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A fast and accurate algorithm for the computation of Gauss-Hermite and generalized Gauss-Hermite quadrature nodes and weights is presented. The algorithm is based on Newton's method with carefully selected initial guesses for the nodes and…

Numerical Analysis · Mathematics 2014-10-21 Alex Townsend , Thomas Trogdon , Sheehan Olver

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

We prove weighted norm inequalities for fractional powers of elliptic operators together with their commutators with BMO functions, encompassing what is known for the classical Riesz potentials and elliptic operators with Gaussian…

Classical Analysis and ODEs · Mathematics 2018-10-10 Pascal Auscher , José Maria Martell

The Wright function arises in the theory of the fractional differential equations. It is a very general mathematical object having diverse connections with other special and elementary functions. The Wright function provides a unified…

Numerical Analysis · Mathematics 2023-06-21 Dimiter Prodanov

This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…

Numerical Analysis · Mathematics 2019-05-03 Toni Karvonen , Simo Särkkä

We present weighted quadrature for hierarchical B-splines to address the fast formation of system matrices arising from adaptive isogeometric Galerkin methods with suitably graded hierarchical meshes. By exploiting a local tensor-product…

Numerical Analysis · Mathematics 2022-09-07 Carlotta Giannelli , Tadej Kanduc , Massimiliano Martinelli , Giancarlo Sangalli , Mattia Tani

This paper presents a high-order accurate numerical quadrature algorithm for evaluating integrals over curved surfaces and regions defined implicitly via a level set of a given function restricted to a hyperrectangle. The domain is divided…

Numerical Analysis · Mathematics 2025-06-17 Zibo Zhao

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…

Computation · Statistics 2025-02-21 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…

Numerical Analysis · Mathematics 2007-05-23 Hartmut Monien

We obtain integral representations of the $n$-th derivatives of the Bessel functions with respect to the order. The numerical evaluation of these expressions is very efficient using a double exponential integration strategy. Also, from the…

Classical Analysis and ODEs · Mathematics 2018-08-17 J. L. González-Santander

A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized…

Classical Analysis and ODEs · Mathematics 2016-09-06 M. Lawrence Glasser , Emilio Montaldi

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

More than a century ago, G. Kowalewski stated that for each n continuous functions on a compact interval [a,b], there exists an n-point quadrature rule (with respect to Lebesgue measure on [a,b]), which is exact for given functions. Here we…

Numerical Analysis · Mathematics 2008-10-10 Slobodanka Jankovic , Milan Merkle

We present a novel approach to Gaussian Berezin correlation functions. A formula well known in the literature expresses these quantities in terms of submatrices of the inverse matrix appearing in the Gaussian action. By using a recently…

Strongly Correlated Electrons · Physics 2009-11-10 Massimo Ostilli

We tabulate the abscissae and associated weights for numerical integration of integrals with either the singular weight function (-log x)^m for exponents m=1, 2 or 3, or the symmetric weight function cos(pi*x/2). Standard brute force…

Classical Analysis and ODEs · Mathematics 2013-03-22 Richard J. Mathar

We extend the technique of using the Trapezoidal Rule for efficient evaluation of the Special Functions of Mathematical Physics given by integral representations. This technique was recently used for Bessel functions, and here we treat…

Numerical Analysis · Mathematics 2016-03-08 Charles Schwartz

We investigate the problem of numerical differentiation of bivariate functions from weighted Wiener classes using Chebyshev polynomial expansions. We develop and analyze a new version of the truncation method based on Chebyshev polynomials…

Numerical Analysis · Mathematics 2026-02-02 Maksym Kyselov , Sergiy G. Solodky

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

In this paper, the integral $\pmatrix{\lambda_1 &\lambda_2 &\lambda_3\cr 0 &0 &0\cr}\, \int_0^\infty \, r^{\lambda_3+2}\, \exp{(-\alpha r^2)}\, j_{\lambda_1}(k_1r) \,j_{\lambda_2}(k_2r) \,dr$, where $k_1$, $k_2$ and $\alpha$ are positive,…

Nuclear Theory · Physics 2020-08-18 Rami Mehrem
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