Related papers: A new summability method for divergent series
The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…
Power series in which the summand satisfies a linear recurrence relation with polynomial coefficients are shown to be the solution of a linear differential or algebraic equation. Solving the associated differential or algebraic equation…
In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…
I present a novel mathematical technique for dealing with the infinities arising from divergent sums and integrals. It assigns them fine-grained infinite values from the set of hyperreal numbers in a manner that refines the standard…
Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
A generalised summation method is considered based on the Fourier series of periodic distributions. It is shown that $$ e^{it}-2e^{2it}+3e^{3it}-4e^{4it}+-\cdots = {\mathrm P\mathrm f} {\displaystyle \frac{e^{it}}{(1+e^{it})^2}} +i\pi…
Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…
Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…
The aim of this work is to prove a Tauberian theorem for the Ingham summability method. The Tauberian theorem we prove is then applied to analyze asymptotics of mean values of multiplicative functions on natural numbers.
We perform certain alternating binomial summations with parameters that occur in the analysis of algorithms. A combination of integral and special function and special number representations is used. The results are sufficiently general to…
We study the divergent basic hypergeometric series which is a $q$-analog of divergent hypergeometric series. This series formally satisfies the linear $q$-difference equation. In this paper, for that equation, we give an actual solution…
We extend the scope of analytic combinatorics to classes containing objects that have irrational sizes. The generating function for such a class is a power series that admits irrational exponents (which we call a Ribenboim series). A…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…
Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…
In this second of three introductory papers, we extend the notion of generalised Cesaro summation/convergence to the more natural setting of what we call remainder Cesaro summation/convergence. This greatly expands the range of problems…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…
The method of self-similar factor approximants is completed by defining the approximants of odd orders, constructed from the power series with the largest term of an odd power. It is shown that the method provides good approximations for…