Related papers: High-precision numerical evaluation of Lauricella …
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…
We present the first systematic work for deriving a posteriori error estimates for general non-polynomial basis functions in an interior penalty discontinuous Galerkin (DG) formulation for solving second order linear PDEs. Our residual type…
Time series regression models are commonly used in time series analysis. However, in modern real-world applications, serially correlated data with an ultra-high dimension and fat tails are prevalent. This presents a challenge in developing…
We provide an exact infinite power series solution that describes the trajectory of a nonlinear simple pendulum undergoing librating and rotating motion for all time. Although the series coefficients were previously given in [V. Fair\'en,…
This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…
In many contexts it is necessary to determine coefficients of a basis expansion of a function ${f}\left(x_1, \ldots, x_D\right) $ from values of the function at points on a sparse grid. Knowing the coefficients, one has an interpolant or a…
In this work a general approach to compute a compressed representation of the exponential $\exp(h)$ of a high-dimensional function $h$ is presented. Such exponential functions play an important role in several problems in Uncertainty…
In this paper I give an evaluation of a functional integral by means of a series in functional derivatives, first of all we propose a differential equation of first order and solve it by iterative methods, to obtain a series for the…
In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
This paper proposes a matrix-free residual evaluation technique for the hybridizable discontinuous Galerkin method requiring a number of operations scaling only linearly with the number of degrees of freedom. The method results from…
This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…
In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…
Evaluation of the Voigt function, a convolution of a Lorentzian and a Gaussian profile, is essential in various fields such as spectroscopy, atmospheric science, and astrophysics. Efficient computation of the function is crucial, especially…
Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…
For the finite element solution of Poisson's equation, a local a posteriori error estimation based on the Hypercircle method is proposed. Even for the solution of Poisson's equation without the $H^2$ regularity, this method can provide…
The Bessel-Neumann expansion (of integer order) of a function $g:\mathbb{C}\rightarrow\mathbb{C}$ corresponds to representing $g$ as a linear combination of basis functions $\phi_0,\phi_1,\ldots$, i.e., $g(z)=\sum_{\ell = 0}^\infty w_\ell…
In this paper, we propose a general way of computing expectation values in the zero-range process, using an exact form of the partition function. As an example, we provide the fundamental diagram (the flux-density plot) of the asymmetric…
It is proved that the Laurent expansion of the following Gauss hypergeometric functions, 2F1(I1+a*epsilon, I2+b*ep; I3+c*epsilon;z), 2F1(I1+a*epsilon, I2+b*epsilon;I3+1/2+c*epsilon;z), 2F1(I1+1/2+a*epsilon, I2+b*epsilon; I3+c*epsilon;z),…
Physically relevant field-theoretic quantities are usually derived from perturbation techniques. These quantities are solved in the form of an asymptotic series in powers of small perturbation parameters related to the physical system, and…