We gratefully acknowledge support from
the Simons Foundation and member institutions.

Computation

Authors and titles for recent submissions

[ total of 18 entries: 1-18 ]
[ showing up to 22 entries per page: fewer | more ]

Tue, 14 May 2024

[1]  arXiv:2405.07286 [pdf, ps, other]
Title: A Short Note on a Flexible Cholesky Parameterization of Correlation Matrices
Authors: Sean Pinkney
Subjects: Computation (stat.CO)
[2]  arXiv:2405.06798 [pdf, other]
Title: Estimating Value at Risk and Expected Shortfall: A Brief Review and Some New Developments
Authors: Kanon Kamronnaher, Andrew Bellucco, Whitney K. Huang, Colin M. Gallagher
Comments: 54 pages, 21 figures
Subjects: Computation (stat.CO)
[3]  arXiv:2405.07877 (cross-list from math.NA) [pdf, other]
Title: Optimal accuracy for linear sets of equations with the graph Laplacian
Authors: Richard B. Lehoucq, Michael Weylandt, Jonathan W. Berry
Subjects: Numerical Analysis (math.NA); Social and Information Networks (cs.SI); Computation (stat.CO)
[4]  arXiv:2405.06796 (cross-list from stat.ME) [pdf, other]
Title: The Multiple Change-in-Gaussian-Mean Problem
Authors: Paul Fearnhead, Piotr Fryzlewicz
Comments: This is a draft chapter from the forthcoming book "Change-Point Detection and Data Segmentation" by Paul Fearnhead and Piotr Fryzlewicz. Comments, particularly regarding the history of work in this area, are welcome
Subjects: Methodology (stat.ME); Statistics Theory (math.ST); Computation (stat.CO)
[5]  arXiv:2405.06672 (cross-list from stat.ML) [pdf, other]
Title: Liouville Flow Importance Sampler
Authors: Yifeng Tian, Nishant Panda, Yen Ting Lin
Comments: 25 pages, 7 figures, 15 tables. Submitted to and accepted by the 41th International Conference on Machine Learning (Vienna, Austria)
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Probability (math.PR); Data Analysis, Statistics and Probability (physics.data-an); Computation (stat.CO)

Mon, 13 May 2024

[6]  arXiv:2405.06464 (cross-list from math.NA) [pdf, other]
Title: Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers
Authors: Andraž Jelinčič, James Foster, Patrick Kidger
Subjects: Numerical Analysis (math.NA); Machine Learning (cs.LG); Probability (math.PR); Computation (stat.CO)
[7]  arXiv:2405.06136 (cross-list from math.NA) [pdf, ps, other]
Title: Skewness of a randomized quasi-Monte Carlo estimate
Authors: Zexin Pan, Art B. Owen
Subjects: Numerical Analysis (math.NA); Computation (stat.CO)

Fri, 10 May 2024

[8]  arXiv:2405.05679 (cross-list from math.ST) [pdf, other]
Title: Non-asymptotic estimates for accelerated high order Langevin Monte Carlo algorithms
Authors: Ariel Neufeld, Ying Zhang
Subjects: Statistics Theory (math.ST); Probability (math.PR); Computation (stat.CO); Machine Learning (stat.ML)
[9]  arXiv:2405.05429 (cross-list from cs.LG) [pdf, other]
Title: How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression
Authors: Lucas Kook, Chris Kolb, Philipp Schiele, Daniel Dold, Marcel Arpogaus, Cornelius Fritz, Philipp F. Baumann, Philipp Kopper, Tobias Pielok, Emilio Dorigatti, David Rügamer
Comments: Accepted at UAI 2024
Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Computation (stat.CO); Machine Learning (stat.ML)
[10]  arXiv:2405.05403 (cross-list from stat.ME) [pdf, other]
Title: A fast and accurate inferential method for complex parametric models: the implicit bootstrap
Authors: Samuel Orso, Mucyo Karemera, Maria-Pia Victoria-Feser, Stéphane Guerrier
Subjects: Methodology (stat.ME); Statistics Theory (math.ST); Computation (stat.CO)

Thu, 9 May 2024

[11]  arXiv:2405.05238 [pdf, other]
Title: Fast Exact/Conservative Monte Carlo Confidence Intervals
Authors: Amanda K. Glazer, Philip B. Stark
Subjects: Computation (stat.CO)
[12]  arXiv:2405.05073 [pdf, other]
Title: gasmodel: An R Package for Generalized Autoregressive Score Models
Authors: Vladimír Holý
Subjects: Computation (stat.CO)
[13]  arXiv:2405.04919 (cross-list from stat.ML) [pdf, other]
Title: Fast Computation of Leave-One-Out Cross-Validation for $k$-NN Regression
Authors: Motonobu Kanagawa
Subjects: Machine Learning (stat.ML); Data Structures and Algorithms (cs.DS); Machine Learning (cs.LG); Computation (stat.CO); Methodology (stat.ME)
[14]  arXiv:2405.04845 (cross-list from stat.ME) [pdf, other]
Title: Weighted Particle-Based Optimization for Efficient Generalized Posterior Calibration
Authors: Masahiro Tanaka
Subjects: Methodology (stat.ME); Computation (stat.CO)

Wed, 8 May 2024

[15]  arXiv:2405.04487 [pdf, other]
Title: UQ state-dependent framework for seismic fragility assessment of industrial components
Authors: C. Nardin, S. Marelli, O. S. Bursi, B. Sudret, M. Broccardo
Subjects: Computation (stat.CO); Applications (stat.AP)
[16]  arXiv:2405.04043 [pdf, other]
Title: Scalable Vertical Federated Learning via Data Augmentation and Amortized Inference
Authors: Conor Hassan, Matthew Sutton, Antonietta Mira, Kerrie Mengersen
Comments: 30 pages, 5 figures, 3 tables
Subjects: Computation (stat.CO); Machine Learning (cs.LG); Methodology (stat.ME); Machine Learning (stat.ML)
[17]  arXiv:2405.04531 (cross-list from stat.ME) [pdf, other]
Title: Stochastic Gradient MCMC for Massive Geostatistical Data
Authors: Mohamed A. Abba, Brian J. Reich, Reetam Majumder, Brandon Feng
Subjects: Methodology (stat.ME); Computation (stat.CO)
[18]  arXiv:2405.03985 (cross-list from stat.ME) [pdf, other]
Title: Bayesian Multilevel Compositional Data Analysis: Introduction, Evaluation, and Application
Authors: Flora Le, Tyman E. Stanford, Dorothea Dumuid, Joshua F. Wiley
Subjects: Methodology (stat.ME); Computation (stat.CO)
[ total of 18 entries: 1-18 ]
[ showing up to 22 entries per page: fewer | more ]

Disable MathJax (What is MathJax?)

Links to: arXiv, form interface, find, stat, new, 2405, contact, help  (Access key information)