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The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…

Computation · Statistics 2025-02-21 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…

Statistics Theory · Mathematics 2021-04-22 Yihong Wu , Pengkun Yang

This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…

Information Theory · Computer Science 2017-10-11 Khalil Elkhalil , Abla Kammoun , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…

Machine Learning · Computer Science 2012-10-30 Daniel Hsu , Sham M. Kakade

A method of fast linear transform algorithm synthesis for an arbitrary tensor, matrix, or vector is proposed. The method is based on factorization of a tensor and using the factors for building computational structures performing fast…

Data Structures and Algorithms · Computer Science 2016-02-24 Pavel Dourbal

We investigate simultaneous Gaussian quadrature for two integrals of the same function $f$ but on two disjoint intervals. The quadrature nodes are zeros of a type II multiple orthogonal polynomial for an Angelesco system. We recall some…

Classical Analysis and ODEs · Mathematics 2017-01-09 Doron S. Lubinsky , Walter Van Assche

We study a generating function for the sum over fatgraphs with specified valences of vertices and faces, inversely weighted by the order of their symmetry group. A compact expression is found for general (i.e. non necessarily connected)…

High Energy Physics - Theory · Physics 2007-05-23 P. Di Francesco , C. Itzykson

Kernel quadratures and other kernel-based approximation methods typically suffer from prohibitive cubic time and quadratic space complexity in the number of function evaluations. The problem arises because a system of linear equations needs…

Numerical Analysis · Mathematics 2018-01-09 Toni Karvonen , Simo Särkkä

The objective of this manuscript is to introduce and develop the concept of a generalized $\theta$-parametric metric space-a novel extension that enriches the modern metric fixed point theory. We study of its fundamental properties,…

Optimization and Control · Mathematics 2025-10-02 Abhishikta Das , Hemanta Kalita , Mohammad Sajid , T. Bag

Finding suitable points for multivariate polynomial interpolation and approximation is a challenging task. Yet, despite this challenge, there has been tremendous research dedicated to this singular cause. In this paper, we begin by…

Numerical Analysis · Mathematics 2018-05-21 Pranay Seshadri , Gianluca Iaccarino , Tiziano Ghisu

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or -quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of…

Numerical Analysis · Mathematics 2024-08-23 Herbert Egger , Felix Engertsberger , Bogdan Radu

In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…

Mathematical Physics · Physics 2015-06-04 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

This work explores the application of the fast assembly and formation strategy from [8, 17] to trimmed bi-variate parameter spaces. Two concepts for the treatment of basis functions cut by the trimming curve are investigated: one employs a…

Computational Engineering, Finance, and Science · Computer Science 2023-08-29 Benjamin Marussig

Despite the significance of probabilistic time-series forecasting models, their evaluation metrics often involve intractable integrations. The most widely used metric, the continuous ranked probability score (CRPS), is a strictly proper…

Machine Learning · Statistics 2025-07-25 Masaki Adachi , Masahiro Fujisawa , Michael A Osborne

In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…

Numerical Analysis · Mathematics 2022-06-27 Takashi Goda

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for…

Computational Physics · Physics 2018-03-02 Éric Savin , Béatrice Faverjon

In this paper, we study the optimal general convergence rates for quadratures derived from Chebyshev points. By building on the aliasing errors on integration of Chebyshev polynomials, together with the asymptotic formulae on the…

Numerical Analysis · Mathematics 2014-07-29 Shuhuang Xiang