Related papers: Multicanonical Recursions
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
We propose two efficient algorithms for configurational sampling of systems with rough energy landscape. The first one is a new method for the determination of the multicanonical weight factor. In this method a short replica-exchange…
Some difficulties regarding the application of the well-known sieve method are considered in the case when a practical (program) realization of selecting elements, having a particular property among the elements of a set with a sufficiently…
We review autoregressive models for the analysis of multivariate count time series. In doing so, we discuss the choice of a suitable distribution for a vectors of count random variables. This review focus on three main approaches taken for…
We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…
We provide a multilevel approach for analysing performances of parallel algorithms. The main outcome of such approach is that the algorithm is described by using a set of operators which are related to each other according to the problem…
The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…
In this paper we introduce a family of rational approximations of the reciprocal of a $\phi$-function involved in the explicit solutions of certain linear differential equations, as well as in integration schemes evolving on manifolds. The…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…
The parameters of uniformly accelerated reference frame s three equivalent ways is calculated. The article also found explicitly transformation to uniformly accelerated reference frame and proved the assertion that Thomas precession and…
In recent years, differential equations have become the method of choice to compute multi-loop Feynman integrals. Whenever they can be cast into canonical form, their solution in terms of special functions is straightforward. Recently,…
Differential equations are one of the main approaches to evaluate multi-loop Feynman integrals. The construction of a canonical or $\varepsilon$-factorised basis for multi-loop integrals remains a key bottleneck for this approach,…
The idea of rare event sampling is applied to the estimation of the performance of error-correcting codes. The essence of the idea is importance sampling of the pattern of noises in the channel by Multicanonical Monte Carlo, which enables…
The first author introduced a sequence of polynomials (\cite{8}, sequence A174531) defined recursively. One of the main results of this study is proof of the integrality of its coefficients.
In this paper we present criteria for the optimal choice of the shape parameter c contained in the famous radial function multiquadrics.
In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…
Recursion formulae are derived for the calculation of two centre matrix elements of a radial function in relativistic quantum mechanics. The recursions are obtained between not necessarily diagonal radial eigensates using arbitrary radial…
Some iterative techniques are defined to solve reversible inverse problems and a common formulation is explained. Numerical improvements are suggested and tests validate the methods.
We propose a recursive algorithm for the calculation of multi-baryon correlation functions that combines the advantages of a recursive approach with those of the recently proposed unified contraction algorithm. The independent components of…
This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…