Related papers: Computation of the Marcum Q-function
We introduce data structures and algorithms to count numerical inaccuracies arising from usage of floating numbers described in IEEE 754. Here we describe how to estimate precision for some collection of functions most commonly used for…
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…
Quantum mechanics permits certain kinds of non-local effects. This paper demonstrates how these can be used for distributed computation with minimal communication between various processors. The problem considered is that of estimating the…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
Solutions to a wide variety of transcendental equations can be expressed in terms of the Lambert $\mathrm{W}$ function. The $\mathrm{W}$ function, occurring frequently in applications, is a non-elementary, but now standard mathematical…
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak)…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…
A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…
Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…
We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…
We investigate quantum computational complexity of calculating partition functions of Ising models. We construct a quantum algorithm for an additive approximation of Ising partition functions on square lattices. To this end, we utilize the…
Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…
Some inequalities for the ratios of generalized digamma functions are presented. The approache makes use of the series representations of the $(q,k)$-digamma and $(p,q)$-digamma functions.
The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational…
Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…
We evaluate numerically-precise Monte Carlo (MC), Quasi-Monte Carlo (QMC) and Randomised Quasi-Monte Carlo (RQMC) methods for computing probabilistic reachability in hybrid systems with random parameters. Computing reachability probability…
Quantitative magnetic resonance imaging (qMRI) allows images to be compared across sites and time points, which is particularly important for assessing long-term conditions or for longitudinal studies. The multiparametric mapping (MPM)…
Kummer's function, also known as the confluent hypergeometric function (CHF), is an important mathematical function, in particular due to its many special cases, which include the Bessel function, the incomplete Gamma function and the error…
We describe a method for the numerical evaluation of normalized versions of the associated Legendre functions $P_\nu^{-\mu}$ and $Q_\nu^{-\mu}$ of degrees $0 \leq \nu \leq 1,000,000$ and orders $-\nu \leq \mu \leq \nu$ on the interval…