Related papers: Computing the Oja Median in R: The Package OjaNP
This article introduces GuessCompx which is an R package that performs an empirical estimation on the time and memory complexities of an algorithm or a function. It tests multiple increasing-sizes samples of the user's data and attempts to…
In this paper we analyze O'Hara's partition bijection. We present three type of results. First, we show that O'Hara's bijection can be viewed geometrically as a certain scissor congruence type result. Second, we obtain a number of new…
Oja's algorithm for Streaming Principal Component Analysis (PCA) for $n$ data-points in a $d$ dimensional space achieves the same sin-squared error $O(r_{\mathsf{eff}}/n)$ as the offline algorithm in $O(d)$ space and $O(nd)$ time and a…
The 21st century has witnessed a growing interest in the analysis of time series data. Whereas most of the literature on the topic deals with real-valued time series, ordinal time series have typically received much less attention. However,…
Mediation analysis seeks to identify and quantify the paths by which an exposure affects an outcome. Intermediate variables which are effected by the exposure and which effect the outcome are known as mediators. There exists extensive work…
The Riemann theta function is a complex-valued function of g complex variables. It appears in the construction of many (quasi-) periodic solutions of various equations of mathematical physics. In this paper, algorithms for its computation…
We describe an algorithm to factor sparse multivariate polynomials using O(d) bivariate factorizations where d is the number of variables. This algorithm is implemented in the Giac/Xcas computer algebra system.
In many applications (hupergeometric-type) special functions like orthogonal polynomials are needed. For example in more than 50% of the published solutions for the (application-oriented) questions in the "Problems Section" of SIAM Review…
In this paper we present a Maple library (MOPs) for computing Jack, Hermite, Laguerre, and Jacobi multivariate polynomials, as well as eigenvalue statistics for the Hermite, Laguerre, and Jacobi ensembles of Random Matrix theory. We also…
An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…
The prediction interval is gaining prominence in meta-analysis as it enables the assessment of uncertainties in treatment effects and heterogeneity between studies. However, coverage probabilities of the current standard method for…
This paper presents a set of Stata commands and Mata functions to evaluate different distributional quantities of the multivariate normal distribution, and a particular type of non-central multivariate t distribution. Specifically, their…
Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves…
The aim of this paper is to describe a Matlab package for computing the simultaneous Gaussian quadrature rules associated with a variety of multiple orthogonal polynomials. Multiple orthogonal polynomials can be considered as a…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
The R-package REPPlab is designed to explore multivariate data sets using one-dimensional unsupervised projection pursuit. It is useful in practice as a preprocessing step to find clusters or as an outlier detection tool for multivariate…
New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…
We present `latentcor`, an R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or truncated data are routinely collected in many areas of…
Oja's rule [Oja, Journal of mathematical biology 1982] is a well-known biologically-plausible algorithm using a Hebbian-type synaptic update rule to solve streaming principal component analysis (PCA). Computational neuroscientists have…
The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper…