Related papers: An improved semiclassical method with reference po…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…
We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…
Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…
We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…
For quasiexactly solvable (QES) potentials a certain number of wave functions and energy levels can be analytically calculated. The complexity of an explicit calculation of the energy levels grows with the dimension of the QES sector. For a…
Periodic orbit quantization requires an analytic continuation of non-convergent semiclassical trace formulae. We propose two different methods for semiclassical quantization. The first method is based upon the harmonic inversion of…
It has previously been proved that the lowest order supersymmetric WKB approximation reproduces the exact bound state spectrum of shape invariant potentials. We show that this is not true for a new, recently discovered class of shape…
Our previously-developed calculational method (the partial wave cutoff method) is employed to evaluate explicitly scalar one-loop effective actions in a class of radially symmetric background gauge fields. Our method proves to be…
In a recent paper ([1]=quant-ph/0606035) it is shown how the optimal recovery operation in an error correction scheme can be considered as a semidefinite program. As a possible future improvement it is noted that still better error…
Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…
In this talk we briefly review the concept of supersymmetric quantum mechanics using a model introduced by Witten. A quasi-classical path-integral evaluation for this model is performed, leading to a so-called supersymmetric quasi-classical…
In a previous paper, I demonstrated the accuracy of simple, precessing, power ellipse (p-ellipse) approximations to orbits of low-to-moderate eccentricity in power-law potentials. Here I explore several extensions of these approximations to…
Given a basic compact semi-algebraic set $\K\subset\R^n$, we introduce a methodology that generates a sequence converging to the volume of $\K$. This sequence is obtained from optimal values of a hierarchy of either semidefinite or linear…
We present a simple method to deal with caustics in the semiclassical approximation to the thermal density matrix of a particle moving on the line. For simplicity, only its diagonal elements are considered. The only ingredient we require is…
Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
We present an efficient and robust semi-analytical formulation to compute the electric potential due to arbitrary-located point electrodes in three-dimensional cylindrically stratified media, where the radial thickness and the medium…
The independent solutions of the one-dimensional Schr\"odinger equation are approximated by means of the explicit summation of the leading constituent WKB series. The continuous matching of the particular solutions gives the uniformly valid…
We obtain cubature formulas of volume potentials over bounded domains combining the basis functions introduced in the theory of approximate approximations with their integration over the tangential-halfspace. Then the computation is reduced…