Related papers: A Python code for calculating the mean-value (Bald…
Value iteration is a powerful yet inefficient algorithm for Markov decision processes (MDPs) because it puts the majority of its effort into backing up the entire state space, which turns out to be unnecessary in many cases. In order to…
Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…
The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI algorithms, which is inspired by a similar development for…
This paper studies the expected value of multiplicative rewards, where rewards obtained in each step are multiplied (instead of the usual addition), in Markov chains (MCs) and Markov decision processes (MDPs). One of the key differences to…
A particle-number reprojection method is applied in the framework of the shell model Monte Carlo approach to calculate level densities for a family of nuclei using Monte Carlo sampling for a single nucleus. In particular we can also…
An application area of vertex enumeration problem (VEP) is the usage within objective space based linear/convex {vector} optimization algorithms whose aim is to generate (an approximation of) the Pareto frontier. In such algorithms, VEP,…
This paper describes an extension, to higher dimensions, of the Bayesian Blocks algorithm for estimating signals in noisy time series data (Scargle 1998, 2000). The mathematical problem is to find the partition of the data space with the…
We introduce GMTHRASHpy, a Python-based application to do forward convolution fits of crossed molecular beams experiments. The code is designed to be easy-to-use and widely-available, so as to be of value to anyone wanting to reproduce data…
Crystal structure prediction is a central problem of theoretical crystallography and materials science, which until mid-2000s was considered intractable. Several methods, based on either energy landscape exploration$^{1,2}$ or, more…
In this paper, we present a novel method for computing the relative entropy as well as the expected relative entropy using an MCMC chain. The relative entropy from information theory can be used to quantify differences in posterior…
Bravais lattices are the most fundamental building blocks of crystallography. They are classified into groups according to their translational, rotational, and inversion symmetries. In computational analysis of Bravais lattices, fulfilment…
Given a mean zero functional $F$ of a Poisson measure on a metric space, we apply the Malliavin-Stein method to establish sharpened second-order Poincar\'e inequalities for $F/\sqrt{\operatorname{Var} (F)}$ in terms of fourth moments of…
In this report we define an encoding of Levys call-by-push-value lambda-calculus (CBPV) in the pi-calculus, and prove that our encoding is both sound and complete. We present informal (by-hand) proofs of soundness, completeness, and all…
In this paper, we discuss a simple yet robust PDE method for evaluating path-dependent Asian-style options using the non-oscillatory forward-in-time second-order MPDATA finite-difference scheme. The valuation methodology involves casting…
Recent observations of the galactic centers of M87 and the Milky Way with the Event Horizon Telescope have ushered in a new era of black hole based tests of fundamental physics using very long baseline interferometry (VLBI). Being a nascent…
In his calculation of the spacetime volume of a small Alexandrov interval in 4 dimensions Myrheim introduced a term which he referred to as a surface integral [1]. The evaluation of this term has remained opaque and led subsequent authors…
The efficient simulation of the mean value of a non-linear functional of the solution to a linear stochastic partial differential equation (SPDE) with additive Gaussian noise is considered. A Galerkin finite element method is employed along…
Virus-like particles (VLPs) are valuable for vaccine development due to their immune-triggering properties. Understanding their stoichiometry, the number of protein subunits to form a VLP, is critical for vaccine optimisation. However,…
Many large MDPs can be represented compactly using a dynamic Bayesian network. Although the structure of the value function does not retain the structure of the process, recent work has shown that value functions in factored MDPs can often…
We present a numerical method to evaluate worldline (WL) path integrals defined on a curved Euclidean space, sampled with Monte Carlo (MC) techniques. In particular, we adopt an algorithm known as YLOOPS with a slight modification due to…