Related papers: A Fast Algorithm for Calculation of Th\^eo1
We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…
For a simple model of chaotic dynamical systems with a large number of degrees of freedom, we find that there is an ensemble of unstable periodic orbits (UPOs) with the special property that the expectation values of macroscopic quantities…
Rigorous assessment of the uncertainty is crucial to the utility of numerical simulation of Turbulent flow. The Turbulent flows are often stationary and ergodic, after some initial transient time. Therefore, the time averaged of a quantity…
Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large…
A new algorithm for calculating the stransverse mass, $M_{T2}$, in either symmetric or asymmetric situations has been developed which exhibits good stability, high precision and quadratic convergence for the majority of the $M_{T2}$…
Given an unconditionally stable algorithm for solving the Cahn-Hilliard equation, we present a general calculation for an analytic time step $\d \tau$ in terms of an algorithmic time step $\dt$. By studying the accumulative multi-step error…
This paper discusses variance estimation in sequential Monte Carlo methods, alternatively termed particle filters. The variance estimator that we propose is a natural modification of that suggested by H. P. Chan and T. L. Lai [A general…
The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
When the target of statistical inference is chosen in a data-driven manner, the guarantees provided by classical theories vanish. We propose a solution to the problem of inference after selection by building on the framework of algorithmic…
By studying the statistics of recurrence intervals, $\tau$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(\tau)$, for both byte and…
Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…
Encoding frequency stability constraints in the operation problem is challenging due to its complex dynamics. Recently, data-driven approaches have been proposed to learn the stability criteria offline with the trained model embedded as a…
Many applications -- from planning and scheduling to problems in molecular biology -- rely heavily on a temporal reasoning component. In this paper, we discuss the design and empirical analysis of algorithms for a temporal reasoning system…
Estimating the p-th frequency moment of data stream is a very heavily studied problem. The problem is actually trivial when p = 1, assuming the strict Turnstile model. The sample complexity of our proposed algorithm is essentially O(1) near…
This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…
Permutation tests are among the simplest and most widely used statistical tools. Their p-values can be computed by a straightforward sampling of permutations. However, this way of computing p-values is often so slow that it is replaced by…
A recently discovered universal rank-based matrix method to extract trends from noisy time series is described in [1] but the formula for the output matrix elements, implemented there as an open-access supplement MATLAB computer code, is…
Nowadays, parallel computing is ubiquitous in several application fields, both in engineering and science. The computations rely on the floating-point arithmetic specified by the IEEE754 Standard. In this context, an elementary brick of…
We consider renewal processes where events, which can for instance be the zero crossings of a stochastic process, occur at random epochs of time. The intervals of time between events, $\tau_{1},\tau_{2},...$, are independent and identically…
We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…