For questions related to approximations

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68 views

Best simple exponential estimator

Given smooth enough positive $f(x)$. Find real $c$ such that $$\int_0^1 (e^{cx}-f(x))^2dx$$ is minimized. Note: it only looks innocent..
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130 views

Approximation of an exponential sum

Consider the flowing exponential sum with $x,\,y \ge 0$ and $c_i,\, d_i$ is a real number for $i=1,..,N$ $$ E=\sum\limits_{i = 1}^N \exp \left(- \left( x - c_i \right)^2 - \left( y - d_i \right)^2 ...
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91 views

Turn ugly series into a nice approximation

I am currently struggeling with a series(actually two). The problem is, that I can do nothing with them, since this expression is so ugly. I would love to hear about any kind of approximations that ...
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64 views

How do you interpolate the local maxima of a set of points in more than 3 dimensions?

I have a set of about 400 points each with 6 coordinates and one scalar value. How can I find out where the local maxima are?
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14 views

Fittig N-D periodic functions

Besides fourier series, are there any stable way to fit N-D nonlinear functions that demonstrate some degree of periodicity, sigmoid neural networks works poorly in this domain.
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150 views

Discrete approximation to a continuous probability density function

I want to approximate a continuous, finite probability density function, with a specified number $N$ of points, in the following way: If the pdf is 1-dimensional, defined over the section [0,1], then ...
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37 views

a question in projection

Let $V=L^2(\Omega)$, and $$k=\{v \in V ~s.t ~||v||_{L^2(\Omega)}\leq 1 \}$$ I need to find projection for any $u \in V$ on $k$. Please help me.I do not have any idea about this problem. I have many ...
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191 views

numerical approximation to logarithm

we know that $$ \ln(x)=\frac{1}{x} \int_{0}^{1}dt \frac{1}{1+xt} $$ then given a cuadrature formula inside $(0,1)$ is that true $$ \ln(x)= \frac{1}{x}\sum_{i}\frac{w_{i}}{1+xt_{i}} $$ wht other ...
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124 views

How to estimate linear operator?

Suppose the complex column vector $\mathbf{x}$ is linearly transformed by the complex matrix $\mathbf{T}$ into $\mathbf{y}$: \begin{align} \mathbf{y} = \mathbf{T}{x} \end{align} Assuming ...
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280 views

How to calculate probability with sigmoid output in feedforward neural network?

first of all I'm sorry for my not very skilled English, but I will do my best to explain my problem. I'm trying to create a feedforward neural network with one hidden layer (with probably arctan ...
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32 views

${{\left( 1-p \right)}^{n}}{{\text{ }}_{1}}{{F}_{1}}\left( n+1,n+a+1,\lambda T \right)\approx ?$

I am trying to approximate $$\frac{p\left( n+a,\bar\lambda T \right){{\left( 1-p \right)}^{n}}_{1}{{F}_{1}}\left( n+1,n+a+1,\lambda T \right)}{p\left( n+a,\bar\lambda T \right)}={{\left( 1-p ...
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275 views

Simpson's Rule derived from Trapezoidal Rule

I was just wondering if I could have some assistance in regards to the Trapezoidal Rule and Simpson's Rule. I have a question where it asks to generalize the Trapezoidal Rule to the case of ...
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42 views

Small Inhomogeneity of Differential Equation

Given a variable $x\in[-L,L]$ with $L\in \mathbb{R}$, first consider a generic homogeneous second order differential equation with potential $V(x)$: $$\left(\frac{d^2}{dx^2}+V(x)\right)f(x)=0$$ Let ...
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77 views

Smooth Approximation of $L^p$ function

Given a bounded domain $\Omega \subset \mathbb{R}^n$, is it possible to approximate every $L^p(\Omega)$ function (where $1\leq p < \infty$) by smooth functions $\mathit{C}^{\infty}$ ?
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22 views

Is there a way to estimate the range of fitting coefficients from only the data?

Considering an approximation $f$ for a set of $N$ data points $(x,y)$ using, for example, $M$ radial basis functions at arbitrary sites in the domain $f_i = \sum_{j=1} ^M c_j\phi(||x_i-x_j||)$ where ...
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78 views

Expansion in powers

Let $n=2k, k \in Z_+$. Let $$P_k\left(\frac{t}{\sqrt n}\right)=n!\sum_{\begin{smallmatrix} n_1+\ldots+n_k=n \\ ...
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229 views

Approximations of the incomplete elliptic integral of the second kind

For a calculation I am working on I need to determine the arc length $l$ of a part of an ellipse in terms of the major axis $2a$, the minor axis $2b$ and the angle $\phi$. I know that this is a ...
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115 views

Approximate CDF of the sum of a gaussian and a truncated gaussian

I am looking for a quick-to-compute approximation of the CDF of $X+Y$, where $X \sim N(0,\sigma_1^2)$ and $Y$ is a truncated gaussian, more specifically, a gaussian with mean $0$, standard deviation ...
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55 views

alternating series estimation with integral?

We know that there are some approximation like Abel's identity. If $\lambda_n$ is increasing and $$ C(x)=\sum_{\lambda_n\le x}c_n,\qquad(c_n\in\mathbb{C}) $$ Then if $X\ge\lambda_1$ and $\phi(x)$ has ...
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25 views

$i^{-k}\pi^{n/2}\Gamma(\frac{k}{2})/\Gamma(\frac{n+k}{2})\approx k^{-n/2}~~(k\rightarrow \infty)$

Here $i$ is complex number, $n$ is positive integer. Show that $$i^{-k}\pi^{n/2}\Gamma(\frac{k}{2})/\Gamma(\frac{n+k}{2})\approx k^{-n/2}~~(k\rightarrow \infty)$$ This question appears from Stein's ...
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98 views

Approximation of SDE

I have been struggling with the following problem: If you want to find a numerical result by simulating the paths of a stochastic differential equation, in particular a geometric brownian motion I ...
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70 views

Intuition for approximating Ei(x)

I'm working with a function that is defined to be the sum of a series, and I'd like to either find its values, or approximate them analytically: $F(x) = \frac{1}{w} ...
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26 views

clairification on standard deviation

I have a homework question that gives me a set of $x$ values and their respective $f(x)$ values and asks me to find the line which best fits the data. I have to do this by finding the estimated ...
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178 views

Chebyshev Rational Approximation

Find the Chebyshev rational approximation of degree 4 with m=n=2 for $f(x)=\sin(x)$ . Now I do have a program that can evaluate this But its asking me to find the coefficients of the Chebyshev ...
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63 views

How to approximate $\sqrt[3]{x}$ when $x$ is rational number

One wants to approximate the real value of $\sqrt[3]{x}$ when $x$ is rational number. One want to approximate to two decimal digits. Is there any way to do this quickly?
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131 views

Upper bound for L1-L2 optimization problem

I am interested in the following convex optimization problem: \begin{align*} \max & ||x||_1 \\ \text{s.t.} & ||x-a||_1 \le K \\ & ||b\circ x||_2 \le 1\\ & x \in R^n \end{align*} where ...
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173 views

Approximate function using non-orthogonal basis

I'm currently trying to wrap my head around somebody's (very concise) description of Finite Element Analysis (FEA): ...
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182 views

Approximation algorithm for sine function

What is the most common approximation algorithm for sine function which can be implemented with self-organizing maps algorithm? I was thinking of least-squares approximation but I can't find a ...
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192 views

Bound on euclidean norm

Is it possible to find a suitable lower bound on $$\left|\left(tM+\sum_{k=2}^\infty\frac{(tM)^k}{k!}\right)\cdot b\right|$$ for $M$ as $n \times n$ matrix, $b$ as $1 \times n$ vector and for all $t$ ...
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210 views

Polynomial approx to the Normal density

I have found several polynomial some approximations to the Normal CDF$^{(1)}$, but my question is: are there good polynomial approximations to the Normal PDF? Thanks $^{(1)}$ For example, some are ...
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145 views

Solving or approximating an equation with radicals and arctan function

I have solved a differential equation recently, which left me with this whopper of inverse function to figure out. I know what $c$ is, I just haven't calculated its exact value based on the initial ...
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61 views

How can I compare two approximants to a bivariate function?

An application I'm working on has required me to find simple approximations to a rather complicated bivariate function $g(x,y)$ that also takes a long time to evaluate on the computer. Through sheer ...
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155 views

integral with Bessel function

Let $n$ be half an odd integer, say $n=k+1/2, k \in Z$. Let $q\geq 1$. I would like to calculate (or approximate) the following integral $$ \int_0^{\infty}\left(\sqrt{\frac{\pi}{2}}\cdot 1\cdot 3\cdot ...
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119 views

Worst-case error related to Cramer-Rao bound

I would like to understand the relation (if any) between the Cramer-Rao Lower Bound of estimation theory and the following simple definition of "reconstruction accuracy" which doesn't use any ...
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76 views

Describe growth of $\epsilon n$

For all $\epsilon$ we have that $f(n)\le \epsilon n$ where n is a natural number. What can we say about the growth of $f(n)$? Clearly $f(n)=O(n)$, can we say anything sharper?
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120 views

Extending Hermite polynomial interpolation

Working with the definition of Hermite polynomials $x_0,\ldots,x_n$ are distinct in $[a, b]$, $f''(x)$ is continuous on [a, b], then $$H_{2n+1}(x)=\sum_{j=0}^{n} [f(x_j)H_{n,j}(x)] +\sum_{j=0}^{n} ...
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285 views

Calculation of a 'double' sum

Let $n \in N$ and $q\geq 2$. I am trying to calculate the following sum: $$ \sum_{i=0}^{\sqrt n/2}\sum_{j= i \sqrt n }^{(i+1)\sqrt n}\frac{(-1)^q2^q(\frac{n}{2}-j)^q}{(n-j)!j!} $$ Any help will be ...
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75 views

Approximation or calculation of the probability of getting “clumps” when sampling from a uniform distribution

Suppose that there are $n$ independent samples $X_1,X_2,...,X_n$ sampled from the uniform distribution on $[0,1]$ with the pdf $f(x)=1$. Is there a good way to calculate or approximate the ...
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243 views

What “boundary conditions” can make a rectangle “look” like a circle?

I posted the question below in Stackoverflow but then realized that it perhaps would find a better audience here. I am solving a fourth order non-linear partial ...
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79 views

Combining multiple posterior distributions

I am new to Bayesian statistics, and thus have problems to come up with a solution for the following problem: Using Approximate Bayesian Computation (ABC), I generate a posterior distribution from ...
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77 views

Riemannian sums approximation: bounds on the argument

I'd like to approximate a sum of the form $ S(n)=\sum\limits_{k=1}^{n}\phi\left(\frac{k}{n}\right)$ with an integral using Riemannian sums: $$S(n) \approx n \int_{0}^{1}\phi(x)dx +o(n).$$ My ...
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36 views

Approximation of a function with certain restrictions at problematic points

I can't compute a Taylor series of a function like $f(x)=\sqrt{x}$ to some order around $x_0=0$, because the derivative at that point doesn't exist. If I consider the taylor series $Tf$ at any ...
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71 views

Approximation in the Plane of Constant Curvature

In Euclidean space, There is a classic Theorem claims that: The length of every rectifiable curve can be approximated by sufficiently small straight line segment with ends on the curve. Now, The ...
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139 views

Spline function: Parametric representation of a curve

I have this problem: I have a curve/figure on a sheet of graphpaper. Then I have to select points, read the x,y-values and label them $t_{0} = 1.0$ and $ t_{1}=2.0$ ect. I now have to obtain a table ...
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82 views

Find a special type of subgraph of certain edges that minimizes the cost of the edges in that subgraph

Say we have a graph $G=(V,E)$. Each edge $e$ in $E$ has a cost $c > 0$. Now we want to find a subgraph $G'=(V',E')$ of $G$ such that there is at least $k$ edges, $k>0$, and ...
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155 views

Terminology: Galerkin approximation

Dear all, I'm preparing a paper in which I'm trying to prove that my numerical approximation (Galerkin) of some mechanical problem indeed provides an approximation of the solution. In order to do so, ...
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117 views

Efficient way to recompute weights when shifting range of Legendre polynomial bases

I am storing a 2D (Cartesian) density function as a 2D patch with known X/Y limits and a set of 11 coefficients of the third order 2D Legendre polynomial basis functions over that patch. This works ...
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198 views

Gauss interpolation in 3D and friends

I was looking for approaches on how to adequately interpolate the values for a continuous 3D function for which I have the exact values in a 3D grid of equidistant points. I found that linear ...
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431 views

Approximate linear density function for a normal distribution

I'm working on implementing Order Preserving Encryption for Numeric Data, and part of the algorithm includes approximating density of the distribution as a linear density function $f(p) = qp+r$ where ...
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1k views

What are the advantages / disadvantages of using splines, smoothed splines, and gaussian process emulators?

I am interested in learning (and implementing) an alternative to polynomial interpolation. However, I am having trouble finding a good description of how these methods work, how they relate, and how ...