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Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

Computation · Statistics 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

For every $m\in\mathbb{N}$, we establish the convergence of the averaged distributions of the zeros of the $m$-th order derivatives $(f^n)^{(m)}$ of the iterated polynomials $f^n$ of a polynomial $f\in\mathbb{C}[z]$ of degree $>1$ towards…

Dynamical Systems · Mathematics 2024-01-10 Yûsuke Okuyama

The two linearly independent solutions of the three-term recurrence relation of the associated Askey-Wilson polynomials, found by Ismail and Rahman in [22], are slightly modified so as to make it transparent that these functions satisfy a…

Quantum Algebra · Mathematics 2012-04-25 Luc Haine , Plamen Iliev

We propose a second-order method for unconditional minimization of functions $f(z)$ of complex arguments. We call it the Mixed Newton Method due to the use of the mixed Wirtinger derivative $\frac{\partial^2f}{\partial\bar z\partial z}$ for…

Optimization and Control · Mathematics 2024-12-24 Sergey Bakhurin , Roland Hildebrand , Mohammad Alkousa , Alexander Titov , Nikita Yudin

We prove that the smallest minimizer s(f) of a real convex function f is less than or equal to a real point x if and only if the right derivative of f at x is non-negative. Similarly, the largest minimizer t(f) is greater or equal to x if…

Probability · Mathematics 2023-11-07 Dietmar Ferger

The suitable basis functions for approximating periodic function are periodic, trigonometric functions. When the function is not periodic, a viable alternative is to consider polynomials as basis functions. In this paper we will point out…

Numerical Analysis · Mathematics 2013-01-01 Hillel Tal-Ezer

A simple and very accurate method to approximate a function with a finite number of discontinuities is presented. This method relies on hyperbolic tangent functions of rational arguments as connecting functions at the discontinuities, each…

Numerical Analysis · Mathematics 2021-07-27 E. Stella , C. L. Ladera , G. Donoso

This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…

Optimization and Control · Mathematics 2020-11-06 Warren Hare , Gabriel Jarry-Bolduc , Chayne Planiden

We use a generalized Lambert series identity due to the first author to present q-series proofs of recent results of Imamoglu, Raum and Richter concerning recursive formulas for the coefficients of two 3rd order mock theta functions.…

Number Theory · Mathematics 2021-02-04 Song Heng Chan , Renrong Mao , Robert Osburn

Unlike the real case, there are not many studies and general techniques for providing simultaneous approximations in the field of $p$--adic numbers $\mathbb Q_p$. Here, we study the use of multidimensional continued fractions (MCFs) in this…

Number Theory · Mathematics 2019-06-25 Nadir Murru , Lea Terracini

We give explicit and asymptotic lower bounds for the quantity $|e^{s/t}-M/N|$ by studying a generalized continued fraction expansion of $e^{s/t}$. In cases $|s|\geq 3$ we improve existing results by extracting a large common factor from the…

Number Theory · Mathematics 2016-09-23 Kalle Leppälä , Tapani Matala-aho , Topi Törmä

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…

Probability · Mathematics 2021-05-03 Elie Aïdékon , Yueyun Hu , Zhan Shi

The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…

Statistics Theory · Mathematics 2023-12-08 Robert Mnatsakanov , Rafik Aramyan , Farhad Jafari

The two-parametric Mittag-Leffler function (MLF), $E_{\alpha,\beta}$, is fundamental to the study and simulation of fractional differential and integral equations. However, these functions are computationally expensive and their numerical…

Numerical Analysis · Mathematics 2019-12-24 Ibrahim O. Sarumi , Khaled M. Furati , Abdul Q. M. Khaliq

The recently introduced full-history recursive multilevel Picard (MLP) approximation methods have turned out to be quite successful in the numerical approximation of solutions of high-dimensional nonlinear PDEs. In particular, there are…

Numerical Analysis · Mathematics 2020-10-12 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

In the work, we focus on a conjecture due to Z.X. Chen and H.X. Yi[1] which is concerning the uniqueness problem of meromorphic functions share three distinct values with their difference operators. We prove that the conjecture is right for…

Complex Variables · Mathematics 2015-04-14 Feng Lü , Weiran Lü

We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…

Numerical Analysis · Mathematics 2021-01-12 Dan Crisan , Alexander Lobbe , Salvador Ortiz-Latorre

We develop new approximation algorithms and data structures for representing and computing with multivariate functions using the functional tensor-train (FT), a continuous extension of the tensor-train (TT) decomposition. The FT represents…

Numerical Analysis · Mathematics 2018-12-13 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

A proof is reconstructed for a useful theorem on the zeros of derivatives of analytic functions due to H. M. Macdonald, which appears to be now little known. The Theorem states that, if a function $f(z)$ is analytic inside a bounded region…

Complex Variables · Mathematics 2017-04-11 R. C. McPhedran

Dynamical Mean Field Theory (DMFT) provides an asymptotic description of the dynamics of macroscopic observables in certain disordered systems. Originally pioneered in the context of spin glasses by Sompolinsky and Zippelius (1982), it has…

Disordered Systems and Neural Networks · Physics 2026-03-17 Yatin Dandi , David Gamarnik , Francisco Pernice , Lenka Zdeborová