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Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

Incorporation of machine learning (ML) techniques into atomic-scale modeling has proven to be an extremely effective strategy to improve the accuracy and reduce the computational cost of simulations. It also entails conceptual and practical…

The main outcomes of the paper are divided into two parts. First, we present a new dual for quadratic programs, in which, the dual variables are affine functions, and we prove strong duality. Since the new dual is intractable, we consider a…

Optimization and Control · Mathematics 2019-01-31 Moslem Zamani

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M$^2$. The problem is posed as solving a finite number of trigonometric moment equations…

Optimization and Control · Mathematics 2021-10-14 Bin Zhu , Augusto Ferrante , Johan Karlsson , Mattia Zorzi

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Interpretable regression models are important for many application domains, as they allow experts to understand relations between variables from sparse data. Symbolic regression addresses this issue by searching the space of all possible…

Artificial Intelligence · Computer Science 2022-06-14 Marcus Märtens , Dario Izzo

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

We extend the range of possible applications of MT2 type analyses to decay chains with multiple invisible particles, as well as to asymmetric event topologies with different parent and/or different children particles. We advocate two…

High Energy Physics - Phenomenology · Physics 2015-06-12 Rakhi Mahbubani , Konstantin T. Matchev , Myeonghun Park

Multivariate Poisson random variables subject to linear integer constraints arise in several application areas, such as queuing and biomolecular networks. This note shows how to compute conditional statistics in this context, by employing…

Probability · Mathematics 2009-06-08 Eduardo Sontag , Doron Zeilberger

Multidimensional genetic programming represents candidate solutions as sets of programs, and thereby provides an interesting framework for exploiting building block identification. Towards this goal, we investigate the use of machine…

Neural and Evolutionary Computing · Computer Science 2019-04-19 William La Cava , Jason H. Moore

This library (collection of subroutines) is presented for calculating standard quantities in the decomposition of many-electron matrix elements in atomic structure theory. These quantities include the coefficients of fractional parentage,…

Atomic Physics · Physics 2007-05-23 G. Gaigalas

Group invariants are used in high energy physics to define quantum field theory interactions. In this paper, we are presenting the parallel algebraic computation of special invariants called symplectic and even focusing on one particular…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-03 Joseph Ben Geloun , Camille Coti , Allen D. Malony

Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov…

Computation · Statistics 2022-10-24 Imke Botha , Robert Kohn , Leah South , Christopher Drovandi

The mass operator M is introduced as an independent dynamical variable which is taken as the translation generator P_4 of the inhomogenous De Sitter group. The classification of representations of the algebra P(1,4) of this group is…

Quantum Physics · Physics 2015-06-26 Wilhelm I. Fushchych , Ivan Yu. Krivsky

We propose a penalized method for the least squares estimator of a multivariate concave regression function. This estimator is formulated as a quadratic programming (QP) problem with $O(n^2)$ constraints, where n is the number of…

Computation · Statistics 2016-08-16 Abolfazl Keshvari

We describe how one may employ a very simple event selection, using only the kinematic variable mT2, to search for new particles at the LHC. The method is useful when searching for evidence of models (such as R-parity conserving…

High Energy Physics - Phenomenology · Physics 2013-05-29 Alan J. Barr , Claire Gwenlan

Modern randomization methods in clinical trials are invariably adaptive, meaning that the assignment of the next subject to a treatment group uses the accumulated information in the trial. Some of the recent adaptive randomization methods…

Methodology · Statistics 2024-02-12 Alan R. Vazquez , Weng Kee Wong

While there has been some discussion on how Symbolic Computation could be used for AI there is little literature on applications in the other direction. However, recent results for quantifier elimination suggest that, given enough example…

Symbolic Computation · Computer Science 2018-11-01 M. England