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We derive new formulas for the high dimensional biharmonic potential acting on Gaussians or Gaussians times special polynomials. These formulas can be used to construct accurate cubature formulas of an arbitrary high order which are fast…

Numerical Analysis · Mathematics 2018-09-26 Flavia Lanzara , Vladimir Maz'ya , Gunther Schmidt

The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize…

Systems and Control · Computer Science 2013-11-12 Debarghya Ghoshdastidar , Ambedkar Dukkipati , Shalabh Bhatnagar

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

Complex Gaussian basis sets are optimized to accurately represent continuum radial wavefunctions over the whole space. First, attention is put on the technical ability of the optimization method to get more flexible series of Gaussian…

Chemical Physics · Physics 2025-11-04 Stéphanie Laure Egome Nana , Arnaud Leclerc , Lorenzo Ugo Ancarani

This paper proposes new bounds for Marcum Q-function, which prove extremely tight and outperform all the bounds previously proposed in the literature. What is more, the proposed bounds are good and stable both for large values and small…

Information Theory · Computer Science 2007-12-27 Jiangping Wang

In computational and applied statistics, it is of great interest to get fast and accurate calculation for the distributions of the quadratic forms of Gaussian random variables. This paper presents a novel approximation strategy that…

Methodology · Statistics 2023-12-29 Hong Zhang , Judong Shen , Zheyang Wu

We find certain functional identities for the Gauss q-power function of a sum of q-commuting variables. Then we use these identities to obtain two-parameter twists of the quantum affine algebra U_q (\hat{sl}_2) and of the Yangian Y(sl_2).…

Quantum Algebra · Mathematics 2009-10-31 S. Khoroshkin , A. Stolin , V. Tolstoy

In the present paper, we consider $(p,q)$-analogue of the Baskakov-Beta operators and using it, we estimate some direct results on approximation. Also, we represent the convergence of these operators graphically using MATLAB.

Classical Analysis and ODEs · Mathematics 2016-08-29 Neha Malik , Vijay Gupta

This article provides novel analytical results for the Rice function, the incomplete Toronto function and the incomplete Lipschitz-Hankel Integrals. Firstly, upper and lower bounds are derived for the Rice function, $Ie(k,x)$. Secondly,…

Information Theory · Computer Science 2011-12-20 Paschalis C. Sofotasios , Steven Freear

While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate…

Machine Learning · Statistics 2013-12-02 John P. Cunningham , Philipp Hennig , Simon Lacoste-Julien

The two most commonly used hypergeometric functions are the confluent hypergeometric function and the Gauss hypergeometric function. We review the available techniques for accurate, fast, and reliable computation of these two hypergeometric…

Numerical Analysis · Mathematics 2015-08-31 John W. Pearson , Sheehan Olver , Mason A. Porter

We present efficient approximation of the error function obtained by Fourier expansion of the exponential function $\exp [{- {(t - 2 \sigma)^2}/4}]$. The error analysis reveals that it is highly accurate and can generate numbers that match…

Numerical Analysis · Mathematics 2013-08-16 S. M. Abrarov , B. M. Quine

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

Image and Video Processing · Electrical Eng. & Systems 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

An exponential-type approximation of the first order Marcum $Q$-function is presented, which is robust to changes in its first argument and can easily be integrated with respect to the second argument. Such characteristics are particularly…

Information Theory · Computer Science 2013-01-21 Mohammud Bocus , Carl Dettmann , Justin Coon

In this paper, we use some standard numerical techniques to approximate the hypergeometric function $$ {}_2F_1[a,b;c;x]=1+\frac{ab}{c}x+\frac{a(a+1)b(b+1)}{c(c+1)}\frac{x^2}{2!}+\cdots $$ for a range of parameter triples $(a,b,c)$ on the…

Numerical Analysis · Mathematics 2017-07-26 Hina Manoj Arora , Swadesh Kumar Sahoo

Given the growing quantity of proposals and works of basic hypergeometric functions in the scope of $q$-calculus, it is important to introduce a systematic classification of $q$-calculus. Our aim in this article is to investigate certain…

Classical Analysis and ODEs · Mathematics 2025-02-11 Ayman Shehata

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…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

Machine Learning · Computer Science 2014-04-30 Michael Mathieu , Yann LeCun
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