activity
20112018
most citedOn computing distributions of products of non-negative independent random variables

14 citations · 19 across the 4 of their papers we have counts for

collaborators

5 papers

math.NA2018★ 3 cited

Adaptive algorithm for electronic structure calculations using reduction of Gaussian mixtures

Gregory Beylkin, Lucas Monzon, Xinshuo Yang

We present a new adaptive method for electronic structure calculations based on novel fast algorithms for reduction of multivariate mixtures. In our calculations, spatial orbitals…

math.NA2018★ 1 cited

Reduction of multivariate mixtures and its applications

Gregory Beylkin, Lucas Monzon, Xinshuo Yang

We consider fast deterministic algorithms to identify the "best" linearly independent terms in multivariate mixtures and use them to compute, up to a user-selected accuracy, an equ…

math.PR2017★ 14 cited

On computing distributions of products of non-negative independent random variables

Gregory Beylkin, Lucas Monzon, Ignas Satkauskas

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of…

math.NA2016

On computing distributions of products of random variables via Gaussian multiresolution analysis

Gregory Beylkin, Lucas Monzon, Ignas Satkauskas

We introduce a new approximate multiresolution analysis (MRA) using a single Gaussian as the scaling function, which we call Gaussian MRA (GMRA). As an initial application, we empl…

math.NA2011★ 1 cited

Linear Phase Perfect Reconstruction Filters and Wavelets with Even Symmetry

Lucas Monzon

Perfect reconstruction filter banks can be used to generate a variety of wavelet bases. Using IIR linear phase filters one can obtain symmetry properties for the wavelet and scalin…