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In this paper, we propose a fast distributed solver for linear equations given by symmetric diagonally dominant M-Matrices. Our approach is based on a distributed implementation of the parallel solver of Spielman and Peng by considering a…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-12 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

This paper is concerned with the optimal approximation of a given multivariate Dirac mixture, i.e., a density comprising weighted Dirac distributions on a continuous domain, by an equally weighted Dirac mixture with a reduced number of…

Systems and Control · Computer Science 2014-11-18 Uwe D. Hanebeck

We show that a planar bi-Lipschitz orientation-preserving homeomorphism can be approximated in the $W^{1,p}$ norm, together with its inverse, with an orientation-preserving homeomorphism which is piecewise affine or smooth.

Analysis of PDEs · Mathematics 2011-10-31 Sara Daneri , Aldo Pratelli

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.

Statistical Mechanics · Physics 2009-11-11 Giovanni M. Cicuta , Henri Orland

This is an introductory document surveying several results in polynomial approximation, known as the Bramble-Hilbert lemma.

Numerical Analysis · Mathematics 2007-10-29 Jan Mandel

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

We derive uniform and non-uniform asymptotics of the Charlier polynomials by using difference equation methods alone. The Charlier polynomials are special in that they do not fit into the framework of the turning point theory, despite the…

Classical Analysis and ODEs · Mathematics 2020-06-18 Xiao-Min Huang , Yu Lin , Yu-Qiu Zhao

We present a Bayesian scheme for the approximate diagonalisation of several square matrices which are not necessarily symmetric. A Gibbs sampler is derived to simulate samples of the common eigenvectors and the eigenvalues for these…

Computation · Statistics 2012-06-22 Mingjun Zhong , Mark Girolami

We present a one-parameter family of bivariate absolutely continuous distributions based on location-scale family of variance Gaussian mixtures, with continuous densities with the same support (effective domain). The maximum likelihood…

Statistics Theory · Mathematics 2026-05-04 Andrey Sarantsev

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

This paper extends the framework of randomised matrix multiplication to a coarser partition and proposes an algorithm as a complement to the classical algorithm, especially when the optimal probability distribution of the latter one is…

Numerical Analysis · Mathematics 2019-05-20 Yue Wu

In this paper we consider the notions of binomial thinning, binomial mixing, their generalizations, certain interplay between them, associated limit theorems and provide various examples.

Probability · Mathematics 2022-09-02 Offer Kella , Andreas Löpker

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…

Machine Learning · Computer Science 2024-07-24 Marvin Schmitt , Desi R. Ivanova , Daniel Habermann , Ullrich Köthe , Paul-Christian Bürkner , Stefan T. Radev

In this paper, usual Sturm-Liouville problems are extended for symmetric functions so that the corresponding solutions preserve the orthogonality property. Two basic examples, which are special cases of a generalized Sturm-Liouville…

Classical Analysis and ODEs · Mathematics 2013-05-23 Mohammad Masjed-Jamei

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…

Probability · Mathematics 2022-02-01 Lev Gelimson

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

Probability · Mathematics 2011-07-22 Alex Gittens , Joel A. Tropp

In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…

Applications · Statistics 2012-03-28 Christophe Ley , Yvik Swan , Baba Thiam , Thomas Verdebout

We aim to fill a gap in the proof of an inequality relating two exponents of uniform Diophantine approximation stated in a paper by Bugeaud. We succeed to verify the inequality in several instances, in particular for small dimension.…

Number Theory · Mathematics 2024-12-11 Johannes Schleischitz

Ordinary differential equations are arguably the most popular and useful mathematical tool for describing physical and biological processes in the real world. Often, these physical and biological processes are observed with errors, in which…

Methodology · Statistics 2016-07-26 Sarat C. Dass , Jaeyong Lee , Kyoungjae Lee , Jonghun Park
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