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We present a robust algorithm for the computation of electromagnetic fields radiated by point sources (Hertzian dipoles) in cylindrically stratified media where each layer may exhibit material properties (permittivity, permeability, and…

Numerical Analysis · Mathematics 2016-09-21 H. Moon , B. Donderici , F. L. Teixeira

For many expensive deterministic computer simulators, the outputs do not have replication error and the desired metamodel (or statistical emulator) is an interpolator of the observed data. Realizations of Gaussian spatial processes (GP) are…

Methodology · Statistics 2012-03-07 Pritam Ranjan , Ronald Haynes , Richard Karsten

Interpolation of data on non-Euclidean spaces is an active research area fostered by its numerous applications. This work considers the Hermite interpolation problem: finding a sufficiently smooth manifold curve that interpolates a…

Numerical Analysis · Mathematics 2024-02-27 Axel Séguin , Daniel Kressner

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

Statistics Theory · Mathematics 2023-10-27 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay , Konstantin Usevich

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We explore the computation of high-harmonic generation spectra by means of Gaussian basis sets in approaches propagating the time-dependent Schr{\"o}dinger equation. We investigate the efficiency of Gaussian functions specifically designed…

This paper presents an asymptotic preserving (AP) implicit-explicit (IMEX) scheme for solving the quantum BGK equation using the Hermite spectral method. The distribution function is expanded in a series of Hermite polynomials, with the…

Numerical Analysis · Mathematics 2023-12-29 Ruo Li , Yixiao Lu , Yanli Wang

In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the…

Numerical Analysis · Mathematics 2014-07-02 Victor Calo , Yalchin Efendiev , Juan Galvis , Mehdi Ghommem

Compressive sensing has become a powerful addition to uncertainty quantification in recent years. This paper identifies new bases for random variables through linear mappings such that the representation of the quantity of interest is more…

Statistics Theory · Mathematics 2016-03-08 Xiu Yang , Huan Lei , Nathan A. Baker , Guang Lin

We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel…

Numerical Analysis · Mathematics 2020-06-23 Toni Karvonen , Simo Särkkä , Ken'ichiro Tanaka

Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can…

Numerical Analysis · Mathematics 2021-12-21 Francesc Aràndiga , Antonio Baeza , Dionisio F. Yáñez

The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami

The 3D Gaussian splatting method has drawn a lot of attention, thanks to its high performance in training and high quality of the rendered image. However, it uses anisotropic Gaussian kernels to represent the scene. Although such…

Computer Vision and Pattern Recognition · Computer Science 2024-03-22 Yuanhao Gong , Lantao Yu , Guanghui Yue

In this work we construct an Hermite interpolant starting from basis functions that satisfy a Lagrange property. In fact, we extend and generalise an iterative approach, introduced by Cirillo and Hormann (2018) for the Floater-Hormann…

Numerical Analysis · Mathematics 2023-09-26 Giacomo Elefante

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation using radial basis functions (RBFs) in a stable way, we…

Numerical Analysis · Mathematics 2021-04-14 Akil Narayan , Liang Yan , Tao Zhou

Generative models have recently emerged as powerful surrogates for physical systems, demonstrating increased accuracy, stability, and/or statistical fidelity. Most approaches rely on iteratively denoising a Gaussian, a choice that may not…

Machine Learning · Computer Science 2025-10-01 Anthony Zhou , Alexander Wikner , Amaury Lancelin , Pedram Hassanzadeh , Amir Barati Farimani

We give a convergence proof for the approximation by sparse collocation of Hilbert-space-valued functions depending on countably many Gaussian random variables. Such functions appear as solutions of elliptic PDEs with lognormal diffusion…

Numerical Analysis · Mathematics 2017-03-29 Oliver G. Ernst , Björn Sprungk , Lorenzo Tamellini