Creative Telescoping on Multiple Sums

10/18/2020
by   Christoph Koutschan, et al.
0

We showcase a collection of practical strategies to deal with a problem arising from an analysis of integral estimators derived via quasi-Monte Carlo methods. The problem reduces to a triple binomial sum, thereby enabling us to open up the holonomic toolkit, which contains tools such as creative telescoping that can be used to deduce a recurrence satisfied by the sum. While applying these techniques, a host of issues arose that partly needed to be resolved by hand. In other words, no creative telescoping implementation currently exists that can resolve all these issues automatically. Thus, we felt the need to compile the different strategies we tried and the difficulties that we encountered along the way. In particular, we highlight the necessity of the certificate in these computations and how its complexity can greatly influence the computation time.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/27/2023

Double-loop quasi-Monte Carlo estimator for nested integration

Nested integration arises when a nonlinear function is applied to an int...
research
07/22/2021

On Integral Theorems: Monte Carlo Estimators and Optimal Functions

We introduce a class of integral theorems based on cyclic functions and ...
research
03/20/2015

Sequential Monte Carlo Methods for System Identification

One of the key challenges in identifying nonlinear and possibly non-Gaus...
research
05/13/2014

Adaptive Monte Carlo via Bandit Allocation

We consider the problem of sequentially choosing between a set of unbias...
research
02/15/2021

Quasi-Monte Carlo Software

Practitioners wishing to experience the efficiency gains from using low ...
research
05/21/2023

Quasi-Monte Carlo Graph Random Features

We present a novel mechanism to improve the accuracy of the recently-int...

Please sign up or login with your details

Forgot password? Click here to reset