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This study proposes a recursive and easy-to-implement algorithm to compute the score and Hessian matrix in general regime-switching models. We use simulation to compare the asymptotic variance estimates constructed from the Hessian matrix…

Econometrics · Economics 2026-01-13 Chaojun Li , Shi Qiu

We solve principal component regression (PCR), up to a multiplicative accuracy $1+\gamma$, by reducing the problem to $\tilde{O}(\gamma^{-1})$ black-box calls of ridge regression. Therefore, our algorithm does not require any explicit…

Machine Learning · Statistics 2017-04-26 Zeyuan Allen-Zhu , Yuanzhi Li

A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…

Statistics Theory · Mathematics 2012-04-18 Hervé Cardot , Peggy Cénac , Pierre-André Zitt

We present a circulant and skew-circulant splitting (CSCS) iterative method for solving large sparse continuous Sylvester equations $AX + XB = C$, where the coefficient matrices $A$ and $B$ are Toeplitz matrices. A theoretical study shows…

Numerical Analysis · Mathematics 2021-08-10 Zhongyun Liu , Fang Zhang , Carla Ferreira , Yulin Zhang

We give a new formula for the Littlewood--Richardson coefficients in terms of peelable tableaux compatible with shuffle tableaux, in the same fashion as Remmel--Whitney rule. This gives an efficient way to compute generalized…

Combinatorics · Mathematics 2025-06-03 Chau Nguyen , Son Nguyen , Dora Woodruff

The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…

Numerical Analysis · Mathematics 2025-11-19 Thomas Bake , Erin Carson , Yuxin Ma

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

Computational Physics · Physics 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…

Numerical Analysis · Mathematics 2017-05-23 Zhaopeng Hao , Guang Lin , Zhongqiang Zhang

This paper presents an extension of the hybrid scheme proposed by Wang et al. (J. Comput. Phys. 229 (2010) 169-180) for numerical simulation of compressible isotropic turbulence to flows with higher turbulent Mach numbers. The scheme still…

Computational Physics · Physics 2021-03-11 L. Q. Liu , J. C. Wang , Y. P. Shi , S. Y. Chen , X. T. He

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

Machine Learning · Computer Science 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

Elliptically-contoured distributions (ECD) play a significant role, in computer vision, image processing, radar, and biomedical signal processing. Maximum likelihood. estimation (MLE) of ECD leads to a system of non-linear equations,…

Signal Processing · Electrical Eng. & Systems 2020-11-06 Jialun Zhou , Salem Said , Yannick Berthoumieu

$E(3)$-equivariant neural networks have proven to be effective in a wide range of 3D modeling tasks. A fundamental operation of such networks is the tensor product, which allows interaction between different feature types. Because this…

Machine Learning · Computer Science 2026-02-26 YuQing Xie , Ameya Daigavane , Mit Kotak , Tess Smidt

In this paper we study elliptic partial differential equations with rapidly varying diffusion coefficient that can be represented as a perturbation of a reference coefficient. We develop a numerical method for efficiently solving multiple…

Numerical Analysis · Mathematics 2020-12-21 Fredrik Hellman , Tim Keil , Axel Målqvist

Numerical solutions of Kepler's Equation are critical components of celestial mechanics software, and are often computation hot spots. This work uses symbolic regression and a genetic learning algorithm to find new initial guesses for…

Earth and Planetary Astrophysics · Physics 2024-11-26 Kevin J Napier

Coded computation techniques provide robustness against straggling servers in distributed computing, with the following limitations: First, they increase decoding complexity. Second, they ignore computations carried out by straggling…

Machine Learning · Computer Science 2018-11-29 Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

In this paper, we propose an efficient and accurate numerical method for computing the dynamics of rotating two-component Bose--Einstein condensates (BECs) which is described by coupled Gross--Pitaevskii equations (CGPEs) with an angular…

Numerical Analysis · Mathematics 2013-06-10 Ming Ju , Qinglin Tang , Yanzhi Zhang

We investigate the problem of computing tensor product multiplicities for complex semisimple Lie algebras. Even though computing these numbers is #P-hard in general, we show that if the rank of the Lie algebra is assumed fixed, then there…

Representation Theory · Mathematics 2016-09-07 Jesús A. De Loera , Tyrrell B. McAllister

A weak Galerkin (WG) method is introduced and numerically tested for the Helmholtz equation. This method is flexible by using discontinuous piecewise polynomials and retains the mass conservation property. At the same time, the WG finite…

Numerical Analysis · Mathematics 2016-08-24 Lin Mu , Junping Wang , Xiu Ye , Shan Zhao

We study algorithms for the fast computation of modular inverses. Newton-Raphson iteration over $p$-adic numbers gives a recurrence relation computing modular inverse modulo $p^m$, that is logarithmic in $m$. We solve the recurrence to…

Symbolic Computation · Computer Science 2019-04-22 Jean-Guillaume Dumas

In this article we develop a graphical calculus for stable invariants of Riemannian manifolds akin to the graphical calculus for Rozansky-Witten invariants for hyperk\"ahler manifolds; based on interpreting trivalent graphs with colored…

Differential Geometry · Mathematics 2024-04-26 Gregor Weingart
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