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Related papers: Optimization of self-similar factor approximants

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We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a Polynomial Optimization Problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming…

Optimization and Control · Mathematics 2016-05-17 Masakazu Muramatsu , Hayato Waki , Levent Tuncel

Variational data assimilation technique applied to identification of optimal approximations of derivatives near boundary is discussed in frames of one-dimensional wave equation. Simplicity of the equation and of its numerical scheme allows…

Mathematical Physics · Physics 2015-05-13 Eugene Kazantsev

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Submodular functions are an important class of functions in combinatorial optimization which satisfy the natural properties of decreasing marginal costs. The study of these functions has led to strong structural properties with applications…

Multiagent Systems · Computer Science 2009-11-13 Gagan Goel , Pushkar Tripathi , Lei Wang

A new family of combined subdivision schemes with one tension parameter is proposed by the interpolatory and approximating subdivision schemes. The displacement vectors between the points of interpolatory and approximating subdivision…

Numerical Analysis · Mathematics 2019-04-30 Rabia Hameed

In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…

Statistics Theory · Mathematics 2007-06-13 Stefano M. Iacus , Davide La Torre

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Number Theory · Mathematics 2010-12-02 Adam J. Harper

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

In this paper we make a first attempt at understanding how to build an optimal approximate normal factor analysis model. The criterion we have chosen to evaluate the distance between different models is the I-divergence between the…

Probability · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

It is well known that conventional simulation algorithms are inefficient for the statistical description of macroscopic systems exactly at the critical point due to the divergence of the corresponding relaxation time (critical slowing…

Computational Physics · Physics 2008-11-26 N. G. Antoniou , F. K. Diakonos , E. N. Saridakis , G. A. Tsolias

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

A model Hamiltonian that exhibits asymptotic freedom and a bound state, is used to show on example that similarity renormalization group procedure can be tuned to improve convergence of perturbative derivation of effective Hamiltonians,…

High Energy Physics - Theory · Physics 2009-11-07 Stanislaw D. Glazek , Jaroslaw Mlynik

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Qiwei Yao

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

Probability · Mathematics 2018-02-05 Ulrich K. Mueller

In this paper we are interested in the approximation of fractional powers of self-adjoint positive operators. Starting from the integral representation of the operators, we apply the trapezoidal rule combined with a single-exponential and a…

Numerical Analysis · Mathematics 2024-03-15 Lidia Aceto , Paolo Novati

Rational best approximations (in a Chebyshev sense) to real functions are characterized by an equioscillating approximation error. Similar results do not hold true for rational best approximations to complex functions in general. In the…

Numerical Analysis · Mathematics 2023-12-22 Tobias Jawecki , Pranav Singh

In statistical physics and information theory, although the exponent of the partition function is often of our primary interest, there are cases where one needs more detailed information. In this paper, we present a general framework to…

Information Theory · Computer Science 2012-02-06 Ryuhei Mori , Toshiyuki Tanaka

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

We devise a three-parameter random search strategy to obtain accurate estimates of the large-coupling amplitude and exponent of an observable from its divergent Taylor expansion, known to some desired order. The endeavor exploits the power…

Computational Physics · Physics 2019-11-14 Sharmistha Dhatt , Kamal Bhattacharyya