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Closed Form Summation for Classical Distributions: Variations on Theme of De Moivre
Binomial distribution Stirling's formula his- tory of probability Pearson curves Stein's identity mean absolute deviation.
2015/7/14
De Moivre gave a simple closed form expression for the mean
absolute deviation of the binomial distribution. Later authors showed
that similar closed form expressions hold for many of the other cl...
Closed-Form Solutions to A Category of Nuclear Norm Minimization Problems
Closed-Form Solutions Nuclear Norm Minimization Problems
2010/11/24
It is an efficient and effective strategy to utilize the nuclear norm approximation to learn low-rank matrices, which arise frequently in machine learning and computer vision. So the exploration of n...
Semi-Closed Form Cubature and Applications to Financial Diffusion Models
Ninomiya–Victoir method cubature method Monte Carlo simulation
2010/12/16
Cubature methods, a powerful alternative to Monte Carlo due to Kusuoka [Adv. Math. Econ. 6, 69–83, 2004] and Lyons–Victoir [Proc. R. Soc.Lond. Ser.
Perturbation of Closed Range Operators
Hilbert space perturbation Hyers--Ulam stability closed operator semi-Fredholm operator
2010/2/25
Let T, A be operators with domains D(T) \subseteq D(A) in a normed space X. The operator A is called T-bounded if |Ax|\leq a|x|+b|Tx| for some a, b\geq 0 and all x \in D(T). If A has the Hyers--Ulam s...