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A new version of the piecewise approximation (Pruess) method is developed for calculating eigenvalues of Sturm-Liouville problems. The usual piecewise constant or piecewise linear potential approximations are replaced by translates of…

Numerical Analysis · Mathematics 2016-03-29 Robert Carlson

We present the particle stochastic approximation EM (PSAEM) algorithm for learning of dynamical systems. The method builds on the EM algorithm, an iterative procedure for maximum likelihood inference in latent variable models. By combining…

Computation · Statistics 2019-12-11 Andreas Lindholm , Fredrik Lindsten

Variable selection in high-dimensional spaces is a pervasive challenge in contemporary scientific exploration and decision-making. However, existing approaches that are known to enjoy strong statistical guarantees often struggle to cope…

Methodology · Statistics 2024-07-31 Tianrui Hou , Liwei Wang , Yves Atchadé

In this paper asymptotic formulas are given for the Lebesgue constants generated by three special approximation processes related to the $\ell_1$-partial sums of Fourier series. In particular, we consider the Lagrange interpolation…

Classical Analysis and ODEs · Mathematics 2020-09-16 Yurii Kolomoitsev , Tetiana Lomako

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

Computation · Statistics 2015-02-25 Erlis Ruli , Nicola Sartori , Laura Ventura

Ordinary differential equations are arguably the most popular and useful mathematical tool for describing physical and biological processes in the real world. Often, these physical and biological processes are observed with errors, in which…

Methodology · Statistics 2016-07-26 Sarat C. Dass , Jaeyong Lee , Kyoungjae Lee , Jonghun Park

In this article we present Pickands theorem and his double sum method. We follow Piterbarg's proof of this theorem. Since his proof relies on general lemmas we present a complete proof of Pickands theorem using Borell inequality and Slepian…

Probability · Mathematics 2017-03-16 Zbigniew Michna

In this paper, we examine linear programming (LP) relaxations based on Bernstein polynomials for polynomial optimization problems (POPs). We present a progression of increasingly more precise LP relaxations based on expressing the given…

Optimization and Control · Mathematics 2015-09-04 Mohamed Amin Ben Sassi , Sriram Sankaranarayanan

Dual Bernstein polynomials of one or two variables have proved to be very useful in obtaining B\'{e}zier form of the $L^2$-solution of the problem of best polynomial approximation of B\'{e}zier curve or surface. In this connection, the…

Numerical Analysis · Mathematics 2016-10-21 Stanisław Lewanowicz , Paweł Keller , Paweł Woźny

Model selection is an important activity in modern data analysis and the conventional Bayesian approach to this problem involves calculation of marginal likelihoods for different models, together with diagnostics which examine specific…

Computation · Statistics 2008-10-31 David J. Nott , Robert J. Kohn , Mark Fielding

The scaled boundary finite element method (SBFEM) is a relatively recent boundary element method that allows the approximation of solutions to PDEs without the need of a fundamental solution. A theoretical framework for the convergence…

Numerical Analysis · Mathematics 2021-03-23 Fleurianne Bertrand , Daniele Boffi , Gonzalo G. de Diego

A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…

Computational Finance · Quantitative Finance 2014-12-23 Masaaki Fujii

In this work, we use rational approximation to improve the accuracy of spectral solutions of differential equations. When working in the vicinity of solutions with singularities, spectral methods may fail their propagated spectral rate of…

Numerical Analysis · Mathematics 2024-04-01 João Carrilho de Matos , José M. A. Matos , Maria João Rodrigues

Parameter extension simulation (PES) as a mathematical method for simulating turbulent flows has been proposed in the study. It is defined as a calculation of the turbulent flow for the desired parameter values with the help of a reference…

Fluid Dynamics · Physics 2020-01-08 Yan Jin

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Numerical Analysis · Mathematics 2024-01-05 Khalil A Hall-Hooper , Arvind K Saibaba , Julianne Chung , Scot M Miller

We investigate some conditions under which the Lebesgue constants or Lebesgue functions are bounded for the classical Lagrange polynomial interpolation on a compact subset of $\mathbb R$. In particular, relationships of such boundedness…

Classical Analysis and ODEs · Mathematics 2016-10-18 Viktoriia Bilet , Oleksiy Dovgoshey , Jürgen Prestin

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

Probability · Mathematics 2026-05-05 Rinaldo B. Schinazi

We estimate the Lebesgue constants for Lagrange interpolation processes on one or several intervals by rational functions with fixed poles. We admit that the poles have accumulation points on the intervals. To prove it we use an analog of…

Complex Variables · Mathematics 2024-06-19 Sergei Kalmykov , Alexey Lukashov

Symbolic regression with polynomial neural networks and polynomial neural ordinary differential equations (ODEs) are two recent and powerful approaches for equation recovery of many science and engineering problems. However, these methods…

Machine Learning · Computer Science 2023-08-28 Colby Fronk , Jaewoong Yun , Prashant Singh , Linda Petzold

The main aim of this paper is to further develop a multiple-correction method formulated in a previous work~\cite{CXY}. As its applications, we find a kind of hybrid-type finite continued fraction approximations in two cases of Landau…

Number Theory · Mathematics 2014-10-14 Xiaodong Cao