相关论文: Robust estimation of the exponent function in the …
A supersymmetric class of free damped oscillators with three parameters has been obtained in 1998 by Rosu and Reyes through the factorization of the Newton equation. The supplementary parameter is the integration constant of the general…
This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…
The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…
The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…
We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…
The authors present a new simple algorithm to approximate weakly stochastic differential equations in the spirit of [1] and [2]. They apply it to the problem of pricing Asian options under the Heston stochastic volatility model, and compare…
This note contains a short and simple proof of Wormald's differential equation method (that yields slightly improved approximation guarantees and error probabilities). This powerful method uses differential equations to approximate the…
This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…
We develop a validated numerical procedure for continuation of local stable/unstable manifold patches attached to equilibrium solutions of ordinary differential equations. The procedure has two steps. First we compute an accurate high order…
The conformal formulation of the Einstein constraint equations has been studied intensively since the modern version of the conformal method was first pub- lished in the early 1970s. Proofs of existence and uniqueness of solutions were…
The Generalized Riemann Problems (GRP) for nonlinear hyperbolic systems of balance laws in one space dimension are now well-known and can be formulated as follows: Given initial-data which are smooth on two sides of a discontinuity,…
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al.…
Within about a year (1916-1917) Chapman and Enskog independently proposed an important expansion for solving the Boltzmann equation. However, the expansion is divergent or indeterminant in the case of relaxation time $\tau \geq 1$. Even…
We construct new rational approximants of Euler's constant that improve those of Aptekarev et al. (2007) and Rivoal (2009). The approximants are given in terms of certain (mixed type) multiple orthogonal polynomials associated with the…
In this work, we introduce a quadratically convergent and dynamically consistent integrator specifically designed for the replicator dynamics. The proposed scheme combines a two-stage rational approximation with a normalization step to…
We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted…
We study the task of learning Generalized Linear models (GLMs) in the agnostic model under the Gaussian distribution. We give the first polynomial-time algorithm that achieves a constant-factor approximation for \textit{any} monotone…
We consider the asymptotic method designed by F. Olver [Olver, 1974] for linear differential equations of the second order containing a large (asymptotic) parameter $\Lambda$: $x^my"-\Lambda^2y=g(x)y$, with $m\in\mathbb{Z}$ and $g$…
In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…