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A simple method for numerical analytic continuation is developed. It is designed to analytically continue the imaginary time (Matsubara frequency) quantum Monte Carlo simulation results to the real time (real frequency) domain. Such a…

Computational Physics · Physics 2018-12-07 Jian Wang , Sudip Chakravarty

In the design of engineered components, rigorous vibration testing is essential for performance validation and identification of resonant frequencies and amplitudes encountered during operation. Performing this evaluation numerically via…

Machine Learning · Computer Science 2026-03-12 D. Bluedorn , A. Badawy , B. E. Saunders , D. Roettgen , A. Abdelkefi

Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…

Numerical Analysis · Mathematics 2010-06-01 Folkmar Bornemann

Decision analysis deals with modeling and enhancing decision processes. A principal challenge in improving behavior is in obtaining a transparent description of existing behavior in the first place. In this paper, we develop an expressive,…

Machine Learning · Statistics 2023-10-31 Daniel Jarrett , Alihan Hüyük , Mihaela van der Schaar

Inverse inference, or "brain reading", is a recent paradigm for analyzing functional magnetic resonance imaging (fMRI) data, based on pattern recognition and statistical learning. By predicting some cognitive variables related to brain…

Restricted Boltzmann machines (RBMs) are energy-based models analogous to the Ising model and are widely applied in statistical machine learning. The standard inverse Ising problem with a complete dataset requires computing both data and…

Machine Learning · Statistics 2025-09-01 Kaiji Sekimoto , Muneki Yasuda

The paper introduces an interactive machine learning mechanism to process the measurements of an uncertain, nonlinear dynamic process and hence advise an actuation strategy in real-time. For concept demonstration, a trajectory-following…

Systems and Control · Electrical Eng. & Systems 2023-03-16 Mohammed Abouheaf , Derek Boase , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

We have developed a method for constructing spectral approximations for convolution operators of Fredholm type. The algorithm we propose is numerically stable and takes advantage of the recurrence relations satisfied by the entries of such…

Numerical Analysis · Mathematics 2024-05-15 Xiaolin Liu , Kuan Deng , Kuan Xu

In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

Machine Learning · Computer Science 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis

Inverse problems exist in a wide variety of physical domains from aerospace engineering to medical imaging. The goal is to infer the underlying state from a set of observations. When the forward model that produced the observations is…

Machine Learning · Computer Science 2023-01-06 Chelsea Sidrane , Sydney Katz , Anthony Corso , Mykel J. Kochenderfer

J. Hadamard's ideas of correct formulation of problems of mathematical physics as well as related Banach's theorem on the inverse operator are analyzed. Modern techniques of numerical simulations are shown to be in drastic contradiction to…

Mathematical Physics · Physics 2007-05-23 Eugene Perchik

We present a fundamentally new regularization method for the solution of the Fredholm integral equation of the first kind, in which we incorporate solutions corresponding to a range of Tikhonov regularizers into the end result. This method…

Methodology · Statistics 2022-01-24 Chuan Bi , Miao-jung Yvonne Ou , Mustapha Bouhrara , Richard G. Spencer

Form a pure mathematical point of view, common functional forms representing different physical phenomena can be defined. For example, rates of chemical reactions, diffusion and heat transfer are all governed by exponential-type…

Machine Learning · Computer Science 2019-10-01 Navid Zobeiry , Keith D. Humfeld

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

In this paper, two numerical schemes for a nonlinear integral equation of Fredholm type with weakly singular kernel are proposed. These numerical methods combine sinc-collocation and sinc-convolution approximations with Newton and steepest…

Numerical Analysis · Mathematics 2020-07-16 Khadijeh Nedaiasl

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

This paper presents an efficient spectral method for solving the fractional Fredholm integro-differential equations. The non-smoothness of the solutions to such problems leads to the performance of spectral methods based on the classical…

Numerical Analysis · Mathematics 2022-09-23 Y. Talaei , S. Noeiaghdam , H. Hosseinzadeh

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner