相关论文: Condition Estimation by Means of the Power Method

In a partially observed quantum or classical system the information that we cannot access results in our description of the system becoming mixed even if we have perfect initial knowledge. That is, if the system is quantum the conditional…

We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses.…

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are…

This letter proposes a predictor-corrector method to strike a balance between simulation accuracy and efficiency by appropriately tuning the numerical integration step length of a power system time-domain simulation. Numerical tests…

The Lanczos method is one of the most powerful and fundamental techniques for solving an extremal symmetric eigenvalue problem. Convergence-based error estimates depend heavily on the eigenvalue gap. In practice, this gap is often…

Multiple matrix sampling is a survey methodology technique that randomly chooses a relatively small subset of items to be presented to survey respondents for the purpose of reducing respondent burden. The data produced are missing…

The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…

This Element offers a practical guide to estimating conditional marginal effects-how treatment effects vary with a moderating variable-using modern statistical methods. Commonly used approaches, such as linear interaction models, often…

An iterative algorithm is presented for solving the RPA equations of linear response. The method optimally computes the energy-weighted moments of the strength function, allowing one to match the computational effort to the intrinsic…

We study the average condition number for polynomial eigenvalues of collections of matrices drawn from various random matrix ensembles. In particular, we prove that polynomial eigenvalue problems defined by matrices with Gaussian entries…

We present a symbolic machinery that admits both probabilistic and causal information about a given domain and produces probabilistic statements about the effect of actions and the impact of observations. The calculus admits two types of…

In this paper we propose a new aggregation method for constructing composite indicators that is based on a penalization of the power means. The idea underlying this approach consists in multiplying the power mean by a factor that takes into…

We consider the problem of computing ratings using the results of games played between a set of n players, and show how this problem can be reduced to computing the positive eigenvectors corresponding to the dominant eigenvalues of certain…

In this paper we compare two methods for finding extremal eigenvalues and eigenvectors: the restarted Lanczos method and momentum accelerated power iterations. The convergence of both methods is based on ratios of Chebyshev polynomials…

This article study the average conditioning for a random underdetermined polynomial system. The expected value of the moments of the condition number are compared to the moments of the condition number of random matrices. An expression for…