Related papers: Recent software developments for special functions…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
The freedom associated with the definition of parton distribution functions is analyzed and formulae governing the dependence of parton distribution functions and hard scattering cross-sections on unphysical quantities associated with the…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…
This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roulette estimators, are consistent but often require a large…
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
We study the angular distributions of the splitting functions for processes for which a parton splits into three partons. Unlike the case of coherent branching, we find that both in vacuum and in the presence of the dense QCD matter, such…
This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus…
We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…
Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…
We present a method for the numerical computation of Fourier-Bessel transforms on a finite or infinite interval. The function to be transformed needs to be evaluated on a grid of points that is independent of the argument of the Bessel…
We seek to develop network algorithms for function computation in sensor networks. Specifically, we want dynamic joint aggregation, routing, and scheduling algorithms that have analytically provable performance benefits due to in-network…
A fast numerical algorithm for the evolution of parton distributions in x space is described. The method is close in spirit to `brute' force techniques. The necessary integrals are performed by summing the approximate contributions from…
We present our novel evolutionary algorithm for generating Special Quasirandom Structures (SQS) designed to optimize the computational efficiency of Density Functional Theory (DFT) computations. Operating on the premise that symmetry…
We present an exposition of our ongoing project in a new area of applicable mathematics: practical computation with finitely generated linear groups over infinite fields. Methodology and algorithms available for practical computation in…
This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples…
Motivated by a use case in theoretical hadron physics, we revisit an application of a pole-sum fit to dressing functions of a confined quark propagator. More precisely, we investigate approaches to determine the number and positions of the…