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In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…

Probability · Mathematics 2009-09-29 Philippe Barbe

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

Analysis of PDEs · Mathematics 2016-07-22 Michael Nieves

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

Statistics Theory · Mathematics 2022-11-30 Mayya Zhilova

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

We present the pseudo-$\epsilon$ expansions ($\tau$-series) for the critical exponents of a $\lambda\phi^4$ three-dimensional $O(n)$-symmetric model obtained on the basis of six-loop renormalization-group expansions. Concrete numerical…

Statistical Mechanics · Physics 2016-03-01 M. A. Nikitina , A. I. Sokolov

We study the problem of bounding the posterior distribution of discrete probabilistic programs with unbounded support, loops, and conditioning. Loops pose the main difficulty in this setting: even if exact Bayesian inference is possible,…

Programming Languages · Computer Science 2024-12-06 Fabian Zaiser , Andrzej S. Murawski , C. -H. Luke Ong

This paper is concerned with investigating the asymptotic behavior of the gradients of solutions to a class of elliptic systems with general boundary data, especially covering the Lam\'{e} systems, in a narrow region. The novelty of this…

Analysis of PDEs · Mathematics 2022-04-15 Zhiwen Zhao

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…

Information Theory · Computer Science 2018-10-23 Cynthia Rush , Ramji Venkataramanan

A new sampling methodology based on incomplete cosine expansion series is presented as an alternative to the traditional sinc function approach. Numerical integration shows that this methodology is efficient and practical. Applying the…

Numerical Analysis · Mathematics 2015-03-24 S. M. Abrarov , B. M. Quine

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Information Theory · Computer Science 2007-07-13 Matthew J. M. Peacock , Iain B. Collings , Michael L. Honig

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

We investigate the Pad\'e approximation method for the analytic continuation of numerical data and its ability to access, from the Euclidean propagator, both the spectral function and part of the physical information hidden in the second…

High Energy Physics - Phenomenology · Physics 2017-09-13 Gergely Markó , Urko Reinosa , Zsolt Szép

Methods of determining, from small-variable asymptotic expansions, the characteristic exponents for variables tending to infinity are analyzed. The following methods are considered: diff-log Pad\'e summation, self-similar factor…

Statistical Mechanics · Physics 2022-02-22 V. I. Yukalov , S. Gluzman

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

Generic approximation of entire functions by their Pad\'{e} approximants has been achieved in the past (\cite{3}). In the present article we obtain generic approximation of holomorphic functions on arbitrary open sets by sequences of their…

Complex Variables · Mathematics 2011-06-02 G. Fournodavlos , V. Nestoridis

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Computation · Statistics 2012-07-19 Simon Barthelmé , Nicolas Chopin

We analytically compute asymptotic expansions of a 1-dimensional sub-manifold of stable and unstable manifolds in a 4-dimensional symplectic mapping by using the method called asymptotic expansions beyond all orders. This method enables us…

chao-dyn · Physics 2007-05-23 Yoshihiro Hirata , Tetsuro Konishi

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

We develop the theory of a new type of asymptotic expansions for functions of two variables the coefficients of which contain functions of one of the variables as well as functions of the quotient of these two variables. These combined…

Dynamical Systems · Mathematics 2010-04-30 Augustin Fruchard , Reinhard Schäfke