In this paper we present Laplace approximations for two functions of matrix argument: the Type I confluent hypergeometric function and the Gauss hypergeometric function. Both of these functions play ...

L. Jeff Hong, Yi Yang, Liwei Zhang, Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach, Operations Research, Vol. 59, No. 3 (May • June • 2011), pp. 617-630 ...

Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

Lakkaraju, Himabindu, Ece Kamar, Rich Caruana, and Jure Leskovec. "Interpretable and Explorable Approximations of Black Box Models." Paper presented at the 4th Workshop on Fairness, Accountability, ...

In research area C, we will focus on the development and foundation of mathematical models and their approximations that are relevant in the life sciences, physics, chemistry, and engineering. We will ...

Computing derivatives by finite-difference approximations can be very time consuming, especially for second-order derivatives based only on values of the objective function (FD= option). If analytical ...

Integral Approximations An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED ...

Nuclear physicists at the University of Washington developed a new framework to analyze how theoretical approximations influence quantum computers' representation of many-body systems required for ...

ABSTRACT This paper presents a new numerical method to solve the integral equation defining the early exercise boundary of an American option. It is shown that the early exercise boundaries of ...