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Calibrating model parameters to measured data by minimizing loss functions is an important step in obtaining realistic predictions from model-based approaches, e.g., for process optimization. This is applicable to both knowledge-driven and…

Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…

Numerical Analysis · Mathematics 2021-02-16 R. Jagadeeswaran , Fred J. Hickernell

Quadrature rules estimate the value of an integral when the function is given by a table of values. Every binary string defines a quadrature rule by choosing which endpoint of each interval represents the interval. The standard rules, such…

Information Theory · Computer Science 2010-04-23 James S. Wolper

We propose, analyze, and implement interpolatory approximations and Filon-type cubature for efficient and accurate evaluation of a class of wideband generalized Fourier integrals on the sphere. The analysis includes derivation of (i)…

Numerical Analysis · Mathematics 2012-04-24 V. Dominguez , M. Ganesh

As a complement to \cite{X12}, minimal cubature rules of degree $4m+1$ for the weight functions $$ \mathcal{W}_{\alpha,\beta ,\pm \frac12}(x,y) = |x+y|^{2\alpha+1} |x-y|^{2\beta+1} ((1-x^2)(1-y^2))^{\pm \frac12} $$ on $[-1,1]^2$ are shown…

Numerical Analysis · Mathematics 2016-03-30 Yuan Xu

Cubature rules on the triangle have been extensively studied, as they are of great practical interest in numerical analysis. In most cases, the process by which new rules are obtained does not preclude the existence of similar rules with…

Numerical Analysis · Mathematics 2015-06-26 Stefanos-Aldo Papanicolopulos

Node elimination is a numerical approach to obtain cubature rules for the approximation of multivariate integrals. Beginning with a known cubature rule, nodes are selected for elimination, and a new, more efficient rule is constructed by…

Numerical Analysis · Mathematics 2022-07-25 Arkadijs Slobodkins , Johannes Tausch

Bayesian cubature provides a flexible framework for numerical integration, in which a priori knowledge on the integrand can be encoded and exploited. This additional flexibility, compared to many classical cubature methods, comes at a…

Methodology · Statistics 2019-01-29 Toni Karvonen , Simo Särkkä , Chris. J. Oates

This paper focusses on the formulation of numerical integration as an inferential task. To date, research effort has largely focussed on the development of Bayesian cubature, whose distributional output provides uncertainty quantification…

Methodology · Statistics 2018-05-21 Toni Karvonen , Chris J. Oates , Simo Särkkä

For the purpose of uncertainty quantification with collocation, a method is proposed for generating families of one-dimensional nested quadrature rules with positive weights and symmetric nodes. This is achieved through a reduction…

Numerical Analysis · Mathematics 2020-04-20 L. M. M. van den Bos , B. Koren , R. P. Dwight

By quantum calibration we name an experimental procedure apt to completely characterize an unknown measurement apparatus by comparing it with other calibrated apparatuses. Here we show how to achieve the calibration of an arbitrary…

Quantum Physics · Physics 2007-05-23 Giacomo Mauro D'Ariano , Lorenzo Maccone , Paoloplacido Lo Presti

We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…

Optimization and Control · Mathematics 2018-01-03 Matthias Rungger , Paulo Tabuada

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…

Numerical Analysis · Mathematics 2024-06-12 Sören Bartels , Alex Kaltenbach

We study cubature formulas for d-dimensional integrals with an arbitrary symmetric weight function of tensor product form. We present a construction that yields a high polynomial exactness: for fixed degree l=5 or l=7 and large dimension,…

Numerical Analysis · Mathematics 2007-05-23 Aicke Hinrichs , Erich Novak

A new algebraic cubature formula of degree $2n+1$ for the product Chebyshev measure in the $d$-cube with $\approx n^d/2^{d-1}$ nodes is established. The new formula is then applied to polynomial hyperinterpolation of degree $n$ in three…

Numerical Analysis · Mathematics 2008-05-26 Stefano De Marchi , Marco Vianello , Yuan Xu

In experimental control of quantum systems, the precision is often hindered by imperfect applied electronics that distort control pulses delivered to target quantum devices. To mitigate such error, the deconvolution method is commonly used…

Quantum Physics · Physics 2018-10-02 Xi Cao , Bing Chu , Haijin Ding , Luyan Sun , Yu-xi Liu , Rebing Wu

The most critical component of any adaptive numerical quadrature routine is the estimation of the integration error. Since the publication of the first algorithms in the 1960s, many error estimation schemes have been presented, evaluated…

Numerical Analysis · Computer Science 2010-11-09 Pedro Gonnet

This paper presents a clustering approach that allows for rigorous statistical error control similar to a statistical test. We develop estimators for both the unknown number of clusters and the clusters themselves. The estimators depend on…

Statistics Theory · Mathematics 2017-07-13 Michael Vogt , Matthias Schmid

This paper addresses the inverse optimal control for the linear quadratic tracking problem with a fixed but unknown target state, which aims to estimate the possible triplets comprising the target state, the state weight matrix, and the…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Yao Li , Chengpu Yu , Hao Fang , Jie Chen