Related papers: Multicanonical Recursions
We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression…
The aim of our paper is to formulate and solve problems concerning multitime multiple recurrence equations. We discuss in detail the generic properties and the existence and uniqueness of solutions. Among the general things, we discuss in…
This paper reports on a simple pure numerical method developed for computing Hansen coefficients by using recursive harmonic analysis technique. The precision criteria of the computations are very satisfactory and provide materials for…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
I discuss computational challenges in the relativistic few-nucleon problem and the resolution of some of these challenges. I also discuss the outlook for the future.
The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…
We use recent results on algorithms for Markov decision problems to show that a canonical form for a generalized P-matrix can be computed, in some important cases, by a strongly polynomial algorithm.
We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…
In a previous paper a new approach has been introduced for computing, recursively and numerically, one-loop tensor integrals. Here we describe a few modifications of the original method that allow a more efficient numerical implementation…
We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…
We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational…
We consider the interpolation problem with the inverse multiquadric radial basis function. The problem usually produces a large dense linear system that has to be solved by iterative methods. The efficiency of such methods is strictly…
We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…
In this paper we introduce a method for resolving multi-parameter likelihoods by fixing all parameter values, but two. Evaluation of those two variables is followed by iteratively cycling through each of the parameters in turn until…
First, an abstract scheme of constructing biorthogonal rational systems related to some interpolation problems is proposed. We also present a modification of the famous step-by-step process of solving the Nevanlinna-Pick problems for…
We describe an algorithm that takes as input a complex sequence $(u_n)$ given by a linear recurrence relation with polynomial coefficients along with initial values, and outputs a simple explicit upper bound $(v_n)$ such that $|u_n| \leq…
This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The…
We set up a method for a recursive calculation of the effective potential which is applied to a cubic potential with imaginary coupling. The result is resummed using variational perturbation theory (VPT), yielding an exponentially fast…