相关论文: Practical Explicitly Invertible Approximation to 4…
The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…
In this paper we investigate the approximation of a diffusion model problem with contrasted diffusivity and the error analysis of various nonconforming approximation methods. The essential difficulty is that the Sobolev smoothness index of…
The Riemann $\Xi(z)$ function admits a Fourier transform of a even kernel $\Phi(t)$. The latter is related to the derivatives of Jacobi theta function $\theta(z)$, a modular form of weight $1/2$. P\'olya noticed that when $t$ goes to…
In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy…
We present four new mathematical methods, two exact and two approximate, along with open-source software, to compute the cdf, pdf and inverse cdf of the generalized chi-square distribution. Some methods are geared for speed, while others…
The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…
We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…
A bound for functional $\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)|$ is obtained, which is uniform for all distribution functions $F$ of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found,…
We consider the error due to a single bit-flip in a floating point number. We assume IEEE 754 double precision arithmetic, which encodes binary floating point numbers in a 64-bit word. We assume that the bit-flip happens randomly so it has…
Numerical approximate computation can solve large and complex problems fast. It has the advantage of high efficiency. However it only gives approximate results, whereas we need exact results in many fields. There is a gap between…
We give an upper bound for the exponential $\sum_{m=1}^M \exp( 2i\pi f (m))$ in terms of $M$ and $\lambda$, where $\lambda$ is a small positive number which denotes the size of the fourth derivative of the real valued function $f$. The…
We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: $\ell_2^2$, $\ell_1$, $f$-divergence, and separation distance. To…
We study the phase transition of a real scalar phi^4 theory in the two-loop Phi-derivable approximation using the imaginary time formalism, extending our previous (analytical) discussion of the Hartree approximation. We combine Fast Fourier…
Expectation Propagation is a very popular algorithm for variational inference, but comes with few theoretical guarantees. In this article, we prove that the approximation errors made by EP can be bounded. Our bounds have an asymptotic…
In the present work, the notion of Cubic Spline Super Fractal Interpolation Function (SFIF) is introduced to simulate an object that depicts one structure embedded into another and its approximation properties are investigated. It is shown…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
In our recent publications we have introduced the incomplete cosine expansion of the sinc function for efficient application in sampling [Abrarov & Quine, Appl. Math. Comput., 258 (2015) 425-435; Abrarov & Quine, J. Math. Research, 7 (2)…
A sharper estimate for the summatory Euler phi function $\sum_{n \leq x} \varphi(n)$ is presented in this work. It improves the established estimate in the current mathematical literature. In addition, an estimate for its reciprocal…