Related papers: Calculation of orthant probabilities by the holono…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlev\'e equations using the geometric framework of the Okamoto Space of…
Holonomic equations are recursive equations which allow computing efficiently numbers of combinatoric objects. R{\'e}my showed that the holonomic equation associated with binary trees yields an efficient linear random generator of binary…
We adapt the CRT approach for computing Hilbert class polynomials to handle a wide range of class invariants. For suitable discriminants D, this improves its performance by a large constant factor, more than 200 in the most favourable…
Limiting cases are studied of the Koornwinder-Macdonald multivariable generalization of the Askey-Wilson polynomials. We recover recently and not so recently introduced families of hypergeometric orthogonal polynomials in several variables…
We investigate generalized Laurent multiple orthogonal polynomials on the unit circle satisfying simultaneous orthogonality conditions with respect to $r$ probability measures or linear functionals on the unit circle. We show that these…
Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…
We consider the smoothing probabilities of hidden Markov model (HMM). We show that under fairly general conditions for HMM, the exponential forgetting still holds, and the smoothing probabilities can be well approximated with the ones of…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
The (strong) Bruhat order for permutations provides a partial ordering defined as follows: two permutations are comparable if one can be obtained from the other by a sequence of adjacent transpositions that each increase the number of…
For any orthogonal polynomials system on real line we construct an appropriate oscillator algebra such that the polynomials make up the eigenfunctions system of the oscillator hamiltonian. The general scheme is divided into two types: a…
A holonomic system for the probability density function of the largest eigenvalue of a non-central complex Wishart distribution with identity covariance matrix is derived. Furthermore a new determinantal formula for the probability density…
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including…
This paper is concerned with the construction, analysis and realization of a numerical method to approximate the solution of high dimensional elliptic partial differential equations. We propose a new combination of an Adaptive Wavelet…
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…