2,119,574 research outputs found

    Bayesian computational methods

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    In this chapter, we will first present the most standard computational challenges met in Bayesian Statistics, focussing primarily on mixture estimation and on model choice issues, and then relate these problems with computational solutions. Of course, this chapter is only a terse introduction to the problems and solutions related to Bayesian computations. For more complete references, see Robert and Casella (2004, 2009), or Marin and Robert (2007), among others. We also restrain from providing an introduction to Bayesian Statistics per se and for comprehensive coverage, address the reader to Robert (2007), (again) among others.Comment: This is a revised version of a chapter written for the Handbook of Computational Statistics, edited by J. Gentle, W. Hardle and Y. Mori in 2003, in preparation for the second editio

    Approximate Bayesian Computational methods

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    Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions made to the original ABC algorithm over the recent years.Comment: 7 figure

    Computational algebraic methods in efficient estimation

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    A strong link between information geometry and algebraic statistics is made by investigating statistical manifolds which are algebraic varieties. In particular it it shown how first and second order efficient estimators can be constructed, such as bias corrected Maximum Likelihood and more general estimators, and for which the estimating equations are purely algebraic. In addition it is shown how Gr\"obner basis technology, which is at the heart of algebraic statistics, can be used to reduce the degrees of the terms in the estimating equations. This points the way to the feasible use, to find the estimators, of special methods for solving polynomial equations, such as homotopy continuation methods. Simple examples are given showing both equations and computations. *** The proof of Theorem 2 was corrected by the latest version. Some minor errors were also corrected.Comment: 21 pages, 5 figure

    Computational Methods for UV-Suppressed Fermions

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    Lattice fermions with suppressed high momentum modes solve the ultraviolet slowing down problem in lattice QCD. This paper describes a stochastic evaluation of the effective action of such fermions. The method is a based on the Lanczos algorithm and it is shown to have the same complexity as in the case of standard fermions.Comment: 10 pages, 1 figur

    Yang-Baxter Equations, Computational Methods and Applications

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    Computational methods are an important tool for solving the Yang-Baxter equations(in small dimensions), for classifying (unifying) structures, and for solving related problems. This paper is an account of some of the latest developments on the Yang-Baxter equation, its set-theoretical version, and its applications. We construct new set-theoretical solutions for the Yang-Baxter equation. Unification theories and other results are proposed or proved.Comment: 12 page

    Computational Nuclear Physics and Post Hartree-Fock Methods

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    We present a computational approach to infinite nuclear matter employing Hartree-Fock theory, many-body perturbation theory and coupled cluster theory. These lectures are closely linked with those of chapters 9, 10 and 11 and serve as input for the correlation functions employed in Monte Carlo calculations in chapter 9, the in-medium similarity renormalization group theory of dense fermionic systems of chapter 10 and the Green's function approach in chapter 11. We provide extensive code examples and benchmark calculations, allowing thereby an eventual reader to start writing her/his own codes. We start with an object-oriented serial code and end with discussions on strategies for porting the code to present and planned high-performance computing facilities.Comment: 82 pages, to appear in Lecture Notes in Physics (Springer), "An advanced course in computational nuclear physics: Bridging the scales from quarks to neutron stars", M. Hjorth-Jensen, M. P. Lombardo, U. van Kolck, Editor
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