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Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…

Methodology · Statistics 2023-11-13 Takahiro Onizuka , Fumiya Iwashige , Shintaro Hashimoto

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

We introduce a new estimator for the vector of coefficients $\beta$ in the linear model $y=X\beta+z$, where $X$ has dimensions $n\times p$ with $p$ possibly larger than $n$. SLOPE, short for Sorted L-One Penalized Estimation, is the…

The shifted boundary method (SBM) is an approximate domain method for boundary value problems, in the broader class of unfitted/embedded/immersed methods. It has proven to be quite efficient in handling problems with complex geometries,…

Numerical Analysis · Mathematics 2020-06-02 Nabil M. Atallah , Claudio Canuto , Guglielmo Scovazzi

A 4D-Var data assimilation technique is applied to the rectangular-box configuration of the NEMO in order to identify the optimal parametrization of boundary conditions at lateral boundaries. The case of the staircase-shaped coastlines is…

Atmospheric and Oceanic Physics · Physics 2015-06-18 Eugene Kazantsev

A central statistical goal is to choose between alternative explanatory models of data. In many modern applications, such as population genetics, it is not possible to apply standard methods based on evaluating the likelihood functions of…

Computation · Statistics 2013-02-25 Dennis Prangle , Paul Fearnhead , Murray P. Cox , Patrick J. Biggs , Nigel P. French

We discuss the non-linear sigma model representing a NSR open string in a curved background with non-zero $B_{\mu\nu}$-field. With this coupling the theory is not automatically supersymmetric, due to boundary contributions. When B=0…

High Energy Physics - Theory · Physics 2009-10-31 Parviz Haggi-Mani , Ulf Lindstrom , Maxim Zabzine

Logistic regression is one of the most popular methods in binary classification, wherein estimation of model parameters is carried out by solving the maximum likelihood (ML) optimization problem, and the ML estimator is defined to be the…

Optimization and Control · Mathematics 2018-10-23 Robert M. Freund , Paul Grigas , Rahul Mazumder

In this study, we propose an efficient method so-called Successive Complementary Expansion Method (SCEM), that is based on generalized asymptotic expansions, for approximating to the solutions of singularly perturbed two-point boundary…

Numerical Analysis · Mathematics 2020-01-07 Süleyman Cengizci

The development of Schramm--Loewner evolution (SLE) as the scaling limits of discrete models from statistical physics makes direct simulation of SLE an important task. The most common method, suggested by Marshall and Rohde \cite{MR05}, is…

Complex Variables · Mathematics 2013-03-18 Huy Tran

To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…

Optimization and Control · Mathematics 2024-10-22 Jan Bartsch , Robert Denk , Stefan Volkwein

Extremum seeking control (ESC) is a classical adaptive control method for steady-state optimization, purely based on output feedback. It is well known that the extremum seeking control loop, under certain mild conditions on the controller,…

Optimization and Control · Mathematics 2018-02-26 Olle Trollberg , Elling W. Jacobsen

We prove inverse-type estimates for the four classical boundary integral operators associated with the Laplace operator. These estimates are used to show convergence of an h-adaptive algorithm for the coupling of a finite element method…

Numerical Analysis · Mathematics 2015-04-24 Markus Aurada , Michael Feischl , Thomas Führer , Michael Karkulik , Jens Markus Melenk , Dirk Praetorius

We show that in the continuum limit watersheds dividing drainage basins are Schramm-Loewner Evolution (SLE) curves, being described by one single parameter $\kappa$. Several numerical evaluations are applied to ascertain this. All…

Statistical Mechanics · Physics 2012-12-04 E. Daryaei , N. A. M. Araujo , K. J. Schrenk , S. Rouhani , H. J. Herrmann

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

Computation · Statistics 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

A novel boundary element method (BEM) removes the classical dependence on explicit fundamental solutions and extends quasi-optimal BEM discretisations to strongly elliptic operators with variable coefficients. The approach constructs a…

Numerical Analysis · Mathematics 2026-05-22 Benedikt Gräßle , Stefan A. Sauter

We define and study a statistical mechanics ensemble that characterizes connected solutions in constraint satisfaction problems (CSPs). Built around a well-known local entropy bias, it allows us to better identify hardness transitions in…

Disordered Systems and Neural Networks · Physics 2026-04-17 Damien Barbier

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Elias Milios , Kim P. Wabersich , Felix Berkel , Felix Gruber , Melanie N. Zeilinger

We study the directional-ordering transition in the two-dimensional classical and quantum compass models on the square lattice by means of Monte Carlo simulations. An improved algorithm is presented which builds on the Wolff cluster…

Statistical Mechanics · Physics 2010-06-23 Sandro Wenzel , Wolfhard Janke , Andreas M. Laeuchli

We consider the boundary WZW model on a half-plane with a cut growing according to the Schramm-Loewner stochastic evolution and the boundary fields inserted at the tip of the cut and at infinity. We study necessary and sufficient conditions…

Mathematical Physics · Physics 2015-05-20 Anton Alekseev , Andrei Bytsko , Konstantin Izyurov
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