Related papers: High-dimensional integration on $\mathbb{R}^d$, we…
Recent advances in quasi-Monte Carlo integration demonstrate that the median of linearly scrambled digital net estimators achieves near-optimal convergence rates for high-dimensional integrals without requiring a priori knowledge of the…
A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…
We consider the $1$- and $2$-d bicomplex analogs of the classical Fourier--Wigner transform. Their basic properties, including Moyal's identity and characterization of their ranges giving rise to new bicomplex--polyanalytic functional…
We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic dependence on the parameters as considered in [Cl.~Schillings…
Quasi-Monte Carlo (QMC) sampling has been developed for integration over $[0,1]^s$ where it has superior accuracy to Monte Carlo (MC) for integrands of bounded variation. Scrambled net quadrature gives allows replication based error…
Using normalized Hermite functions, we construct bases in the space of square integrable functions on the unit circle ($L^2(\mathcal C)$) and in $l_2(\mathbb Z)$, which are related to each other by means of the Fourier transform and the…
Conformal transformations of a Euclidean (complex) plane have some kind of completeness (sufficiency) for the solution of many mathematical and physical-mathematical problems formulated on this plane. There is no such completeness in the…
In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…
Hyperdimensional (HD) computing is built upon its unique data type referred to as hypervectors. The dimension of these hypervectors is typically in the range of tens of thousands. Proposed to solve cognitive tasks, HD computing aims at…
Many computational problems can be formulated in terms of high-dimensional functions. Simple representations of such functions and resulting computations with them typically suffer from the "curse of dimensionality", an exponential cost…
In this paper, we study the approximation of $d$-dimensional $\rho$-weighted integrals over unbounded domains $\mathbb{R}_+^d$ or $\mathbb{R}^d$ using a special change of variables, so that quasi-Monte Carlo (QMC) or sparse grid rules can…
We introduce a novel random integration algorithm that boasts both high convergence order and polynomial tractability for functions characterized by sparse frequencies or rapidly decaying Fourier coefficients. Specifically, for integration…
A class of integral transforms, on the planar Gaussian Hilbert space with range in the weighted Bergman space on the bi-disk, is defined as the dual transforms of the 2d fractional Fourier transform associated with the Mehler function for…
We consider Hilbert-type functions associated with difference (not necessarily inversive) field extensions and systems of algebraic difference equations in the case when the translations are assigned some integer weights. We will show that…
The ability to decompose a signal in an orthonormal basis (a set of orthogonal components, each normalized to have unit length) using a fast numerical procedure rests at the heart of many signal processing methods and applications. The…
A non-hermitian deformation of the one-dimensional transverse Ising model is shown to have the property of quasi-hermiticity. The transverse Ising chain is obtained from the starting non-hermitian Hamiltonian through a similarity…
In this paper we give explicit constructions of point sets in the $s$ dimensional unit cube yielding quasi-Monte Carlo algorithms which achieve the optimal rate of convergence of the worst-case error for numerically integrating high…
Generating functions for the univariate complex Hermite polynomials (UCHP) are employed to introduce some non-trivial one and two-dimensional integral transforms of Segal-Bargmann type in the framework of specific functional Hilbert spaces.…
Quantum Mechanics and Signal Processing in the line R, are strictly related to Fourier Transform and Weyl-Heisenberg algebra. We discuss here the addition of a new discrete variable that measures the degree of the Hermite functions and…
We present an unbiased numerical integration algorithm that handles both low-frequency regions and high frequency details of multidimensional integrals. It combines quadrature and Monte Carlo integration, by using a quadrature-base…