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Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

Quasiperiodic systems are important space-filling ordered structures, without decay and translational invariance. How to solve quasiperiodic systems accurately and efficiently is of great challenge. A useful approach, the projection method…

Numerical Analysis · Mathematics 2024-01-18 Kai Jiang , ShiFeng Li , Pingwen Zhang

Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. In this work, we present a new algorithm, based on a Newton root search technique, for computing the projection onto…

Optimization and Control · Mathematics 2021-03-25 Gustavo Chau , Brendt Wohlberg , Paul Rodriguez

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

Numerical integration methods are central to the study of self-gravitating systems, particularly those comprised of many bodies or otherwise beyond the reach of analytical methods. Predictor-corrector schemes, both multi-step methods and…

Instrumentation and Methods for Astrophysics · Physics 2025-01-24 Alexander J. Dittmann

In this paper we address smoothing-that is, optimisation-based-estimation techniques for localisation problems in the case where motion sensors are very accurate. Our mathematical analysis focuses on the difficult limit case where motion…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Paul Chauchat , Silvere Bonnabel , Axel Barrau

K-Means algorithm is a popular clustering method. However, it has two limitations: 1) it gets stuck easily in spurious local minima, and 2) the number of clusters k has to be given a priori. To solve these two issues, a multi-prototypes…

Machine Learning · Computer Science 2023-02-15 Dong Li , Shuisheng Zhou , Tieyong Zeng , Raymond H. Chan

We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…

Computation · Statistics 2015-12-10 Lutz Duembgen , Klaus Nordhausen , Heike Schuhmacher

A collection of algorithms is described for numerically computing with smooth functions defined on the unit sphere. Functions are approximated to essentially machine precision by using a structure-preserving iterative variant of Gaussian…

Numerical Analysis · Mathematics 2016-04-05 Alex Townsend , Heather Wilber , Grady B. Wright

Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex…

Optimization and Control · Mathematics 2018-11-06 Dmitriy Drusvyatskiy , Adrian S. Lewis

This paper proposes a novel advanced motion model to handle the irregular motion for the cubic map projection of 360-degree video. Since the irregular motion is mainly caused by the projection from the sphere to the cube map, we first try…

Multimedia · Computer Science 2017-02-22 Li Li , Zhu Li , Madhukar Budagavi , Houqiang Li

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

In this paper, we deal with the problem of optimizing a black-box smooth function over a full-dimensional smooth convex set. We study sets of feasible curves that allow to properly characterize stationarity of a solution and possibly carry…

Optimization and Control · Mathematics 2026-04-03 Xiaoxi Jia , Matteo Lapucci , Pierluigi Mansueto

Blurring mean shift (BMS) algorithm, a variant of the mean shift algorithm, is a kernel-based iterative method for data clustering, where data points are clustered according to their convergent points via iterative blurring. In this paper,…

Machine Learning · Computer Science 2024-02-26 Ryoya Yamasaki , Toshiyuki Tanaka

With the development of robotics, there are growing needs for real time motion planning. However, due to obstacles in the environment, the planning problem is highly non-convex, which makes it difficult to achieve real time computation…

Optimization and Control · Mathematics 2018-05-22 Changliu Liu , Chung-Yen Lin , Masayoshi Tomizuka

Clustering mixtures of Gaussian distributions is a fundamental and challenging problem that is ubiquitous in various high-dimensional data processing tasks. While state-of-the-art work on learning Gaussian mixture models has focused…

Machine Learning · Computer Science 2018-03-05 Dan Kushnir , Shirin Jalali , Iraj Saniee

In this paper, the purpose is to introduce and study a new modified shrinking projection algorithm with inertial effects, which solves split common fixed point problems in Banach spaces. The corresponding strong convergence theorems are…

Optimization and Control · Mathematics 2020-08-31 Zheng Zhou , Bing Tan , Songxiao Li

Robust estimation is essential in computer vision, robotics, and navigation, aiming to minimize the impact of outlier measurements for improved accuracy. We present a fast algorithm for Geman-McClure robust estimation, FracGM, leveraging…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Bang-Shien Chen , Yu-Kai Lin , Jian-Yu Chen , Chih-Wei Huang , Jann-Long Chern , Ching-Cherng Sun

The Moore-Penrose algorithm provides a generalized notion of an inverse, applicable to degenerate matrices. In this paper, we introduce a covariant extension of the Moore-Penrose method that permits to deal with general relativity involving…

General Relativity and Quantum Cosmology · Physics 2025-03-04 Arthur Garnier , Emmanuele Battista