Related papers: Error bounds for quasi-Monte Carlo integration for…

We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used…

We present dimension-free convergence and discretization error bounds for the unadjusted Hamiltonian Monte Carlo algorithm applied to high-dimensional probability distributions of mean-field type. These bounds require the discretization…

Nuclear physics seeks to describe both bound and unbound states within a unified predictive framework. While coordinate-space Quantum Monte Carlo (QMC) methods have successfully computed bound states for systems with $A \leq 12$, their…

We introduce a discretization scheme for continuous localized frames using quasi-Monte Carlo integration and discrepancy theory. By generalizing classical concepts, we define a discrepancy measure on the entire phase space $\mathbb{R}^2$…

This is a comment on the article "Probabilistic Integration: A Role in Statistical Computation?" by F.-X. Briol, C. J. Oates, M. Girolami, M. A. Osborne and D. Sejdinovic to appear in Statistical Science. There is a role for statistical…

We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no more than $n$ function values of the target function. Their errors catch up with the rate of convergence and the…

We consider the problem of setting confidence intervals on a parameter of interest from the maximum-likelihood fit of a physics model to a binned data set with a large number of bins, large event-counts per bin, and in the presence of…

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

In this paper, we study bounds of expected $L_2-$discrepancy to give mean square error of uniform integration approximation for functions in Sobolev space $\mathcal{H}^{\mathbf{1}}(K)$, where $\mathcal{H}$ is a reproducing Hilbert space…

Uniform bounds are obtained using the auxiliary Monge-Amp\`ere equation method for solutions of very general classes of fully non-linear partial differential equations, assuming the existence of a ${C}$-subsolution in the sense of G.…

We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the objective function is assumed to be a realization of a Gaussian…

In this paper we prove some sharp weighted norm inequalities for the multi(sub)linear maximal function $\Mm$ introduced in \cite{LOPTT} and for multilinear Calder\'on-Zygmund operators. In particular we obtain a sharp mixed…

In 1935 J.G. van der Corput introduced a sequence which has excellent uniform distribution properties modulo 1. This sequence is based on a very simple digital construction scheme with respect to the binary digit expansion. Nowadays the van…

For a regular chain $R$, we propose an algorithm which computes the (non-trivial) limit points of the quasi-component of $R$, that is, the set $\bar{W(R)} \setminus W(R)$. Our procedure relies on Puiseux series expansions and does not…

We introduce a novel type of approximation spaces for functions with values in a nonlinear manifold. The discrete functions are constructed by piecewise polynomial interpolation in a Euclidean embedding space, and then projecting pointwise…

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…