Related papers: Gaussian Approximations of Multiple Integrals
In this article we consider the two-dimensional incompressible Euler equations and give a sufficient condition on Gaussian measures of jointly independent Fourier coefficients supported on $H^{\sigma}(\mathbb{T}^2)$ ($\sigma>3$) such that…
Linear combinations of translations of a single Gaussian, e^{-x^2}, are shown to be dense in L^2(R). Two algorithms for determining the coefficients for the approximations are given, using orthogonal Hermite functions and least squares.…
Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…
We exploit the Galois symmetries of the little disks operads to show that many differentials in the Goodwillie-Weiss spectral sequences approximating the homology and homotopy of knot spaces vanish at a prime $p$. Combined with recent…
We examine the weak-field approximation of locally Galilean invariant gravitational theories with general covariance in a $(4+1)$-dimensional Galilean framework. The additional degrees of freedom allow us to obtain Poisson, diffusion, and…
Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densities with small conditioning sets. We study fixed-domain…
We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…
We study Weyl conformal geometry as a general gauge theory of the Weyl group (of Poincar\'e and dilatations symmetries) in a manifestly Weyl gauge covariant formalism in which this geometry is automatically metric and physically relevant.…
We extend the notion of general coordinate invariance to many-body, not necessarily relativistic, systems. As an application, we investigate nonrelativistic general covariance in Galilei-invariant systems. The peculiar transformation rules…
The paper is devoted to integral quantization, a procedure based on operator-valued measure and resolution of the identity. We insist on covariance properties in the important case where group representation theory is involved. We also…
We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
Gaussian couplings of partial sum processes are derived for the high-dimensional regime $d=o(n^{1/3})$. The coupling is derived for sums of independent random vectors and subsequently extended to nonstationary time series. Our inequalities…
The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…
In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…
l-Conformal Galilei algebra, denoted by g{l}{d}, is a non-semisimple Lie algebra specified by a pair of parameters (d,l). The algebra is regarded as a nonrelativistic analogue of the conformal algebra. We derive hierarchies of partial…
We prove that for a metric space $X$ and a finite group $G$ acting on $X$ by isometries, if $X$ coarsely embeds into a Hilbert space, then so does the quotient $X/G$. A crucial step towards our main result is to show that for any integer $k…
We consider four (real or complex) dimensional hyper-K\"ahler metrics with a conformal symmetry K. The three-dimensional space of orbits of K is shown to have an Einstein-Weyl structure which admits a shear-free geodesics congruence for…