3 research outputs found
Silver mean conjectures for 15-d volumes and 14-d hyperareas of the separable two-qubit systems
Extensive numerical integration results lead us to conjecture that the silver
mean, that is, s = \sqrt{2}-1 = .414214 plays a fundamental role in certain
geometries (those given by monotone metrics) imposable on the 15-dimensional
convex set of two-qubit systems. For example, we hypothesize that the volume of
separable two-qubit states, as measured in terms of (four times) the minimal
monotone or Bures metric is s/3, and 10s in terms of (four times) the Kubo-Mori
monotone metric. Also, we conjecture, in terms of (four times) the Bures
metric, that that part of the 14-dimensional boundary of separable states
consisting generically of rank-four 4 x 4 density matrices has volume
(``hyperarea'') 55s/39 and that part composed of rank-three density matrices,
43s/39, so the total boundary hyperarea would be 98s/39. While the Bures
probability of separability (0.07334) dominates that (0.050339) based on the
Wigner-Yanase metric (and all other monotone metrics) for rank-four states, the
Wigner-Yanase (0.18228) strongly dominates the Bures (0.03982) for the
rank-three states.Comment: 30 pages, 6 tables, 17 figures; nine new figures and one new table in
new section VII.B pertaining to 14-dimensional hyperareas associated with
various monotone metric
Sequential Quasi-Monte Carlo
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. (2006). The complexity of SQMC is , where is
the number of simulations at each iteration, and its error rate is smaller than
the Monte Carlo rate . The only requirement to implement SQMC is
the ability to write the simulation of particle given as a
deterministic function of and a fixed number of uniform variates.
We show that SQMC is amenable to the same extensions as standard SMC, such as
forward smoothing, backward smoothing, unbiased likelihood evaluation, and so
on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain
Monte Carlo) algorithm. We establish several convergence results. We provide
numerical evidence that SQMC may significantly outperform SMC in practical
scenarios.Comment: 55 pages, 10 figures (final version