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We propose a randomized a posteriori error estimator for reduced order approximations of parametrized (partial) differential equations. The error estimator has several important properties: the effectivity is close to unity with prescribed…

Numerical Analysis · Mathematics 2019-04-02 Kathrin Smetana , Olivier Zahm , Anthony T Patera

In this paper, the parameter estimation of ARMA(p,q) model is given by approximate Bayesian computation algorithm. In order to improve the sampling efficiency of the algorithm, approximate Bayesian computation should select as many…

Computation · Statistics 2019-05-01 Linghui Li , Anshui Li , Huizeng Zhang

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a…

Machine Learning · Statistics 2026-03-20 Anaísa Lucena , Ana Martins , Armando J. Pinho , Sónia Gouveia

We present a general architecture for the acquisition of ensembles of correlated signals. The signals are multiplexed onto a single line by mixing each one against a different code and then adding them together, and the resulting signal is…

Information Theory · Computer Science 2018-06-13 Ali Ahmed , Justin Romberg

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…

Statistics Theory · Mathematics 2016-11-04 A. Ian McLeod , Ying Zhang

Among the many estimators of first order Sobol indices that have been proposed in the literature, the so-called rank-based estimator is arguably the simplest to implement. This estimator can be viewed as the empirical auto-correlation of…

Statistics Theory · Mathematics 2023-06-12 Thierry Klein , Paul Rochet

We propose a sparse coefficient estimation and automated model selection procedure for autoregressive (AR) processes with heavy-tailed innovations based on penalized conditional maximum likelihood. Under mild moment conditions on the…

Methodology · Statistics 2013-09-24 Hailin Sang , Yan Sun

We present a Nested Markov chain Monte Carlo (NMC) scheme for building equilibrium averages based on accurate potentials such as density functional theory. Metropolis sampling of a reference system, defined by an inexpensive but approximate…

Chemical Physics · Physics 2015-06-17 Jeff Leiding , Joshua D. Coe

In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…

Dynamical Systems · Mathematics 2022-05-03 Romeo Ortega , Jose Guadalupe Romero , Stanislav Aranovskiy

We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…

Machine Learning · Computer Science 2022-04-26 Kiryung Lee , Dominik Stöger

In this paper, low-order models of the frequency and voltage response of mixed-generation, low-inertia systems are presented. These models are unique in their ability to efficiently and accurately model frequency and voltage dynamics…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Marena Trujillo , Amir Sajadi , Jonathan Shaw , Bri-Mathias Hodge

Low complexity joint estimation of synchronization impairments and channel in a single-user MIMO-OFDM system is presented in this letter. Based on a system model that takes into account the effects of synchronization impairments such as…

Information Theory · Computer Science 2013-04-30 Renu Jose , Sooraj K. Ambat , K. V. S. Hari

Human Activity Recognition (HAR) on resource constrained wearables requires models that balance accuracy against strict memory and computational budgets. State of the art lightweight architectures such as TinierHAR (34K parameters) and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-19 Mridankan Mandal

In this paper, we propose an efficient simulation method based on adaptive importance sampling, which can automatically find the optimal proposal within the Gaussian family based on previous samples, to evaluate the probability of bit error…

Methodology · Statistics 2023-03-08 Xiongwen Ke , Houying Zhu , Kai Yi , Gaoning He , Ganghua Yang , Yu Guang Wang

To overcome the performance limitations in modern computing, such as the power wall, emerging computing paradigms are gaining increasing importance. Approximate computing offers a promising solution by substantially enhancing energy…

Emerging Technologies · Computer Science 2024-12-23 Melanie Qiu , Caoyueshan Fan , Gulafshan , Salar Shakibhamedan , Fabian Seiler , Nima TaheriNejad

The random-phase approximation (RPA) as an approach for computing the electronic correlation energy is reviewed. After a brief account of its basic concept and historical development, the paper is devoted to the theoretical formulations of…

Materials Science · Physics 2017-07-26 Xinguo Ren , Patrick Rinke , Christian Joas , Matthias Scheffler

We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selection methods and provide a non asymptotic bound for the risk…

Statistics Theory · Mathematics 2008-10-24 F. Comte , S. Gaïffas , A. Guilloux

Conditional Value-at-Risk (CVaR) is a central tail-risk measure in stochastic structural mechanics, yet its accurate evaluation under high-dimensional, spatially correlated material uncertainty remains computationally prohibitive for…

Machine Learning · Statistics 2026-02-11 Alireza Tabarraei

This paper, presents a novel idea for analog current comparison which compares input signal current and reference currents with high speed, low power and well controlled hysteresis. Proposed circuit is based on current mirror and voltage…

Other Computer Science · Computer Science 2012-03-15 Neeraj K. Chasta