相关论文: Two-dimensional projections of an hypercube
A method based on Monte Carlo sampling of the probability flows projected onto the subspace of one or more slow variables is proposed for investigation of dynamic and static properties of lattice spin systems. We illustrate the method by…
We define quasiconvex programming, a form of generalized linear programming in which one seeks the point minimizing the pointwise maximum of a collection of quasiconvex functions. We survey algorithms for solving quasiconvex programs either…
We introduce a new method for the reconstruction of a function from linear measurements by means of oblique projections. The space spanned by the measurement vectors may be different from the subspace in which the function is reconstructed.…
The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…
Let $X$ be an integral projective variety of codimension two, degree $d$ and dimension $r$ and $Y$ be its general hyperplane section. The problem of lifting generators of minimal degree $\sigma$ from the homogeneous ideal of $Y$ to the…
A Monte Carlo scheme to sample the screening potential H(r) of Yukawa plasmas notably at short distances is presented. This scheme is based on an importance sampling technique. Comparisons with former results for the Coulombic one-component…
Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling,…
The Monte Carlo simulation of the dynamics of complex molecules produces trajectories with a large number of different configurations to sample configuration space. It is expected that these configurations can be classified into a small…
This paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which…
Pricing exotic multi-asset path-dependent options requires extensive Monte Carlo simulations. In the recent years the interest to the Quasi-monte Carlo technique has been renewed and several results have been proposed in order to improve…
We model a problem motivated by road design as a feasibility problem. Projections onto the constraint sets are obtained, and projection methods for solving the feasibility problem are studied. We present results of numerical experiments…
We study the slices or sections of a convex polytope by affine hyperplanes. We present results on two key problems: First, we provide tight bounds on the maximum number of vertices attainable by a hyperplane slice of $d$-polytope (a sort of…
Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…
Colloidal droplets are used in a variety of practical applications. Some of these applications require particles of different sizes. These include medical diagnostic methods, the creation of photonic crystals, the formation of…
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…
We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…
Hyperdimensional (HD) computing is a set of neurally inspired methods for obtaining high-dimensional, low-precision, distributed representations of data. These representations can be combined with simple, neurally plausible algorithms to…
We develop a notion of projections between sets of probability measures using the geometric properties of the 2-Wasserstein space. It is designed for general multivariate probability measures, is computationally efficient to implement, and…
We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…
In this paper, we introduce a new method for classifying 3D objects. Our main idea is to project a 3D object onto a spherical domain centered around its barycenter and develop neural network to classify the spherical projection. We…