Related papers: Generating nested quadrature formulas for general …
This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function.…
The normalized factorial moments $F_q$ are continued to noninteger values of the order $q$, satisfying the condition that the statistical fluctuations remain filtered out. That is, for Poisson distribution $F_q = 1$ for all $q$. The…
This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…
We give several descriptions of positive quadrature formulas which are exact for trigonometric -, respectively, Laurent polynomials of degree less or equal $n-1-m$, $0\leq m\leq n-1$. A complete and simple description is obtained with the…
We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented…
In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss-Hermite quadrature by exploiting its relationship with the normal distribution. The proposed quadrature is not Gaussian, but…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
A generalized matrix function is a generalization of determinant and permanent function. In this paper, we introduced the formula for the value of a generalized matrix function of a linear sum of permutation matrices. We show that a linear…
The goal of this paper is to demonstrate the general modeling and practical simulation of random equations with mixture model parameter random variables. Random equations, understood as stationary (non-dynamical) equations with parameters…
We introduce another new type of combinations of Bernstein operators in this paper, which can be used to approximate the functions with inner singularities. The direct and inverse results of the weighted approximation of this new type…
We give factorizations for weighted spanning tree enumerators of Cartesian products of complete graphs, keeping track of fine weights related to degree sequences and edge directions. Our methods combine Kirchhoff's Matrix-Tree Theorem with…
In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including…
A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…
In this paper, we will describe a new factorization algorithm based on the continuous representation of Gauss sums, generalizable to orders j>2. Such an algorithm allows one, for the first time, to find all the factors of a number N in a…
The Jacobi system on a full-line lattice is considered when it contains additional weight factors. A factorization formula is derived expressing the scattering from such a generalized Jacobi system in terms of the scattering from its…
The eigenvalue probability density function of the Gaussian unitary ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and corresponding $q$-orthogonal polynomials. A combinatorial counting method is used to specify…
The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…
Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The…
To develop an approach to utilizing continuous statistical information within the Dempster- Shafer framework, we combine methods proposed by Strat and by Shafero We first derive continuous possibility and mass functions from…