output
19992026
most citedranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R

3.5k citations

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16 papers · 1 filter

math.NA2022★ 5 cited

An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox

Felix Kastner, Andreas Rößler

For the approximation and simulation of twofold iterated stochastic integrals and the corresponding Lévy areas w.r.t. a multi-dimensional Wiener process, we review four algorithms…

math.NA2021★ 1 cited

Hessian Initialization Strategies for L-BFGS Solving Non-linear Inverse Problems

Hari Om Aggrawal, Jan Modersitzki

L-BFGS is the state-of-the-art optimization method for many large scale inverse problems. It has a small memory footprint and achieves superlinear convergence. The method approxima…

math.NA2020★ 23 cited

A new 3D model for magnetic particle imaging using realistic magnetic field topologies for algebraic reconstruction

Gaël Bringout, Wolfgang Erb, Jürgen Frikel

We derive a new 3D model for magnetic particle imaging (MPI) that is able to incorporate realistic magnetic fields in the reconstruction process. In real MPI scanners, the generate…

math.NA2020★ 4 cited

High order numerical integrators for single integrand Stratonovich SDEs

David Cohen, Kristian Debrabant, Andreas Rößler

We show that applying any deterministic B-series method of order with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and w…

math.NA2019★ 2 cited

Functional Liftings of Vectorial Variational Problems with Laplacian Regularization

Thomas Vogt, Jan Lellmann

We propose a functional lifting-based convex relaxation of variational problems with Laplacian-based second-order regularization. The approach rests on ideas from the calibration m…

math.NA2017★ 15 cited

Mathematical Analysis of the 1D Model and Reconstruction Schemes for Magnetic Particle Imaging

Wolfgang Erb, Andreas Weinmann, Mandy Ahlborg +10

Magnetic particle imaging (MPI) is a promising new in-vivo medical imaging modality in which distributions of super-paramagnetic nanoparticles are tracked based on their response i…

math.NA2017★ 4 cited

A unifying theory for multivariate polynomial interpolation on general Lissajous-Chebyshev nodes

Peter Dencker, Wolfgang Erb

The goal of this article is to provide a general multivariate framework that synthesizes well-known non-tensorial polnomial interpolation schemes on the Padua points, the Morrow-Pa…

math.NA2017★ 7 cited

Measure-Valued Variational Models with Applications to Diffusion-Weighted Imaging

Thomas Vogt, Jan Lellmann

We develop a general mathematical framework for variational problems where the unknown function assumes values in the space of probability measures on some metric space. We study w…

math.NA2016

Fast Fourier Transforms for Spherical Gauss-Laguerre Basis Functions

Jürgen Prestin, Christian Wülker

Spherical Gauss-Laguerre (SGL) basis functions, i.e., normalized functions of the type , , $L_…

math.NA2015

Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise

Claudine Leonhard, Andreas Rößler

We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique t…

math.NA2015★ 4 cited

Bivariate Lagrange interpolation at the node points of Lissajous curves - the degenerate case

Wolfgang Erb

In this article, we study bivariate polynomial interpolation on the node points of degenerate Lissajous figures. These node points form Chebyshev lattices of rank and are gener…

math.NA2014★ 4 cited

Bivariate Lagrange interpolation at the node points of non-degenerate Lissajous curves

Wolfgang Erb, Christian Kaethner, Mandy Ahlborg +1

Motivated by an application in Magnetic Particle Imaging, we study bivariate Lagrange interpolation at the node points of Lissajous curves. The resulting theory is a generalization…

math.NA2013

Stability Analysis and Classification of Runge-Kutta Methods for Index 1 Stochastic Differential-Algebraic Equations with Scalar Noise

Dominique Küpper, Anne Kværnø, Andreas Rößler

The problem of solving stochastic differential-algebraic equations (SDAEs) of index one with a scalar driving Brownian motion is considered. Recently, the authors proposed a class…

math.NA2012★ 1 cited

Accelerated Landweber methods based on co-dilated orthogonal polynomials

Wolfgang Erb

In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relat…

math.NA2011★ 20 cited

The fast Fourier Transform and fast Wavelet Transform for Patterns on the Torus

Ronny Bergmann

We introduce a fast Fourier transform on regular d-dimensional lattices. We investigate properties of congruence class representants, i.e. their ordering, to classify directions an…

math.NA2010

Optimally space localized polynomials with applications in signal processing

Wolfgang Erb

For the filtering of peaks in periodic signals, we specify polynomial filters that are optimally localized in space. The space localization of functions having an expansion in term…