Related papers: Gaussian Subordination for the Beurling-Selberg Ex…

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

The Bayesian methods for linear inverse problems is studied using hierarchical Gaussian models. The problems are considered with different discretizations, and we analyze the phenomena which appear when the discretization becomes finer. A…

Let $\Omega$ be a bounded pseudoconvex domain in $\mathbb{C}^N$. Given a continuous plurisubharmonic function $u$ on $\Omega$, we construct a sequence of Gaussian analytic functions $f_n$ on $\Omega$ associated with $u$ such that…

We study a summability method called almost convergence for bounded measurable functions defined on a locally compact abelian group. We define almost convergence using topologically invariant means and exhibit two different kinds of…

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

This paper investigates the mathematical properties and numerical approximation of a class of nonlocal elliptic partial differential equations of the form \begin{equation*} -\Delta u + \lambda \, G(u) = f, \end{equation*} where $\Delta$…

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…

Consider the supremal functional \[ \tag{1} \label{1} E_\infty(u,A) \,:=\, \|L(\cdot,u,D u)\|_{L^\infty(A)},\quad A\subseteq \Omega, \] applied to $W^{1,\infty}$ maps $u:\Omega\subseteq \mathbb{R}\longrightarrow \mathbb{R}^N$, $N\geq 1$.…

This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the sup-norm. We prove…

In this article, we establish the existence of an extremal function for the k-th order critical Hardy-Sobolev-Maz'ya (HSM) inequalities on the upper half space $\mathbb{R}^{n+1}_{+}$ when $k\ge 2$ and $n\geq 2k+2$:…

We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…

We consider the set of extremal points of the generalized unit ball induced by gradient total variation seminorms for vector-valued functions on bounded Euclidean domains. These are central to the understanding of sparse solutions and…

In a recent paper, Basu, Hildebrand, and Molinaro established that the set of continuous minimal functions for the 1-dimensional Gomory-Johnson infinite group relaxation possesses a dense subset of extreme functions. The $n$-dimensional…

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…

Suprema of random processes appear naturally in a plethora of disciplines, and Talagrand's majorizing theorem yields a geometric interpretation for them: for a centered Gaussian random process $(X_t)_{t \in T},$ $\mathbb{E}[\sup_{t \in…

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Let $E= A - iB$ be a Hermite-Biehler entire function of exponential type $\tau/2$ where $A$ and $B$ are real entire, and consider $d\mu(x) = dx/|E(x)|^2$. We show that the sign of the product $A B$ is an extremal signature for the space of…

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…

We introduce several generalizations of classical computer science problems obtained by replacing simpler objective functions with general submodular functions. The new problems include submodular load balancing, which generalizes load…