Related papers: A Short Tale of Long Tail Integration
The paper proposes an approximate expression for calculating very complex one-dimensional integrals depending on the parameter $a$. These integrals often occur in computational problems theory of magnetic solitons. The resulting analytical…
For ordinary matrix models, the eigenvalue probability density decays rapidly as one goes to infinity, in other words, has "short tails". This ensures that all the multiple trace correlators (multipoint moments) are convergent and…
Computationally efficient numerical methods for high-order approximations of convolution integrals involving weakly singular kernels find many practical applications including those in the development of fast quadrature methods for…
We compare the continuous and discrete truncated Wigner approximations of various spin models' dynamics to exact analytical and numerical solutions. We account for all components of spin-spin correlations on equal footing, facilitated by a…
In \cite{liu2022practical}, a general algorithm is developed to efficiently obtain the best accuracy using the regular refinement. The adaptive refinement allows for obtaining an accuracy with a smaller number of DoFs compared with the…
An approximately globally convergent numerical method for a 3d Coefficient Inverse Problem for a hyperbolic equation with backscattering data is presented. A new approximate mathematical model is presented. An approximation is used only on…
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…
In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…
We show that the tail probability of the rough line integral $\int_{0}^{1}\phi(X_{t})dY_{t}$, where $(X,Y)$ is a 2D fractional Brownian motion with Hurst parameter $H\in(1/4,1/2)$ and $\phi$ is a $C_{b}^{\infty}$-function satisfying a mild…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
Tail Averaging improves on Polyak averaging's non-asymptotic behaviour by excluding a number of leading iterates of stochastic optimization from its calculations. In practice, with a finite number of optimization steps and a learning rate…
Recently some papers, such as Aban, Meerschaert and Panorska (2006), Nuyts (2010) and Clark (2013), have drawn attention to possible truncation in Pareto tail modelling. Sometimes natural upper bounds exist that truncate the probability…
Tail recursive functions allow for a wider range of optimisations than general recursive functions. For this reason, much research has gone into the transformation and optimisation of this family of functions, in particular those written in…
This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…
Variational inference with {\alpha}-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using {\alpha}-divergences (with positive {\alpha} values) is…
Tails used as inertial appendages induce body rotations of animals and robots, a phenomenon that is governed largely by the ratio of the body and tail moments of inertia. However, vertebrate tails have more degrees of freedom (e.g., number…
We propose a new nonconforming finite element algorithm to approximate the solution to the elliptic problem involving the fractional Laplacian. We first derive an integral representation of the bilinear form corresponding to the variational…
This paper is concerned with recovering the solution of a final value problem associated with a parabolic equation involving a non linear source and a non-local term, which to the best of our knowledge has not been studied earlier. It is…
We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…
In finite element methods (FEMs), the accuracy of the solution cannot increase indefinitely because the round-off error increases when the number of degrees of freedom (DoFs) is large enough. This means that the accuracy that can be reached…