Related papers: Parameter estimation for multivariate exponential …
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…
Extended Affine (EA) equivalence is the equivalence relation between two vectorial Boolean functions $F$ and $G$ such that there exist two affine permutations $A$, $B$, and an affine function $C$ satisfying $G = A \circ F \circ B + C$.…
This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…
This paper introduces a simple variant of the power method. It is shown analytically and numerically to accelerate convergence to the dominant eigenvalue/eigenvector pair; and, it is particularly effective for problems featuring a small…
Phase retrieval seeks to recover a complex signal from amplitude-only measurements, a challenging nonlinear inverse problem. Current theory and algorithms often ignore signal priors. By contrast, we evaluate here a variety of image priors…
In this paper we present an efficient algorithm for bivariate interpolation, which is based on the use of the partition of unity method for constructing a global interpolant. It is obtained by combining local radial basis function…
Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, stress testing programs, etc. These computations require from…
Iteration methods based on barycentric rational interpolation are derived that exhibit accelerating orders of convergence. For univariate root search, the derivative-free methods approach quadratic convergence and the first-derivative…
Based on the partition of parameter space, two algorithms for computing the rational univariate representation of zero-dimensional ideals with parameters are presented in the paper. Unlike the rational univariate representation of…
In this study, we develop a continuous data assimilation algorithm to recover the parameter $\alpha$ in the simplified Bardina model. Our method utilizes the observations of finitely many Fourier modes by using a nudging framework that…
Modeling data using manifold values is a powerful concept with numerous advantages, particularly in addressing nonlinear phenomena. This approach captures the intrinsic geometric structure of the data, leading to more accurate descriptors…
I present an algorithm for the reconstruction of multivariate rational functions from black-box probes. The arguably most important application in high-energy physics is the calculation of multi-loop and multi-leg amplitudes, where rational…
We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials. Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.
We consider a family of linear systems $A_\mu \alpha=C$ with system matrix $A_\mu$ depending on a parameter $\mu$ and for simplicity parameter-independent right-hand side $C$. These linear systems typically result from the…
Multiple binomial sums form a large class of multi-indexed sequences, closed under partial summation, which contains most of the sequences obtained by multiple summation of products of binomial coefficients and also all the sequences with…
We present an efficient separation of variables algorithm for the evaluation of imaginary time Feynman diagrams appearing in the bold pseudo-particle strong coupling expansion of the Anderson impurity model. The algorithm uses a fitting…
We investigate several fundamental characteristics of the multiloop functional renormalization group (mfRG) flow by hands of its application to a prototypical many-electron system: the Anderson impurity model (AIM). We first analyze the…
We consider the problem of computing univariate polynomial matrices over a field that represent minimal solution bases for a general interpolation problem, some forms of which are the vector M-Pad\'e approximation problem in [Van Barel and…
We propose a new probabilistic method for unsupervised recovery of corrupted data. Given a large ensemble of degraded samples, our method recovers accurate posteriors of clean values, allowing the exploration of the manifold of possible…