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The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…
We introduce an efficient algorithm for computing fractional integrals and derivatives and apply it for solving problems of the calculus of variations of fractional order. The proposed approximations are particularly useful for solving…
A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…
Recently, Trefethen (SIAM Review 50 (2008), 67--87) and Xiang and Bornemann (SIAM J. Numer. Anal. 50 (2012), 2581--2587) investigated error bounds for n-point Gauss and Clenshaw-Curtis quadrature for the Legendre weight with integrands…
Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…
We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…
In this work, we extend the analytic treatment of Bessel functions of large order and/or argument. We examine uniform asymptotic Bessel function expansions and show their accuracy and range of validity. Such situations arise in a variety of…
Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…
Simulation studies are used to understand the properties of statistical methods. A key luxury in many simulation studies is knowledge of the true value (i.e. the estimand) being targeted. With this oracle knowledge in-hand, the researcher…
Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…
We examine the problem of construction of confidence intervals within the basic single-parameter, single-iteration variation of the method of quasi-optimal weights. Two kinds of distortions of such intervals due to insufficiently large…
This article proposes a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper…
We consider quadrature formulas based on interpolation using the basis functions $1/(1+t_kx)$ $(k=1,2,3,\ldots)$ on $[-1,1]$, where $t_k$ are parameters on the interval $(-1,1)$. We investigate two types of quadratures: quadrature formulas…
Generalized integral formulas involving the generalized Bessel-Maitland function are considered and it expressed in terms of generalized Wright hypergeometric functions. By assuming appropriate values of the parameters in the main results,…
Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
This paper focuses on the analysis of average Gaussian error probabilities in certain fading channels, i.e. we are interested in E[Q((p {\gamma})^(1/2))] where Q(.) is the Gaussian Q-function, p is a positive real number and {\gamma} is a…
This paper focuses on the numerical solution of initial value problems for fractional differential equations of linear type. The approach we propose grounds on expressing the solution in terms of some integral weighted by a generalized…
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…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…