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We propose a deep importance sampling method that is suitable for estimating rare event probabilities in high-dimensional problems. We approximate the optimal importance distribution in a general importance sampling problem as the…

Machine Learning · Statistics 2023-05-26 Tiangang Cui , Sergey Dolgov , Robert Scheichl

We present a systematic derivation of the algorithms required for computing the gradient and the action of the Hessian of an arbitrary misfit function for large-scale parameter estimation problems involving linear time-dependent PDEs with…

Optimization and Control · Mathematics 2016-08-09 Kai Rothauge , Eldad Haber , Uri Ascher

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason

We compute the $n_h$ terms to the massive three loop vector-, axialvector-, scalar- and pseudoscalar form factors in a direct analytic calculation using the method of large moments. This method has the advantage, that the master integrals…

High Energy Physics - Phenomenology · Physics 2020-01-08 J. Blümlein , P. Marquard , N. Rana , C. Schneider

In this paper we develop certain aspects of perturbation theory for self-adjoint operators subject to small variations of their domains. We use the abstract theory of boundary triplets to quantify such perturbations and give the second…

Spectral Theory · Mathematics 2021-10-15 Yuri Latushkin , Selim Sukhtaiev

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…

Machine Learning · Computer Science 2019-02-21 Filip de Roos , Philipp Hennig

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

Determinants are useful to represent the state of an interacting system of (effectively) repulsive and independent elements, like fermions in a quantum system and training samples in a learning problem. A computationally challenging problem…

Statistical Mechanics · Physics 2024-08-01 A. Ramezanpour , M. A. Rajabpour

A method of exactly solving the master equation is presented in this letter. The explicit form of the solution is determined by the time evolution of a composite system including an auxiliary system and the open system in question. The…

Quantum Physics · Physics 2009-11-06 X. X. Yi , S. X. Yu

Gaussian Boson Samplers aim to demonstrate quantum advantage by performing a sampling task believed to be classically hard. The probabilities of individual outcomes in the sampling experiment are determined by the Hafnian of an…

Quantum Physics · Physics 2024-03-07 Alexey Uvarov , Dmitry Vinichenko

We use the determinant method of Bombieri-Pila and Heath-Brown and its Arakelov reformulation by Chen utilizing Bost's slope method to estimate the number of hypersurfaces required to cover the regular rational points with bounded Arakelov…

Number Theory · Mathematics 2024-12-09 Kenneth Chung Tak Chiu

Sample size derivation is a crucial element of the planning phase of any confirmatory trial. A sample size is typically derived based on constraints on the maximal acceptable type I error rate and a minimal desired power. Here, power…

Hilbert's epsilon calculus is an extension of elementary or predicate calculus by a term-forming operator $\varepsilon$ and initial formulas involving such terms. The fundamental results about the epsilon calculus are so-called epsilon…

Logic · Mathematics 2019-07-02 Kenji Miyamoto , Georg Moser

The Tree Augmentation Problem (TAP) is a fundamental network design problem in which we are given a tree and a set of additional edges, also called \emph{links}. The task is to find a set of links, of minimum size, whose addition to the…

Data Structures and Algorithms · Computer Science 2018-04-09 Fabrizio Grandoni , Christos Kalaitzis , Rico Zenklusen

Tucker tensor decomposition offers a more effective representation for multiway data compared to the widely used PARAFAC model. However, its flexibility brings the challenge of selecting the appropriate latent multi-rank. To overcome the…

Methodology · Statistics 2025-05-19 Federica Stolf , Antonio Canale

In the context of Bayesian factor analysis, it is possible to compute mean plausible values, which might be used as covariates or predictors or in order to provide individual scores for the Bayesian latent variables. Previous simulation…

Applications · Statistics 2021-09-21 André Beauducel , Norbert Hilger

Consider the problem of determining the effect of a compound on a specific cell type. To answer this question, researchers traditionally need to run an experiment applying the drug of interest to that cell type. This approach is not…

Methodology · Statistics 2023-06-13 Chandler Squires , Dennis Shen , Anish Agarwal , Devavrat Shah , Caroline Uhler

We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…

Statistics Theory · Mathematics 2025-10-07 Ming Gao , Bryon Aragam

Given a nonsingular $n \times n$ matrix of univariate polynomials over a field $\mathbb{K}$, we give fast and deterministic algorithms to compute its determinant and its Hermite normal form. Our algorithms use…

Symbolic Computation · Computer Science 2017-03-31 George Labahn , Vincent Neiger , Wei Zhou

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao