Related papers: Approximations of the modified Bessel functions of…
The modified Bessel function of the second kind K$\nu$ appears in a wide variety of applied scientific fields. While its use is greatly facilitated by an implementation in most numerical libraries, overflow issues can be encountered…
There are three main types of numerical computations for the Bessel function of the second kind: series expansion, continued fraction, and asymptotic expansion. In addition, they are combined in the appropriate domain for each. However,…
The $\nu$-zeros of the Bessel functions of purely imaginary order are examined for fixed argument $x>0$. In the case of the modified Bessel function of the second kind $K_{i\nu}(x)$, it is known that it possesses a countably infinite…
The modified Bessel function of the first kind, $I_{\nu}(x)$, arises in numerous areas of study, such as physics, signal processing, probability, statistics, etc. As such, there has been much interest in recent years in deducing properties…
Modified Bessel functions of the second kind are widely used in physics, engineering, spatial statistics, and machine learning. Since contemporary scientific applications, including machine learning, rely on GPUs for acceleration, providing…
The modified Bessel functions $K_{\nu}(z)$, or, for brevity, K-Bessel functions, arise at key places in analytic number theory. In particular, they appear in beautiful arithmetic identities. A survey of these arithmetical identities and…
The purpose of this note is to compare various approximation methods as applied to the inverse of the Bessel function of the first kind, in a given domain of the complex plane.
A new generalization of the modified Bessel function of the second kind $K_{z}(x)$ is studied. Elegant series and integral representations, a differential-difference equation and asymptotic expansions are obtained for it thereby…
We obtain new inequalities for the modified Bessel function of the second kind $K_\nu$ in terms of the gamma function. These bounds follow as special cases of inequalities that we derive for the kernel of the Kr\"{a}tzel integral…
Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases, we show that we obtain the best possible constant or that our bounds are tight in certain limits. We…
The purpose of this work is to study an approximation to an abstract Bessel-type problem, which is a generalization of the extension problem associated with fractional powers of the Laplace operator. Motivated by the success of such…
The modified Bessel function of the second kind $K_{i\nu}(x)$ of imaginary order for fixed $x>0$ possesses a countably infinite sequence of real zeros. Recently it has been shown that the $n$th zero behaves like $\nu_n\sim \pi n/\log\,n$ as…
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
Some power series representations of the modified Bessel functions (McDonald functions $K_{\alpha}$) are derived using the relatively little known formalism of fractional derivatives. The resulting summation formulae are believed to be new.
The aim of this work is to analyze general infinite sums containing modified Bessel functions of the second kind. In particular we present a method for the construction of a proper asymptotic expansion for such series valid when one of the…
Gaussian approximations are routinely employed in Bayesian statistics to ease inference when the target posterior is intractable. Although these approximations are asymptotically justified by Bernstein-von Mises type results, in practice…
To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Mat\'ern kernel with respect to the smoothness parameter. This problem is of high interest in Gaussian processes modelling due to…
Fortran 77 programs for the computation of modified Bessel functions of purely imaginary order are presented. The codes compute the functions $K_{ia}(x)$, $L_{ia}(x)$ and their derivatives for real $a$ and positive $x$; these functions are…
We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced…
This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…