On Quadrature Methods for Refractory Point Process Likelihoods

On Quadrature Methods for Refractory Point Process Likelihoods

Parametric models of the conditional intensity of a point process (e.g., generalized linear models) are popular in statistical neuroscience, as they allow us to characterize the variability in neural responses in terms of stimuli and spiking history. Parameter estimation in these models relies heavily on accurate evaluations of the log likelihood and its derivatives. Classical approaches use a ...

islanding detection methods for microgrids

امروزه استفاده از منابع انرژی پراکنده کاربرد وسیعی یافته است . اگر چه این منابع بسیاری از مشکلات شبکه را حل می کنند اما زیاد شدن آنها مسائل فراوانی برای سیستم قدرت به همراه دارد . استفاده از میکروشبکه راه حلی است که علاوه بر استفاده از مزایای منابع انرژی پراکنده برخی از مشکلات ایجاد شده توسط آنها را نیز منتفی می کند . همچنین میکروشبکه ها کیفیت برق و قابلیت اطمینان تامین انرژی مشترکان را افزایش ...

Quadrature Rules Based on the Arnoldi Process

Applying a few steps of the Arnoldi process to a large nonsymmetric matrix A with initial vector v is shown to induce several quadrature rules. Properties of these rules are discussed, and their application to the computation of inexpensive estimates of the quadratic form 〈f, g〉 := v∗(f(A))∗g(A)v and related quadratic and bilinear forms is considered. Under suitable conditions on the functions ...

On Quadrature Methods for Highly Oscillatory Integrals and Their Implementation

The main theme of this paper is the construction of efficient, reliable and affordable error bounds for two families of quadrature methods for highly oscillatory integrals. We demonstrate, using asymptotic expansions, that the error can be bounded very precisely indeed at the cost of few extra derivative evaluations. Moreover, in place of derivatives it is possible to use finite difference appr...

On quadrature methods for highly oscillatory integrals and their implementations