Related papers: Some Estimates for Martingale Representation under…
Recent literature has found conditional transition rates to be a useful tool for avoiding Markov assumptions in multi-state models. While the estimation of univariate conditional transition rates has been extensively studied, the…
We present a procedure to diagnose model misspecification in situations where inference is performed using approximate Bayesian computation. We demonstrate theoretically, and empirically that this procedure can consistently detect the…
Representation learning enables us to automatically extract generic feature representations from a dataset to solve another machine learning task. Recently, extracted feature representations by a representation learning algorithm and a…
Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given European option price is presented in terms of the cumulative…
Existence and uniqueness results for the solution of the Gibbs-type formula from non-extensive mechanics are derived rigorously. A new conditional extremal problem is proposed to get in a more simple way the Gibbs-type formula itself.
Approximate solution of the ensemble representability problem for density operators of arbitrary order is obtained. This solution is closely related to the ``Q condition'' of A.J.Coleman. The representability conditions are formulated in…
We give a new representation formula for solutions to nonconvex first-order Hamilton--Jacobi equations in the periodic setting and present some applications. We then prove the large time behavior for solutions under some additional…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
We show the validity of select existence results for a vector optimization problem, and a variational inequality. More generally, we consider generalized vector quasi-variational inequalities, as well as, fixed point problems on genuine…
Using the martingale approach we find sufficient conditions for exponential boundedness of first passage times over a level for ergodic first order autoregressive sequences (AR(1)). Further, we prove a martingale identity to be used in…
Spectral representations have been shown to provide an efficient way to represent the poorly understood high-density portion of the neutron-star equation of state. This paper shows how the efficiency and accuracy of those representations…
We study approximations of compact linear multivariate operators defined over Hilbert spaces. We provide necessary and sufficient conditions on various notions of tractability. These conditions are mainly given in terms of sums of certain…
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…
The estimation of linear causal models (also known as structural equation models) from data is a well-known problem which has received much attention in the past. Most previous work has, however, made an explicit or implicit assumption of…
A standard assumption in machine learning is the exchangeability of data, which is equivalent to assuming that the examples are generated from the same probability distribution independently. This paper is devoted to testing the assumption…
We show algorithms for computing representative families for matroid intersections and use them in fixed-parameter algorithms for set packing, set covering, and facility location problems with multiple matroid constraints. We complement our…
We give a formulation of the single particle occupation probabilities for a system of identical particles obeying fractional exclusion statistics of Haldane. We first derive a set of constraints using an exactly solvable model which…
We study the structure of representations, defined as approximations of minimal sufficient statistics that are maximal invariants to nuisance factors, for visual data subject to scaling and occlusion of line-of-sight. We derive analytical…
In this paper we investigate the use of Richardson extrapolation to estimate the convergence rates for numerical solutions to advection problems involving discontinuities. We use modified equation analysis to describe the expectation of the…