

In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

We determine the Haar measure on the compact $p$-adic special orthogonal groups of rotations $\mathrm{SO}(d)_p$ in dimension $d=2,3$, by exploiting the machinery of inverse limits of measure spaces, for every prime $p>2$. We characterise…

Kunchenko's method of polynomial maximization provides a semiparametric apparatus for parameter estimation under non-Gaussian errors, but its classical power basis relies on finite higher-order integer moments. This paper introduces the…

We propose a splitting algorithm for solving a system of composite monotone inclusions formulated in the form of the extended set of solutions in real Hilbert spaces. The resluting algorithm is a an extension of the algorithm in [4]. The…

In this paper we investigate quasi-Monte Carlo (QMC) integration using digital nets over $\mathbb{Z}_b$ in reproducing kernel Hilbert spaces. The tent transformation, or the baker's transformation, was originally used for lattice rules by…

Explicit symplectic integrators have been important tools for accurate and efficient approximations of mechanical systems with separable Hamiltonians. For the first time, the article proposes for arbitrary Hamiltonians similar integrators,…