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For the investigation of higher order Feynman integrals, potentially with tensor structure, it is highly desirable to have numerical methods and automated tools for dedicated, but sufficiently 'simple' numerical approaches. We elaborate two…

High Energy Physics - Phenomenology · Physics 2011-03-03 Janusz Gluza , Krzysztof Kajda , Tord Riemann , Valery Yundin

We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…

Computation · Statistics 2024-06-03 Tore Selland Kleppe , Roman Liesenfeld

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…

Computation · Statistics 2022-04-12 Víctor Elvira , Luca Martino , Pau Closas

The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the…

Numerical Analysis · Mathematics 2017-01-23 Stefan Klus , Christof Schütte

In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…

Spectral Theory · Mathematics 2012-10-04 Igor M. Novitskii

In this paper, we investigate approximate solutions for nonlinear Fredholm integro-differential equations of fractional order. We present an operational Tau method by obtaining the Tau matrix representation. We solve a special class of…

Numerical Analysis · Mathematics 2017-12-13 A. Yousefi , E. Babolian , S. Javadi

Various methods in statistical learning build on kernels considered in reproducing kernel Hilbert spaces. In applications, the kernel is often selected based on characteristics of the problem and the data. This kernel is then employed to…

Machine Learning · Statistics 2024-03-12 Paul Dommel , Alois Pichler

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

Numerical Analysis · Computer Science 2019-05-28 Petr N. Vabishchevich

In this paper, we present a novel Fredholm Integral Equation Neural Operator (FIE-NO) method, an integration of Random Fourier Features and Fredholm Integral Equations (FIE) into the deep learning framework, tailored for solving data-driven…

Machine Learning · Computer Science 2024-08-23 Haoyang Jiang , Yongzhi Qu

We give the Jordan form and the Singular Value Decomposition for an integral operator ${\cal N}$ with a non-symmetric kernel $N(y,z)$. This is used to give solutions of Fredholm equations for non-symmetric kernels, and to determine the…

Spectral Theory · Mathematics 2008-04-02 Christopher S. Withers , Saralees Nadarajah

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…

Dynamical Systems · Mathematics 2023-12-19 Caroline L. Wormell

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

Machine Learning · Computer Science 2019-10-31 Gregory W. Benton , Wesley J. Maddox , Jayson P. Salkey , Julio Albinati , Andrew Gordon Wilson

Inference of transfer operators from data is often formulated as a classical problem that hinges on the Ulam method. The conventional description, known as the Ulam-Galerkin method, involves projecting onto basis functions represented as…

Machine Learning · Computer Science 2024-02-21 Sudam Surasinghe , Jeremie Fish , Erik M. Bollt

This article introduces a general purpose framework and software to approximate partial differential equations (PDEs). The sparsity patterns of finite element discretized operators is identified automatically using the tools from…

Numerical Analysis · Mathematics 2024-10-17 Kiefer Green , Harbir Antil

We study finite temperature dynamical correlation functions of the magnetization operator in the one-dimensional Ising quantum field theory. Our approach is based on a finite temperature form factor series and on a Fredholm determinant…

Statistical Mechanics · Physics 2024-12-11 István Csépányi , Márton Kormos

In noncommutative geometry one is interested in invariants such as the Fredholm index or spectral flow and their calculation using cyclic cocycles. A variety of formulae have been established under side conditions called summability…

Operator Algebras · Mathematics 2009-12-16 Denis Potapov , Fyodor Sukochev

We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…

Statistics Theory · Mathematics 2020-12-09 He Zhang , John Harlim , Xiantao Li
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