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Multilevel estimators aim at reducing the variance of Monte Carlo statistical estimators, by combining samples generated with simulators of different costs and accuracies. In particular, the recent work of Schaden and Ullmann (2020) on the…

Methodology · Statistics 2024-09-13 Mayeul Destouches , Paul Mycek , Selime Gürol

Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…

Computation · Statistics 2016-06-14 Diaa Al Mohamad , Michel Broniatowski

We develop a numerical method for computing with orthogonal polynomials that are orthogonal on multiple, disjoint intervals for which analytical formulae are currently unknown. Our approach exploits the Fokas--Its--Kitaev Riemann--Hilbert…

Numerical Analysis · Mathematics 2024-01-18 Cade Ballew , Thomas Trogdon

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

We show how the continuous Almkvist-Zeilberger algorithm can be used to efficiently discover and prove differential equations satisfied by generating functions of sequences defined as integrals of powers of C-finite polynomial sequences…

Combinatorics · Mathematics 2015-12-23 Shalosh B. Ekhad , Doron Zeilberger

In this work, we propose an a pointwise a posteriori error estimator for conforming finite element approximations of eigenfunctions corresponding to multiple and clustered eigenvalues of elliptic operators. It is proven that the pointwise a…

Numerical Analysis · Mathematics 2025-11-12 Zhenglei Li , Qigang Liang , Xuejun Xu

Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…

Quantum Physics · Physics 2025-11-04 Emiliano Tolotti , Enrico Blanzieri , Davide Pastorello

The solution of large scale Sylvester matrix equation plays an important role in control and large scientific computations. A popular approach is to use the global GMRES algorithm. In this work, we first consider the global GMRES algorithm…

Numerical Analysis · Mathematics 2017-06-06 Najmeh Azizi Zadeh , Azita Tajaddini , Gang Wu

This work focuses on the critical aspect of accurate weight computation during the measurement incorporation phase of Gaussian mixture filters. The proposed novel approach computes weights by linearizing the measurement model about each…

Methodology · Statistics 2024-05-21 Dalton Durant , Andrey A. Popov , Renato Zanetti

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

Machine Learning · Computer Science 2023-01-31 Gui Citovsky , Giulia DeSalvo , Sanjiv Kumar , Srikumar Ramalingam , Afshin Rostamizadeh , Yunjuan Wang

This manuscript derives locally weighted ensemble Kalman methods from the point of view of ensemble-based function approximation. This is done by using pointwise evaluations to build up a local linear or quadratic approximation of a…

Numerical Analysis · Mathematics 2025-05-07 Philipp Wacker

Multivariate time series with long-dependence are observed in many applications such as finance , geophysics or neuroscience. Many packages provide estimation tools for univariate settings but few are addressing the problem of…

Statistics Theory · Mathematics 2018-11-27 Sophie Achard , Irène Gannaz

The paper describes a method to determine symmetrized weight enumerators of $p^m$-linear codes based on the notion of a disjoint weight enumerator. Symmetrized weight enumerators are given for the lifted quadratic residue codes of length 24…

Combinatorics · Mathematics 2007-07-16 I. M. Duursma , M. Greferath

Multiset automata are a class of automata for which the symbols can be read in any order and obtain the same result. We investigate weighted multiset automata and show how to construct them from weighted regular expressions. We present…

Formal Languages and Automata Theory · Computer Science 2018-06-12 Justin DeBenedetto , David Chiang

In this paper we present a new method for finding the weight enumerator of binary linear block codes by using genetic algorithms. This method consists in finding the binary weight enumerator of the code and its dual and to create from the…

Information Theory · Computer Science 2013-03-19 Said Nouh , Mostafa Belkasmi

We present an algorithm for computing approximate $\ell_p$ Lewis weights to high precision. Given a full-rank $\mathbf{A} \in \mathbb{R}^{m \times n}$ with $m \geq n$ and a scalar $p>2$, our algorithm computes $\epsilon$-approximate…

Data Structures and Algorithms · Computer Science 2021-11-01 Maryam Fazel , Yin Tat Lee , Swati Padmanabhan , Aaron Sidford

A novel approach to obtain weighted likelihood estimates of multivariate location and scatter is discussed. A weighting scheme is proposed that is based on the distribution of the Mahalanobis distances rather than the distribution of the…

Methodology · Statistics 2017-06-20 Claudio Agostinelli , Luca Greco

Discrete integration is a fundamental problem in computer science that concerns the computation of discrete sums over exponentially large sets. Despite intense interest from researchers for over three decades, the design of scalable…

Artificial Intelligence · Computer Science 2020-10-22 Jeffrey M. Dudek , Dror Fried , Kuldeep S. Meel

Iterated commutators of multilinear Calderon-Zygmund operators and pointwise multiplication with functions in $BMO$ are studied in products of Lebesgue spaces. Both strong type and weak end-point estimates are obtained, including weighted…

Classical Analysis and ODEs · Mathematics 2015-03-17 Carlos Perez , Gladis Pradolini , Rodolfo Torres , Rodrigo Trujillo-Gonzalez