Related papers: A Refined Probabilistic Error Bound for Sums
A bound on the error introduced by truncating a quantum addition is given. This bound shows that only a few controlled rotation gates will be necessary to get a reliable computation.
Memory becomes a limiting factor in contemporary applications, such as analyses of the Webgraph and molecular sequences, when many objects need to be counted simultaneously. Robert Morris [Communications of the ACM, 21:840--842, 1978]…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
This paper proposes a parametric error analysis method for Goldschmidt floating point division, which reveals how the errors of the intermediate results accumulate and propagate during the Goldschmidt iterations. The analysis is developed…
An improvement on precision of recursive function simulation in IEEE floating point standard is presented. It is shown that the average of rounding towards negative infinite and rounding towards positive infinite yields a better result than…
Verification of programs using floating-point arithmetic is challenging on several accounts. One of the difficulties of reasoning about such programs is due to the peculiarities of floating-point arithmetic: rounding errors, infinities,…
We investigate the probability that a random odd composite number passes a random Fermat primality test, improving on earlier estimates in moderate ranges. For example, with random numbers to $2^{200}$, our results improve on prior…
Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum…
Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for different applications, round-off errors are generally…
Finite precision computations using digital computers involve the following inherent errors: (1) Round-off error of finite precision computations (2) Binary computer arithmetic precludes exact number representation of traditional decimal…
We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…
Floating point error is an inevitable drawback of embedded systems implementation. Computing rigorous upper bounds of roundoff errors is absolutely necessary to the validation of critical software. This problem is even more challenging when…
Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…
We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…
The quality of numerical computations can be measured through their forward error, for which finding good error bounds is challenging in general. For several algorithms and using stochastic rounding (SR), probabilistic analysis has been…
Solomonoff sequence prediction is a scheme to predict digits of binary strings without knowing the underlying probability distribution. We call a prediction scheme informed when it knows the true probability distribution of the sequence.…
Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…
This work focuses on assessing the information-theoretic limits of scene parameter estimation in plenoptic imaging systems. A general framework to compute lower bounds on the parameter estimation error from noisy plenoptic observations is…