相关论文: SINGINT: Automatic numerical integration of singul…
The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the…
The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
We present a new version of $\texttt{SecDec}$, a program for the numerical computation of parametric integrals in the context of dimensional regularization. By its modular structure, the $\texttt{python}$ rewrite $\texttt{pySecDec}$ is much…
We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…
Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…
We propose Multiplier-less INTeger (MINT) quantization, a uniform quantization scheme that efficiently compresses weights and membrane potentials in spiking neural networks (SNNs). Unlike previous SNN quantization methods, MINT quantizes…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
In this paper we will give a Monte Carlo algorithm by which the moments of a functions of Dirichlet probability distributions can be estimated. This algorithm is called Inner Nested Sampling and is an implementation of Skilling's general…
We present a new approach to the reduction of one-loop amplitudes obtained by reconstructing the tensorial expression of the scattering amplitudes. The reconstruction is performed at the integrand level by means of a sampling in the…
New machine learning based algorithms have been developed and tested for Monte Carlo integration based on generative Boosted Decision Trees and Deep Neural Networks. Both of these algorithms exhibit substantial improvements compared to…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…
This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…
Ising annealer is a promising quantum-inspired computing architecture for combinatorial optimization problems. In this paper, we introduce an Ising annealer based on the Hamiltonian Monte Carlo, which updates the variables of all dimensions…
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…
Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…
We present an aid for importance sampling in Monte Carlo integration, which is of the general-purpose type in the sense that it in principle deals with any quadratically integrable integrand on a unit hyper-cube of arbitrary dimension. In…
Recently, an explicit, recursive formula for the all-loop integrand of planar scattering amplitudes in N=4 SYM has been described, generalizing the BCFW formula for tree amplitudes, and making manifest the Yangian symmetry of the theory.…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…
In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high performance of our codes and ease at which they can be used,…