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相关论文: On the error estimate for cubature on Wiener space

200 篇论文

We show that it is possible to obtain an $O(\epsilon^{-4/3})$ expected runtime --- including computational cost --- for finding $\epsilon$-stationary points of smooth nonconvex functions using cutting plane methods. This improves on the…

最优化与控制 · 数学 2019-06-28 Oliver Hinder

In this paper, some enhanced error estimates are derived for the augmented subspace methods which are designed for solving eigenvalue problems. We will show that the augmented subspace methods have the second order convergence rate which is…

数值分析 · 数学 2021-06-02 Haikun Dang , Yifan Wang , Hehu Xie , Chenguang Zhou

We introduce a framework for repurposing error estimators for source problems to compute an estimator for the gap between eigenspaces and their discretizations. Of interest are eigenspaces of finite clusters of eigenvalues of unbounded…

数值分析 · 数学 2026-02-05 Jay Gopalakrishnan , Gabriel Pinochet-Soto

We provide a necessary and sufficient condition for existence of Gaussian cubature formulas. It consists of checking whether some overdetermined linear system has a solution and so complements Mysovskikh's theorem which requires computing…

数值分析 · 数学 2011-05-30 Jean Lasserre

Drift analysis is a powerful tool for analyzing the time complexity of evolutionary algorithms. However, it requires manual construction of drift functions to bound hitting time for each specific algorithm and problem. To address this…

神经与进化计算 · 计算机科学 2026-03-04 Jun He , Siang Yew Chong , Xin Yao

We study rates of convergence in central limit theorems for partial sum of functionals of general stationary and non-stationary Gaussian sequences, using optimal tools from analysis on Wiener space. We apply our result to study drift…

统计理论 · 数学 2016-03-16 Khalifa Es-Sebaiy , Frederi Viens

We describe a new method to compute general cubature formulae. The problem is initially transformed into the computation of truncated Hankel operators with flat extensions. We then analyse the algebraic properties associated to flat…

代数几何 · 数学 2015-06-10 Marta Abril Bucero , Chandrajit Bajaj , Bernard Mourrain

To investigate objects without a describable notion of distance, one can gather ordinal information by asking triplet comparisons of the form "Is object $x$ closer to $y$ or is $x$ closer to $z$?" In order to learn from such data, the…

机器学习 · 计算机科学 2019-06-28 Michael Lohaus , Philipp Hennig , Ulrike von Luxburg

This paper deals with the estimation of the quadrature error of a Gaussian formula for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. For this purpose, in this work the averaged and…

数值分析 · 数学 2023-01-30 Eleonora Denich

A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…

数值分析 · 数学 2024-06-12 Sören Bartels , Alex Kaltenbach

Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…

数值分析 · 数学 2021-02-16 R. Jagadeeswaran , Fred J. Hickernell

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…

概率论 · 数学 2007-05-23 Nicolas Bouleau

Theoretical estimates for the cutoff errors in the Ewald summation method for dipolar systems are derived. Absolute errors in the total energy, forces and torques, both for the real and reciprocal space parts, are considered. The…

软凝聚态物质 · 物理学 2009-11-07 Zuowei Wang , Christian Holm

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

统计理论 · 数学 2007-06-13 Thomas C. M. Lee , Xiao-Li Meng

We consider covariance estimation of any subgaussian distribution from finitely many i.i.d. samples that are quantized to one bit of information per entry. Recent work has shown that a reliable estimator can be constructed if uniformly…

统计理论 · 数学 2024-01-15 Sjoerd Dirksen , Johannes Maly

This paper develops general space-efficient methods for error reduction for unitary quantum computation. Consider a polynomial-time quantum computation with completeness $c$ and soundness $s$, either with or without a witness (corresponding…

A formalism for quantum error correction based on operator algebras was introduced in [1] via consideration of the Heisenberg picture for quantum dynamics. The resulting theory allows for the correction of hybrid quantum-classical…

量子物理 · 物理学 2009-11-13 Cedric Beny , Achim Kempf , David W. Kribs

We consider a parabolic equation driven by a nonlinear diffusive operator and we obtain a gradient estimate in the domain where the equation takes place. This estimate depends on the structural constants of the equation, on the geometry of…

偏微分方程分析 · 数学 2021-02-08 Serena Dipierro , Zu Gao , Enrico Valdinoci

Trotterization is the most common and convenient approximation method for Hamiltonian simulations on digital quantum computers, but estimating its error accurately is computationally difficult for large quantum systems. Here, we develop a…

量子物理 · 物理学 2024-09-19 Tatsuhiko N. Ikeda , Hideki Kono , Keisuke Fujii

In our recent publication [1] we presented an exponential series approximation suitable for highly accurate computation of the complex error function in a rapid algorithm. In this Short Communication we describe how a simplified…

数值分析 · 数学 2012-05-09 S. M. Abrarov , B. M. Quine