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The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…
We show how information on the uniformity properties of a point set employed in numerical multidimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non-)uniformity…
We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…
We propose a fast algorithm for evaluating the moments of Bingham distribution. The calculation is done by piecewise rational approximation, where interpolation and Gaussian integrals are utilized. Numerical test shows that the algorithm…
We study the accuracy of the expected Euler characteristic approximation to the distribution of the maximum of a smooth, centered, unit variance Gaussian process f. Using a point process representation of the error, valid for arbitrary…
We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian…
If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…
We have rediscovered a simple algorithm to compute the mathematical constant \[ \pi=3.14159265\cdots. \] The algorithm had been known for a long time but it might not be recognized as a fast, practical algorithm. The time complexity of it…
Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…
Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…
Block-encodings have become one of the most common oracle assumptions in the circuit model. I present an algorithm that uses von Neumann's measurement procedure to measure a phase, using time evolution on a block-encoded Hamiltonian as a…
Consider the problem of estimating the median of N items to a precision epsilon, i.e., the estimate should be such that, with a high probability, the number of items, with values both smaller than and larger than this estimate, is less than…
Let $a\in (0, \infty)$, $\gamma(a)$ be the Generalized Euler-Mascheroni Constant, and let \begin{align*} &x_n=\frac1a+\frac{1}{a+1}+\cdots+\frac{1}{a+n-1}-\ln\frac{a+n}{a},\\…
Formulas involving fundamental mathematical constants had a great impact on various fields of science and mathematics, for example aiding in proofs of irrationality of constants. However, the discovery of such formulas has historically…
Exact calculation and even multiplicative error estimation of matrix permanent are challenging for both classical and quantum computers. Regarding the permanents of random Gaussian matrices, the additive error estimation is closely linked…
We present an efficient self-contained algorithm for computing the modified Bessel function of the first kind $I_{\nu}(z)$, implemented in a robust Fortran code supporting double and quadruple (quad) precision. The algorithm overcomes the…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
Simple bounds are obtained for the integral $\int_0^x\mathrm{e}^{-\gamma t}t^\nu I_\nu(t)\,\mathrm{d}t$, $x>0$, $\nu>-1/2$, $0\leq\gamma<1$, together with a natural generalisation of this integral. In particular, we obtain an upper bound…
Recently, A. I. Aptekarev and his collaborators found a sequence of rational approximations to Euler's constant $\gamma$ defined by a third-order homogeneous linear recurrence. In this paper, we give a new interpretation of Aptekarev's…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…