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We present a fast Gauss transform in one dimension using nearly optimal sum-of-exponentials approximations of the Gaussian kernel. For up to about ten-digit accuracy, the approximations are obtained via best rational approximations of the…
We provide a unified description of efficiency correction and error estimation for moments of conserved quantifies in heavy-ion collisions. Moments and cumulants are expressed in terms of the factorial moments, which can be easily corrected…
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…
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…
Software methods introduced for automated design of approximate implementations of arithmetic circuits rely on fast and accurate evaluation of approximate candidate implementations. To accelerate the evaluation of circuit error, we propose…
We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…
We develop a numerical scheme for subdiffusion of variable exponent by combining the $L2-1_\sigma$ temporal discretization with finite element spatial approximation. In existing works, determining the superconvergence points requires…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, Gaussian limit distributions…
We present an accelerated, or 'look-ahead' version of the Newton-Dinkelbach method, a well-known technique for solving fractional and parametric optimization problems. This acceleration halves the Bregman divergence between the current…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…
We develop a maximum relative entropy formalism to generate optimal approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
We propose two easy-to-implement fast algorithms based on moment-matching to compute the nonlocal potential $\varphi(\textbf{x})=(U\ast \rho)(\textbf{x})$ on bounded domain, where the kernel $U$ is singular at the origin and the density…
We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive…
Deconvolving ("unfolding'') detector distortions is a critical step in the comparison of cross section measurements with theoretical predictions in particle and nuclear physics. However, most existing approaches require histogram binning…
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…
A method is introduced for approximate marginal likelihood inference via adaptive Gaussian quadrature in mixed models with a single grouping factor. The core technical contribution is an algorithm for computing the exact gradient of the…