相关论文: Where are the logs?

This paper studies the rate of convergence for conditional quasi-Monte Carlo (QMC), which is a counterpart of conditional Monte Carlo. We focus on discontinuous integrands defined on the whole of $R^d$, which can be unbounded. Under…

This paper studies randomized quasi-Monte Carlo (QMC) sampling for discontinuous integrands having singularities along the boundary of the unit cube $[0,1]^d$. Both discontinuities and singularities are extremely common in the pricing and…

Let $f:[0,1]^d\to\mathbb{R}$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d$ have a non-negative local discrepancy (NNLD) everywhere in…

We compare the integration error of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods for approximating the normalizing constant of posterior distributions and certain marginal likelihoods. In doing so, we characterize the dependency of…

The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…

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…

This paper studies the minimum achievable source coding rate as a function of blocklength $n$ and probability $\epsilon$ that the distortion exceeds a given level $d$. Tight general achievability and converse bounds are derived that hold at…

For variable-length coding with an almost-sure distortion constraint, Zhang et al. show that for discrete sources the redundancy is upper bounded by $\log n/n$ and lower bounded (in most cases) by $\log n/(2n)$, ignoring lower order terms.…

Quasi-Monte Carlo (QMC) quadrature rules using higher order digital nets and sequences have been shown to achieve the almost optimal rate of convergence of the worst-case error in Sobolev spaces of arbitrary fixed smoothness $\alpha\in…

We study the properties of points in $[0,1]^d$ generated by applying Hilbert's space-filling curve to uniformly distributed points in $[0,1]$. For deterministic sampling we obtain a discrepancy of $O(n^{-1/d})$ for $d\ge2$. For random…

Most quasi-Monte Carlo research focuses on sampling from the unit cube. Many problems, especially in computer graphics, are defined via quadrature over the unit triangle. Quasi-Monte Carlo methods for the triangle have been developed by…

We provide another approach to Friedland's result that the topological entropy $h$ of a symmetric nearest-neighbor subshift is computable. Instead of the previous algebraic technique, our approach is mostly combinatorial and involves only…

We consider the problem of computing an approximation to the integral $I=\int_{[0,1]^d}f(x) dx$. Monte Carlo (MC) sampling typically attains a root mean squared error (RMSE) of $O(n^{-1/2})$ from $n$ independent random function evaluations.…

Allowing for space- and time-dependence of mass in Klein--Gordon equations resolves the problem of negative probability density and of violation of Lorenz covariance of interaction in quantum mechanics. Moreover it extends their…

Given a sequence of points in the unit disk, a well known result due to Carleson states that if given any point of the sequence it is possible to interpolate the value one in that point and zero in all the other points of the sequence, with…

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…

Fault-tolerance using constant space-overhead against long-range correlated errors is an important practical question. In the pioneering works [Terhal and Burkard, PRA 2005], [Aliferis et al, PRA 2005], [Aharonov et al, PRL 2006],…

We analyze analytically, semi-analytically, and numerically the operation of Cross-Resonance (CR) gate for superconducting qubits (transmons). We find that a relatively simple semi-analytical method gives accurate results for the…

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 obtain estimates for the number $p_d(n)$ of $(d-1)$-dimensional integer partitions of a number $n$. It is known that the two-sided inequality $C_1(d)n^{1-1/d}<\log p_d(n)< C_2(d)n^{1-1/d}$ is always true and that $C_1(d)>1$ whenever…