Solving a System of High-Dimensional Equations by MCMC

Nozer D. Singpurwalla; Joshua Landon

doi:10.1090/conm/622/12437

Solving a System of High-Dimensional Equations by MCMC

Nozer D. Singpurwalla^*
, Joshua Landon

^*Corresponding author for this work

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

In this paper we introduce an archetypal system of equations that are common to many branches of science and engineering, and propose a statistical approach for solving them via a Markov Chain Monte Carlo algorithm. The equations are high dimensional in a sense to be described in the paper. We invite the attention of other researchers to address the kind of problem given here via approaches alternate to ours.

Original language	English
Title of host publication	PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS
Editors	SE Ahmed
Publisher	AMER MATHEMATICAL SOC
Pages	11-20
Number of pages	10
ISBN (Print)	978-1-4704-1042-1
DOIs	https://doi.org/10.1090/conm/622/12437
Publication status	Published - 2014
Event	2nd International Workshop on Perspectives on High-Dimensional Data Analysis - Montreal, Canada Duration: 30 May 2012 → 1 Jun 2012

Publication series

Name	Contemporary Mathematics
Publisher	AMER MATHEMATICAL SOC
Volume	622
ISSN (Print)	0271-4132

Conference

Conference	2nd International Workshop on Perspectives on High-Dimensional Data Analysis
Place	Canada
City	Montreal
Period	30/05/12 → 1/06/12

Research Keywords

Exponential peeling
dimension reduction
Markov Chain Monte Carlo
lattice QCD

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10.1090/conm/622/12437

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@inproceedings{03f8b9c0698b4355a71d8c2a500f4504,

title = "Solving a System of High-Dimensional Equations by MCMC",

abstract = "In this paper we introduce an archetypal system of equations that are common to many branches of science and engineering, and propose a statistical approach for solving them via a Markov Chain Monte Carlo algorithm. The equations are high dimensional in a sense to be described in the paper. We invite the attention of other researchers to address the kind of problem given here via approaches alternate to ours.",

keywords = "Exponential peeling, dimension reduction, Markov Chain Monte Carlo, lattice QCD",

author = "Singpurwalla, \{Nozer D.\} and Joshua Landon",

year = "2014",

doi = "10.1090/conm/622/12437",

language = "English",

isbn = "978-1-4704-1042-1",

series = "Contemporary Mathematics",

publisher = "AMER MATHEMATICAL SOC",

pages = "11--20",

editor = "SE Ahmed",

booktitle = "PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS",

note = "2nd International Workshop on Perspectives on High-Dimensional Data Analysis ; Conference date: 30-05-2012 Through 01-06-2012",

}

Singpurwalla, ND & Landon, J 2014, Solving a System of High-Dimensional Equations by MCMC. in SE Ahmed (ed.), PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS. Contemporary Mathematics, vol. 622, AMER MATHEMATICAL SOC, pp. 11-20, 2nd International Workshop on Perspectives on High-Dimensional Data Analysis, Montreal, Canada, 30/05/12. https://doi.org/10.1090/conm/622/12437

Solving a System of High-Dimensional Equations by MCMC. / Singpurwalla, Nozer D.; Landon, Joshua.
PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS. ed. / SE Ahmed. AMER MATHEMATICAL SOC, 2014. p. 11-20 (Contemporary Mathematics; Vol. 622).

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - Solving a System of High-Dimensional Equations by MCMC

AU - Singpurwalla, Nozer D.

AU - Landon, Joshua

PY - 2014

Y1 - 2014

N2 - In this paper we introduce an archetypal system of equations that are common to many branches of science and engineering, and propose a statistical approach for solving them via a Markov Chain Monte Carlo algorithm. The equations are high dimensional in a sense to be described in the paper. We invite the attention of other researchers to address the kind of problem given here via approaches alternate to ours.

AB - In this paper we introduce an archetypal system of equations that are common to many branches of science and engineering, and propose a statistical approach for solving them via a Markov Chain Monte Carlo algorithm. The equations are high dimensional in a sense to be described in the paper. We invite the attention of other researchers to address the kind of problem given here via approaches alternate to ours.

KW - Exponential peeling

KW - dimension reduction

KW - Markov Chain Monte Carlo

KW - lattice QCD

U2 - 10.1090/conm/622/12437

DO - 10.1090/conm/622/12437

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 978-1-4704-1042-1

T3 - Contemporary Mathematics

SP - 11

EP - 20

BT - PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS

A2 - Ahmed, SE

PB - AMER MATHEMATICAL SOC

T2 - 2nd International Workshop on Perspectives on High-Dimensional Data Analysis

Y2 - 30 May 2012 through 1 June 2012

ER -

Solving a System of High-Dimensional Equations by MCMC

Abstract

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Research Keywords

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