Related papers: Recent software developments for special functions…

Optimization of quadratic functions and the quotient of those are relevant in subspace and iterative optimization methods. In this paper, the calculation of the generalized operator norm and extremal generalized Rayleigh quotient is…

The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…

This is a set of lecture notes used in a graduate topic class in applied mathematics called ``Quantum Algorithms for Scientific Computation'' at the Department of Mathematics, UC Berkeley during the fall semester of 2021. These lecture…

Matrix functions with potential applications have a major role in science and engineering. One of the fundamental matrix functions, which is particularly important due to its connections with certain matrix differential equations and other…

To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Mat\'ern kernel with respect to the smoothness parameter. This problem is of high interest in Gaussian processes modelling due to…

Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…

This volume contains the proceedings of the 7th International Workshop on Developments in Computational Models (DCM 2011) which was held on Sunday July 3, 2011, in Zurich, Switzerland, as a satelite workshop of ICALP 2011. Recently several…

This paper deals with the study of the zeros of the big $q$-Bessel functions. In particular, we prove a new orthogonality relations for this functions similar to the one for the classical Bessel functions. Also we give some applications…

These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…

We review recent advances in the capabilities of the open source ab initio Quantum Monte Carlo (QMC) package QMCPACK and the workflow tool Nexus used for greater efficiency and reproducibility. The auxiliary field QMC (AFQMC) implementation…

We calculate some infinite sums containing the digamma function in closed-form. These sums are related either to the incomplete beta function or to the Bessel functions. The calculations yield interesting new results as by-products, such as…

This work deals with the numerical solution of systems of oscillatory second-order differential equations which often arise from the semi-discretization in space of partial differential equations. Since these differential equations exhibit…

We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…

We discuss the best methods available for computing the gamma function $\Gamma(z)$ in arbitrary-precision arithmetic with rigorous error bounds. We address different cases: rational, algebraic, real or complex arguments; large or small…

This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the book on two main models of nonconvex dependencies: these are…

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…

Novel analytic solutions are derived for integrals that involve the generalized Marcum Q-function, exponential functions and arbitrary powers. Simple closed-form expressions are also derived for the specific cases of the generic integrals.…