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High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…

Methodology · Statistics 2019-07-16 Darren Homrighausen , Daniel J. McDonald

We study weighted programming, a programming paradigm for specifying mathematical models. More specifically, the weighted programs we investigate are like usual imperative programs with two additional features: (1) nondeterministic…

Programming Languages · Computer Science 2022-04-01 Kevin Batz , Adrian Gallus , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Tobias Winkler

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…

Methodology · Statistics 2015-07-14 Yun Yang , Surya Tokdar

Since the elimination algorithm of Fourier and Motzkin, many different methods have been developed for solving linear programs. When analyzing the time complexity of LP algorithms, it is typically either assumed that calculations are…

Optimization and Control · Mathematics 2020-01-01 Ambros Gleixner , Daniel E. Steffy

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

Decomposition formulas associated with the Lauricella multivariable hypergeometric functions were known, however, due to the recurrence of those formulas, additional difficulties may arise in the applications. Further study of the…

Analysis of PDEs · Mathematics 2019-05-29 Tuhtasin Ergashev

Finely tuning MPI applications and understanding the influence of keyparameters (number of processes, granularity, collective operationalgorithms, virtual topology, and process placement) is critical toobtain good performance on…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-10 Tom Cornebize , Arnaud Legrand

Large pre-trained models have enabled significant advances in machine learning and served as foundation components. Model fusion methods, such as task arithmetic, have been proven to be powerful and scalable to incorporate fine-tuned…

Machine Learning · Computer Science 2024-03-12 Anke Tang , Li Shen , Yong Luo , Yibing Zhan , Han Hu , Bo Du , Yixin Chen , Dacheng Tao

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

Econometrics · Economics 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…

Machine Learning · Statistics 2024-01-02 Ali Eshragh , Luke Yerbury , Asef Nazari , Fred Roosta , Michael W. Mahoney

This paper presents the Gaussian subordination framework to generate optimal one-sided approximations to multidimensional real-valued functions by functions of prescribed exponential type. Such extremal problems date back to the works of…

Classical Analysis and ODEs · Mathematics 2021-09-30 Emanuel Carneiro , Friedrich Littmann

This short paper gives an introduction to the \emph{rcss} package. The R package \emph{rcss} provides users with a tool to approximate the value functions in the Bellman recursion using convex piecewise linear functions formed using…

Mathematical Software · Computer Science 2018-01-19 Juri Hinz , Jeremy Yee

The CompModels package for R provides a suite of computer model test functions that can be used for computer model prediction/emulation, uncertainty quantification, and calibration, but in particular, the sequential optimization of computer…

Computation · Statistics 2021-01-08 Tony Pourmohamad

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

This article explains the usage of R package CausalModels, which is publicly available on the Comprehensive R Archive Network. While packages are available for sufficiently estimating causal effects, there lacks a package that provides a…

Methodology · Statistics 2023-07-19 Joshua Wolff Anderson , Cyril Rakovski

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

The polylogarithm function is one of the constellation of important mathematical functions. It has a long history, and many connections to other special functions and series, and many applications, for instance in statistical physics.…

Numerical Analysis · Mathematics 2020-10-21 Matthew Roughan

MultiPrecisionArrays.jl is a Julia package. This package provides data structures and solvers for several variants of iterative refinement. It will become much more useful when half precision (aka Float16) is fully supported in LAPACK/BLAS.…

Numerical Analysis · Mathematics 2025-08-11 C. T. Kelley

Evaluation of relativistic molecular integrals over exponential-type spinor orbitals require using the relativistic auxiliary functions in prolate spheroidal coordinates. They have derived recently by the author [Physical Review E 91,…

Computational Physics · Physics 2022-01-26 Ali Bagci

In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…

Optimization and Control · Mathematics 2018-11-16 M. V. Dolgopolik