相关论文: Optimal order quadrature error bounds for infinite…

We analyse the top-quark decay at the next-to-next-to-leading order (NNLO) in QCD by using the Principle of Maximum Conformality (PMC) which provides a systematic way to eliminate renormalization scheme and scale ambiguities in perturbative…

We study quasi-Monte Carlo (QMC) methods for numerical integration of multivariate functions defined over the high-dimensional unit cube. Lattice rules and polynomial lattice rules, which are special classes of QMC methods, have been…

We study the approximation of integrals $\int_D f(\boldsymbol{x}^\top A) \mathrm{d} \mu(\boldsymbol{x})$, where $A$ is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{N-1} f(\boldsymbol{x}_k^\top A)$. We are interested in…

Symmetric polynomial quadrature rules for triangles are commonly used to efficiently integrate two-dimensional domains in finite-element-type problems. While the development of such rules focuses on the maximum degree a given number of…

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…

We study randomized quasi-Monte Carlo integration by scrambled nets. The scrambled net quadrature has long gained its popularity because it is an unbiased estimator of the true integral, allows for a practical error estimation, achieves a…

This paper deals with the construction of an optimal quadrature formula for the approximation of Fourier integrals in the Sobolev space $L_2^{(1)}[a,b]$ of non-periodic, complex valued functions which are square integrable with first order…

Kernel herding belongs to a family of deterministic quadratures that seek to minimize the worst-case integration error over a reproducing kernel Hilbert space (RKHS). These quadrature rules come with strong experimental evidence that this…

We address the study of quantum metrology enhanced by indefinite causal order, demonstrating a quadratic advantage in the estimation of the product of two average displacements in a continuous variable system. We prove that no setup where…

Quantum computing (QC) is at the cusp of a revolution. Machines with 100 quantum bits (qubits) are anticipated to be operational by 2020 [googlemachine,gambetta2015building], and several-hundred-qubit machines are around the corner.…

We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one by Basu and Owen (2015) as a special case, which achieves…

We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near the feasible set, we derive sharper worst-case complexity…

Quasi-Monte Carlo (QMC) points are a substitute for plain Monte Carlo (MC) points that greatly improve integration accuracy under mild assumptions on the problem. Because QMC can give errors that are $o(1/n)$ as $n\to\infty$, changing even…

We investigate the optimal model reduction problem for large-scale quadratic-bilinear (QB) control systems. Our contributions are threefold. First, we discuss the variational analysis and the Volterra series formulation for QB systems. We…

Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…

We revisit the extendability-based semi-definite programming hierarchy introduced by Berta et al. [Mathematical Programming, 1 - 49 (2021)], which provides converging outer bounds on the optimal fidelity of approximate quantum error…

High dimensional integrals can be approximated well by quasi-Monte Carlo methods. However, determining the number of function values needed to obtain the desired accuracy is difficult without some upper bound on an appropriate semi-norm of…

Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of these algorithms depend greatly on the quadrature method. We…

This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…