相关论文: Qsurf: compressed QMC integration on parametric su…
Quantum Annealing (QA) is a quantum computing paradigm for solving combinatorial optimization problems formulated as Quadratic Unconstrained Binary Optimization (QUBO) problems. An essential step in QA is minor embedding, which maps the…
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…
The existence of \emph{weak conical K\"ahler-Einstein} metrics along smooth hypersurfaces with angle between $0$ and $2\pi$ is obtained by studying a smooth continuity method and a \emph{local Moser's iteration} technique. In the case of…
This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…
The uniform quadratic optimizatin problem (UQ) is a nonconvex quadratic constrained quadratic programming (QCQP) sharing the same Hessian matrix. Based on the second-order cone programming (SOCP) relaxation, we establish a new sufficient…
In this study, we utilized the quantum flow (QFlow) method to perform quantum simulations of correlated systems. The QFlow approach allows for sampling large sub-spaces of the Hilbert space by solving coupled variational problems in reduced…
The atomistic-to-continuum (a/c) coupling methods, also known as the quasicontinuum (QC) methods, are a important class of concurrent multisacle methods for modeling and simulating materials with defects. The a/c methods aim to balance the…
This paper introduces a post-training quantization~(PTQ) method achieving highly efficient Convolutional Neural Network~ (CNN) quantization with high performance. Previous PTQ methods usually reduce compression error via performing…
We report performance benchmarks for several algorithms that we have used to simulate the Schr"odinger functional with two flavors of dynamical quarks. They include hybrid and polynomial hybrid Monte Carlo with preconditioning. An appendix…
Converting a parametric curve into the implicit form, which is called implicitization, has always been a popular but challenging problem in geometric modeling and related applications. However, the existing methods mostly suffer from the…
Quantum annealers can solve QUBO problems efficiently but struggle with continuous optimization tasks like regression due to their discrete nature. We introduce Quadratic Continuous Quantum Optimization (QCQO), an anytime algorithm that…
We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al.…
In a previous work of the authors, a result to algorithmically compute the topology types of the level curves of an algebraic surface, is given. From this result, here we derive applications based on level curves to determine some…
We present a novel method to perform numerical integration over curved polyhedra enclosed by high-order parametric surfaces. Such a polyhedron is first decomposed into a set of triangular and/or rectangular pyramids, whose certain faces…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…
In this paper we present a new multilevel quasi-interpolation algorithm for smooth periodic functions using scaled Gaussians as basis functions. Recent research in this area has focussed upon implementations using basis function with finite…
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…
In this paper, we study geometry of totally real minimal surfaces in the complex hyperquadric $Q_{N-2}$, and obtain some characterizations of the harmonic sequence generated by these minimal immersions. For totally real flat surfaces that…
Two-dimensional conformally parametrized surfaces immersed in the su(N) algebra are investigated. The focus is on surfaces parametrized by solutions of the equations for the CP^(N-1) sigma model. The Lie-point symmetries of the CP^(N-1)…