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Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

Computation · Statistics 2015-06-05 K. L. Mengersen , P. Pudlo , C. P. Robert

In this paper, we formulate a new \emph{multiple-correction method}. The goal is to accelerate the rate of convergence. In particular, we construct some sequences to approximate the Euler-Mascheroni and Landau constants, which are faster…

Number Theory · Mathematics 2014-09-04 Xiaodong Cao , Hongmin Xu , Xu You

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…

Numerical Analysis · Computer Science 2016-09-08 Azam S. Zavar Moosavi , Adrian Sandu

Landau damping is calculated using real variables, clarifying the physical mechanism.

Plasma Physics · Physics 2015-10-29 John Wesson

Kuzmin-Landau Lemma basic for the bound of sum of exponentials is a nice example of the arithmetization of Analysis. Here we tell the interesting story of this Lemma emphasizing Landau's best constant.

Number Theory · Mathematics 2020-02-17 J. Arias de Reyna

Using the theory of orthogonal polynomials, their associated recursion relations and differential formulas we develop a method for evaluating new integrals. The method is illustrated by obtaining a closed-form expression for the value of an…

Mathematical Physics · Physics 2022-06-20 A. D. Alhaidari

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Laplace's method, a family of asymptotic methods used to approximate integrals, is presented as a potential candidate for the tool box of techniques used for knowledge acquisition and probabilistic inference in belief networks with…

Artificial Intelligence · Computer Science 2013-02-28 Adriano Azevedo-Filho , Ross D. Shachter

The main goal of the paper is to introduce methods which compute B\'ezier curves faster than Casteljau's method does. These methods are based on the spectral factorization of a $n\times n$ Bernstein matrix, $B^e_n(s)= P_nG_n(s)P_n^{-1}$,…

Numerical Analysis · Mathematics 2010-06-23 Licio H. Bezerra , Leonardo K. Sacht

In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…

Numerical Analysis · Computer Science 2017-09-08 Przemysław Gospodarczyk , Paweł Woźny

In this article we generalize Borel's classical approximation results for the regular continued fraction expansion to the alpha-Rosen fraction expansion, using a geometric method. We give a Haas-Series-type result about all possible good…

Number Theory · Mathematics 2009-12-10 Cor Kraaikamp , Ionica Smeets

This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…

Computation · Statistics 2014-01-14 Christopher J. Fallaize , Theodore Kypraios

We present a new method for approximating real-valued functions on ${\mathbb R}^+$ by linear combinations of exponential functions with complex coefficients. The approach is based on a multi-point Pad\'e approximation of the Laplace…

Numerical Analysis · Mathematics 2026-05-05 Alexey Kuznetsov , Armin Mohammadioroojeh

Variational approaches to approximate Bayesian inference provide very efficient means of performing parameter estimation and model selection. Among these, so-called variational-Laplace or VL schemes rely on Gaussian approximations to…

Methodology · Statistics 2018-01-17 Jean Daunizeau

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

Methodology · Statistics 2022-02-01 Jon Lachmann , Geir Storvik , Florian Frommlet , Aliaksadr Hubin

This paper introduces two mechanisms for computing over-approximations of sets of reachable states, with the aim of ensuring termination of state-space exploration. The first mechanism consists in over-approximating the automata…

Formal Languages and Automata Theory · Computer Science 2013-11-27 Alois Dreyfus , Pierre-Cyrille Heam , Olga Kouchnarenko

A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…

Numerical Analysis · Mathematics 2021-12-28 Larry Allen , Robert C. Kirby

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

The structure and function of biological molecules are strongly influenced by the water and dissolved ions that surround them. This aqueous solution (solvent) exerts significant electrostatic forces in response to the biomolecule's…

Numerical Analysis · Mathematics 2015-12-29 Matthew G. Knepley , Jaydeep P. Bardhan

This chapter will appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). The conceptual and methodological framework that underpins approximate Bayesian computation (ABC) is targetted primarily towards problems in…

Computation · Statistics 2018-03-20 Christopher C Drovandi , Clara Grazian , Kerrie Mengersen , Christian Robert
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