相关论文: On efficient weighted integration via a change of …

Striped phases, in which spin, charge, and pairing correlations vary inhomogeneously in the CuO_2 planes, are a known experimental feature of cuprate superconductors, and are also found in a variety of numerical treatments of the two…

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…

We establish analogs of sharp weighted weak-type bounds for $m$-sublinear operators satisfying sparse form domination, including multilinear Calder\'on-Zygmund singular integrals. Our results, which hold for general $\vec{p} \in…

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Variational quantum Monte Carlo (QMC) is an ab-initio method for solving the electronic Schr\"odinger equation that is exact in principle, but limited by the flexibility of the available ansatzes in practice. The recently introduced deep…

A possible gluon-condensate-induced modified-gravity model with f(R) \propto |R|^{1/2} has been suggested previously. Here, a simplified version is presented using the constant flat-spacetime equilibrium value of the QCD gluon condensate…

We analyze a new random algorithm for numerical integration of $d$-variate functions over $[0,1]^d$ from a weighted Sobolev space with dominating mixed smoothness $\alpha\ge 0$ and product weights $1\ge\gamma_1\ge\gamma_2\ge\cdots>0$, where…

We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates $\xi\in[0,1]$ to…

For $N$ compatible substitution rules on $M$ prototiles $t_1,\dots,t_M$, consider tilings and tiling spaces constructed by applying the different substitution rules at random. These give (globally) random substitution tilings. In this paper…

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…

Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov…

We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces $S^r_{p,q}B(\mathbb{T}^d)$ with dominating mixed smoothness $1/p<r<2$. We show that order 2 digital nets achieve the…

Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all these ideas applied to elliptic PDEs with finite-dimensional…

We consider the problem of numerical integration for weighted anchored and ANOVA Sobolev spaces of $s$-variate functions. Here $s$ is large including $s=\infty$. Under the assumption of sufficiently fast decaying weights, we prove in a…

For a complete description of the physical properties of low-energy QCD, it might be advantageous to first reformulate QCD in terms of gauge-invariant dynamical variables, before applying any approximation schemes. Using a canonical…

We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…

This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…