Optimal estimation of direction in regression models with large number of parameters

We consider the problem of estimating the optimal direction in regression by maximizing the probability that the scalar product between the vector of unknown parameters and the chosen direction is positive. The estimator maximizing this probability is simple in form, and is especially useful for situations where the number of parameters is much larger than the number of observations. We provide examples which show that this estimator is superior to state-of-the-art methods such as the LASSO for estimating the optimal direction

Interpretation of percolation in terms of infinity computations

In this paper, a number of traditional models related to the percolation theory has been considered by means of new computational methodology that does not use Cantor's ideas and describes infinite and infinitesimal numbers in accordance with the principle `The part is less than the whole'. It gives a possibility to work with finite, infinite, and infinitesimal quantities numerically by using a new kind of a computer - the Infinity Computer - introduced recently in by Ya.D. Sergeyev in a number of patents. The new approach does not contradict Cantor. In contrast, it can be viewed as an evolution of his deep ideas regarding the existence of different infinite numbers in a more applied way. Site percolation and gradient percolation have been studied by applying the new computational tools. It has been established that in an infinite system the phase transition point is not really a point as with respect of traditional approach. In light of new arithmetic it appears as a critical interval, rather than a critical point. Depending on "microscope" we use this interval could be regarded as finite, infinite and infinitesimal short interval. Using new approach we observed that in vicinity of percolation threshold we have many different infinite clusters instead of one infinite cluster that appears in traditional consideration.Comment: 22 pages, 7 figures. arXiv admin note: substantial text overlap with arXiv:1203.4140, arXiv:1203.316

Planar methods and grossone for the Conjugate Gradient breakdown in nonlinear programming

This paper deals with an analysis of the Conjugate Gradient (CG) method (Hestenes and Stiefel in J Res Nat Bur Stand 49:409-436, 1952), in the presence of degenerates on indefinite linear systems. Several approaches have been proposed in the literature to issue the latter drawback in optimization frameworks, including reformulating the original linear system or recurring to approximately solving it. All the proposed alternatives seem to rely on algebraic considerations, and basically pursue the idea of improving numerical efficiency. In this regard, here we sketch two separate analyses for the possible CG degeneracy. First, we start detailing a more standard algebraic viewpoint of the problem, suggested by planar methods. Then, another algebraic perspective is detailed, relying on a novel recently proposed theory, which includes an additional number, namely grossone. The use of grossone allows to work numerically with infinities and infinitesimals. The results obtained using the two proposed approaches perfectly match, showing that grossone may represent a fruitful and promising tool to be exploited within Nonlinear Programming

Computation of higher order Lie derivatives on the Infinity Computer

In this paper, we deal with the computation of Lie derivatives, which are required, for example, in some numerical methods for the solution of differential equations. One common way for computing them is to use symbolic computation. Computer algebra software, however, might fail if the function is complicated, and cannot be even performed if an explicit formulation of the function is not available, but we have only an algorithm for its computation. An alternative way to address the problem is to use automatic differentiation. In this case, we only need the implementation of the algorithm that evaluates the function in terms of its analytic expression in a programming language, but we cannot use this if we have only a compiled version of the function. In this paper, we present a novel approach for calculating the Lie derivative of a function, even in the case where its analytical expression is not available, that is based on the Infinity Computer arithmetic. A comparison with symbolic and automatic differentiation shows the potentiality of the proposed technique

Numerical infinities and infinitesimals: Methodology, applications, and repercussions on two Hilbert problems

In this survey, a recent computational methodology paying a special attention to the separation of mathematical objects from numeral systems involved in their representation is described. It has been introduced with the intention to allow one to work with infinities and infinitesimals numerically in a unique computational framework in all the situations requiring these notions. The methodology does not contradict Cantor’s and non-standard analysis views and is based on the Euclid’s Common Notion no. 5 “The whole is greater than the part” applied to all quantities (finite, infinite, and infinitesimal) and to all sets and processes (finite and infinite). The methodology uses a computational device called the Infinity Computer (patented in USA and EU) working numerically (recall that traditional theories work with infinities and infinitesimals only symbolically) with infinite and infinitesimal numbers that can be written in a positional numeral system with an infinite radix. It is argued that numeral systems involved in computations limit our capabilities to compute and lead to ambiguities in theoretical assertions, as well. The introduced methodology gives the possibility to use the same numeral system for measuring infinite sets, working with divergent series, probability, fractals, optimization problems, numerical differentiation, ODEs, etc. (recall that traditionally different numerals lemniscate; Aleph zero, etc. are used in different situations related to infinity). Numerous numerical examples and theoretical illustrations are given. The accuracy of the achieved results is continuously compared with those obtained by traditional tools used to work with infinities and infinitesimals. In particular, it is shown that the new approach allows one to observe mathematical objects involved in the Hypotheses of Continuum and the Riemann zeta function with a higher accuracy than it is done by traditional tools. It is stressed that the hardness of both problems is not related to their nature but is a consequence of the weakness of traditional numeral systems used to study them. It is shown that the introduced methodology and numeral system change our perception of the mathematical objects studied in the two problems

UN SEMPLICE MODO PER TRATTARE LE GRANDEZZE INFINITE ED INFINITESIME

A new computational methodology allowing one to work in a new way with infinities and infinitesimals is presented in this paper. The new approach, among other things, gives the possibility to calculate the number of elements of certain infinite sets, avoids indeterminate forms and various kinds of divergences. This methodology has been used by the author as a starting point in developing a new kind of computer – the Infinity Computer – able to execute computations and to store in its memory not only finite numbers but also infinite and infinitesimal ones

Higher order numerical differentiation on the Infinity Computer

There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of information. In this paper, a new way to do this is presented for a new kind of a computer - the Infinity Computer - able to work numerically with finite, infinite, and infinitesimal number. It is proved that the Infinity Computer is able to calculate values of derivatives of a higher order for a wide class of functions represented by computer procedures. It is shown that the ability to compute derivatives of arbitrary order automatically and accurate to working precision is an intrinsic property of the Infinity Computer related to its way of functioning. Numerical examples illustrating the new concepts and numerical tools are given