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Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is complicated by the large fluctuations that occur in the tail of the distribution—the part of the distribution representing large but rare events—and by the difficulty of identifying the range over which power-law behavior holds. Commonly used methods for analyzing power-law data, such as least-squares fitting, can produce substantially inaccurate estimates of parameters for power-law distributions, and even in cases where such methods return accurate answers they are still unsatisfactory because they give no indication of whether the data obey a power law at all. Here we present a principled statistical framework for discerning and quantifying power-law behavior in empirical data. Our approach combines maximum-likelihood fitting methods with goodness-of-fit tests based on the Kolmogorov—Smirnov (KS) statistic and likelihood ratios. We evaluate the effectiveness of the approach with tests on synthetic data and give critical comparisons to previous approaches. We also apply the proposed methods to twenty-four real-world data sets from a range of different disciplines, each of which has been conjectured to follow a power-law distribution. In some cases we find these conjectures to be consistent with the data, while in others the power law is ruled out.

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the k dominant components of the singular value decomposition of an m × n matrix. (i) For a dense input matrix, randomized algorithms require O(mn log(k)) floating-point operations (flops) in contrast to O(mnk) for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multi-processor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to O(k) passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data.

In this paper we survey the primary research, both theoretical and applied, in the area of robust optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multistage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.

(ProQuest: ... denotes formulae/symbols omitted.)The authors present scalable algorithms for parallel adaptive mesh refinement and coarsening (AMR), partitioning, and 2:1 balancing on computational domains composed of multiple connected two-dimensional quadtrees or three-dimensional octrees, referred to as a forest of octrees. By distributing the union of octants from all octrees in parallel, they combine the high scalability proven previously for adaptive single-octree algorithms with the geometric flexibility that can be achieved by arbitrarily connected hexahedral macromeshes, in which each macroelement is the root of an adapted octree. A key concept of their approach is an encoding scheme of the interoctree connectivity that permits arbitrary relative orientations between octrees. They demonstrate the parallel scalability of p4est on its own and in combination with two geophysics codes. Using p4est they generate and adapt multioctree meshes with up to 5.13 x ... octants on as many as 220,320 CPU cores and execute the 2:1 balance algorithm in less than 10 seconds per million octants per process.

A new algorithm is developed for computing ..., where A is an n x n matrix and B is ... with ... The algorithm works for any A, its computational cost is dominated by the formation of products of A with ... matrices, and the only input parameter is a backward error tolerance. The algorithm can return a single matrix ... or a sequence ... on an equally spaced grid of points ... It uses the scaling part of the scaling and squaring method together with a truncated Taylor series approximation to the exponential. Numerical experiments show that the algorithm performs in a numerically stable fashion across a wide range of problems, and analysis of rounding errors and of the conditioning of the problem provides theoretical support. Experimental comparisons with MATLAB codes based on Krylov subspace, Chebyshev polynomial, and Laguerre polynomial methods show the new algorithm to be sometimes much superior in terms of computational cost and accuracy.(ProQuest: ... denotes formulae/symbols omitted.)

This survey provides an overview of higher-order tensor decompositions, their applications, and available software. A tensor is a multidimensional or N-way array. Decompositions of higher-order tensors (i.e., N-way arrays with N ≥ 3) have applications in psychometrics, chemometrics, signal processing, numerical linear algebra, computer vision, numerical analysis, data mining, neuroscience, graph analysis, and elsewhere. Two particular tensor decompositions can be considered to be higher-order extensions of the matrix singular value decomposition: CANDECOMP/PARAFAC (CP) decomposes a tensor as a sum of rank-one tensors, and the Tucker decomposition is a higher-order form of principal component analysis. There are many other tensor decompositions, including INDSCAL, PARAFAC2, CANDELINC, DEDICOM, and PARATUCK2 as well as nonnegative variants of all of the above. The N-way Toolbox, Tensor Toolbox, and Multilinear Engine are examples of software packages for working with tensors.

A full-rank matrix ${\\bf A}\\in {\\Bbb R}^{n\\times m}$ with n < m generates an underdetermined system of linear equations Ax = b having infinitely many solutions. Suppose we seek the sparsest solution, i.e., the one with the fewest nonzero entries. Can it ever be unique? If so, when? As optimization of sparsity is combinatorial in nature, are there efficient methods for finding the sparsest solution? These questions have been answered positively and constructively in recent years, exposing a wide variety of surprising phenomena, in particular the existence of easily verifiable conditions under which optimally sparse solutions can be found by concrete, effective computational methods. Such theoretical results inspire a bold perspective on some important practical problems in signal and image processing. Several well-known signal and image processing problems can be cast as demanding solutions of undetermined systems of equations. Such problems have previously seemed, to many, intractable, but there is considerable evidence that these problems often have sparse solutions. Hence, advances in finding sparse solutions to undetermined systems have energized research on such signal and image processing problems--to striking effect. In this paper we review the theoretical results on sparse solutions of linear systems, empirical results on sparse modeling of signals and images, and recent applications in inverse problems and compression in image processing. This work lies at the intersection of signal processing and applied mathematics, and arose initially from the wavelets and harmonic analysis research communities. The aim of this paper is to introduce a few key notions and applications connected to sparsity, targeting newcomers interested in either the mathematical aspects of this area or its applications.

Radial basis function (RBF) approximation is an extremely powerful tool for representing smooth functions in nontrivial geometries since the method is mesh-free and can be spectrally accurate. A perceived practical obstacle is that the interpolation matrix becomes increasingly ill-conditioned as the RBF shape parameter becomes small, corresponding to flat RBFs. Two stable approaches that overcome this problem exist: the Contour-Pade method and the RBF-QR method. However, the former is limited to small node sets, and the latter has until now been formulated only for the surface of the sphere. This paper focuses on an RBF-QR formulation for node sets in one, two, and three dimensions. The algorithm is stable for arbitrarily small shape parameters. It can be used for thousands of node points in two dimensions and still more in three dimensions. A sample MATLAB code for the two-dimensional case is provided. [PUBLICATION ABSTRACT]

Ordinary differential equations (ODEs) are a powerful tool for modeling dynamic processes with wide applications in a variety of scientific fields. Over the last two decades, ODEs have also emerged as a prevailing tool in various biomedical research fields, especially in infectious disease modeling. In practice, it is important and necessary to determine unknown parameters in ODE models based on experimental data. Identifiability analysis is the first step in determining unknown parameters in ODE models and such analysis techniques for nonlinear ODE models are still under development. In this article, we review identifiability analysis methodologies for nonlinear ODE models developed in the past couple of decades, including structural identifiability analysis, practical identifiability analysis, and sensitivity-based identifiability analysis. Some advanced topics and ongoing research are also briefly reviewed. Finally, some examples from modeling viral dynamics of HIV and influenza viruses are given to illustrate how to apply these identifiability analysis methods in practice.