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In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…

Numerical Analysis · Mathematics 2010-10-04 M. A. Iwen

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

We present a spectrally accurate fast algorithm for evaluating the solution to the scalar wave equation in free space driven by a large collection of point sources in a bounded domain. With $M$ sources temporally discretized by $N_t$ time…

Numerical Analysis · Mathematics 2025-11-27 Nour G. Al Hassanieh , Alex H. Barnett , Leslie Greengard

A simple, yet general, formalism for the optimized linear combination of astrophysical images is constructed and demonstrated. The formalism allows the user to combine multiple undersampled images to provide oversampled output at high…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 Barnaby Rowe , Christopher Hirata , Jason Rhodes

We present an approximation scheme for support vector machine models that use an RBF kernel. A second-order Maclaurin series approximation is used for exponentials of inner products between support vectors and test instances. The…

Machine Learning · Statistics 2014-10-06 Marc Claesen , Frank De Smet , Johan A. K. Suykens , Bart De Moor

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

We establish rigorous error bounds for prime counting using a truncated Gaussian (TG) kernel in the explicit formula framework. Our main theorem proves that the approximation error remains globally below 1/2 for all sufficiently large…

Number Theory · Mathematics 2025-07-01 Bugra Kilictas , Faruk Alpay

This paper presents a Carleman-Fourier linearization method for nonlinear dynamical systems with periodic vector fields involving multiple fundamental frequencies. By employing Fourier basis functions, the nonlinear dynamical system is…

Dynamical Systems · Mathematics 2024-11-19 Panpan Chen , Nader Motee , Qiyu Sun

We implement an efficient method of computation of two dimensional Fourier-type integrals based on approximation of the integrand by Gaussian radial basis functions, which constitute a standard tool in approximation theory. As a result, we…

Numerical Analysis · Mathematics 2022-02-07 A. Martinez-Finkelshtein , D. Ramos-Lopez , D. R. Iskander

Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…

Machine Learning · Computer Science 2021-04-07 Bingxin Zhou , Junbin Gao , Minh-Ngoc Tran , Richard Gerlach

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Machine Learning · Computer Science 2024-04-29 Theresa Wagner , Franziska Nestler , Martin Stoll

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

The random Fourier features (RFFs) method is a powerful and popular technique in kernel approximation for scalability of kernel methods. The theoretical foundation of RFFs is based on the Bochner theorem that relates symmetric, positive…

Machine Learning · Computer Science 2022-09-20 Mingzhen He , Fan He , Fanghui Liu , Xiaolin Huang

In this manuscript a method for developing novel filtering algorithms through the parallel concatenation of two Bayesian filters is illustrated. Our description of this method, called turbo filtering, is based on a new graphical model; this…

Computation · Statistics 2018-06-14 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano , Francesco Montorsi

Minimizing the Gaussian curvature of meshes can play a fundamental role in 3D mesh processing. However, there is a lack of computationally efficient and robust Gaussian curvature optimization method. In this paper, we present a simple yet…

Graphics · Computer Science 2021-01-19 Wenming Tang , Yuanhao Gong , Kanglin Liu , Jun Liu , Wei Pan , Bozhi Liu , Guoping Qiu

In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

Applications · Statistics 2010-05-31 Ming Lei , Pierre Del Moral , Christophe Baehr

Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…

Machine Learning · Computer Science 2025-08-14 Wouter M. Kouw

We develop a new statistical model for photographic images, in which the local responses of a bank of linear filters are described as jointly Gaussian, with zero mean and a covariance that varies slowly over spatial position. We optimize…

Computer Vision and Pattern Recognition · Computer Science 2015-03-25 Olivier J. Hénaff , Johannes Ballé , Neil C. Rabinowitz , Eero P. Simoncelli

The Gaussian Kinematic Formula (GKF) is a powerful and computationally efficient tool to perform statistical inference on random fields and became a well-established tool in the analysis of neuroimaging data. Using realistic error models,…

Methodology · Statistics 2024-04-17 Fabian JE Telschow , Samuel Davenport
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