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Inference for statistics of a stationary time series often involve nuisance parameters and sampling distributions that are difficult to estimate. In this paper, we propose the method of orthogonal samples, which can be used to address some…

Methodology · Statistics 2016-11-03 Suhasini Subba Rao

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…

Numerical Analysis · Mathematics 2007-05-23 V. Buyarov , J. S. Dehesa , A. Martinez-Finkelshtein , J. Sanchez-Lara

This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…

Statistics Theory · Mathematics 2021-04-22 Yihong Wu , Pengkun Yang

We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…

Soft Condensed Matter · Physics 2023-04-12 Johannes Renner , Matthias Schmidt , Daniel de las Heras

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

Information Theory · Computer Science 2009-11-13 Effrosyni Kokiopoulou , Pascal Frossard

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

We consider the problem of approximating an unknown function from point evaluations. This problem is a crucial subproblem in many modern (nonlinear) approximation schemes. When obtaining these point evaluations is costly, minimising the…

Numerical Analysis · Mathematics 2025-12-03 Philipp Trunschke , Anthony Nouy

A method for moving least squares interpolation and differentiation is presented in the framework of orthogonal polynomials on discrete points. This yields a robust and efficient method which can avoid singularities and breakdowns in the…

Numerical Analysis · Mathematics 2010-09-21 Michael Carley

Orthogonal Fractional Factorial Designs and in particular Orthogonal Arrays are frequently used in many fields of application, including medicine, engineering and agriculture. In this paper we present a methodology and an algorithm to find…

Methodology · Statistics 2015-01-15 Roberto Fontana

We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of…

Information Theory · Computer Science 2016-11-17 Zhong Zheng , Lu Wei , Jyri Hämäläinen , Olav Tirkkonen

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…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. A. Savva , V. I. Zelenkov , A. S. Mazurenko

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

We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…

Functional Analysis · Mathematics 2023-11-29 Yuri Malykhin , Konstantin Ryutin

This report presents a new, algorithmic approach to the distributions of the distance between two points distributed uniformly at random in various polygons, based on the extended Kinematic Measure (KM) from integral geometry. We first…

Computational Geometry · Computer Science 2016-02-11 Fei Tong , Jianping Pan

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

We introduce an algorithm of joint approximation of a function and its first derivative by alternative orthogonal polynomials on the interval [0,1].The algorithm exhibits properties of shape preserving approximation for the function. A weak…

Numerical Analysis · Mathematics 2020-01-14 Vladimir S. Chelyshkov

The double-direction orthogonalization algorithm is applied to construct sequences of polynomials, which are orthogonal over the interval [0,1]with the weighting function 1. Functional and recurrent relations are derived for the sequences…

Numerical Analysis · Mathematics 2025-10-20 Vladimir Chelyshkov

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi
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