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In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad

In this paper we consider the approximation of a function by its interpolating multilinear spline and the approximation of its derivatives by the derivatives of the corresponding spline. We derive formulas for the uniform approximation…

Numerical Analysis · Mathematics 2013-08-27 Ryan Anderson , Yuliya Babenko , Tetiana Leskevych

Measuring scattered light is central to many laser-based gas diagnostic techniques, e.g., coherent anti-Stokes Raman spectroscopy (CARS) and filtered Rayleigh scattering (FRS). To produce quantitative measurements with such techniques, a…

Computational Physics · Physics 2020-05-18 Gregory J. Hunt , Cody R. Ground , Robin L. Hunt

Randomized quadratures for integrating functions in Sobolev spaces of order $\alpha \ge 1$, where the integrability condition is with respect to the Gaussian measure, are considered. In this function space, the optimal rate for the…

Numerical Analysis · Mathematics 2023-07-21 Takashi Goda , Yoshihito Kazashi , Yuya Suzuki

We evaluate the Green's function of the D-dimensional relativistic Coulomb system via sum over perturbation series which is obtained by expanding the exponential containing the potential term $V({\bf x)}$ in the path integral into a power…

Quantum Physics · Physics 2008-11-26 De-Hone Lin

This paper is concerned with the analysis of the kernel-based algorithm for gain function approximation in the feedback particle filter. The exact gain function is the solution of a Poisson equation involving a probability-weighted…

Numerical Analysis · Mathematics 2016-12-19 Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

We use Stein's method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of marked Poisson point processes on $\mathbb{R}^d$. As in the study under the weaker…

Probability · Mathematics 2020-11-17 Tianshu Cong , Aihua Xia

Given an i.i.d. sample from a distribution $F$ on $\mathbb{R}$ with uniformly continuous density $p_0$, purely data-driven estimators are constructed that efficiently estimate $F$ in sup-norm loss and simultaneously estimate $p_0$ at the…

Statistics Theory · Mathematics 2011-01-10 Evarist Giné , Richard Nickl

The main objective of the work is to provide sharp two-sided estimates of $\lambda$-Green function of hyperbolic Brownian motion of a half-space. We strongly rely on recent results obtained by K. Bogus and J. Malecki [3], regarding precise…

Probability · Mathematics 2015-02-05 Kamil Bogus , Tomasz Byczkowski , Jacek Malecki

A function approximation method is developed that aims to approximate a function in a small neighborhood of a state that travels within a compact set. The development is based on the theory of universal reproducing kernel Hilbert spaces…

Optimization and Control · Mathematics 2021-07-07 Joel A. Rosenfeld , Rushikesh Kamalapurkar , Warren E. Dixon

The method of regularized Stokeslets (MRS) is a numerical approach using regularized fundamental solutions to compute the flow due to an object in a viscous fluid where inertial effects can be neglected. The elastic object is represented as…

Numerical Analysis · Mathematics 2015-10-28 Varun Shankar , Sarah D. Olson

We study the estimation of quadratic Sobolev-type integral functionals of an unknown density on the unit sphere. The functional is defined through fractional powers of the Laplace--Beltrami operator and provides a global measure of…

Statistics Theory · Mathematics 2026-02-05 Claudio Durastanti

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We derive stability estimates for three commonly used radial basis function (RBF) methods to solve hyperbolic time-dependent PDEs: the RBF generated finite difference (RBF-FD) method, the RBF partition of unity method (RBF-PUM) and Kansa's…

Numerical Analysis · Mathematics 2024-08-27 Igor Tominec , Murtazo Nazarov , Elisabeth Larsson

The subdiffusion equations with a Caputo fractional derivative of order $\alpha \in (0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion.…

Numerical Analysis · Mathematics 2023-06-27 Jiankang Shi , Minghua Chen , Yubin Yan , Jianxiong Cao

We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…

Machine Learning · Statistics 2026-04-09 Prem Talwai , Ali Shameli , David Simchi-Levi

While inverse estimates in the context of radial basis function approximation on boundary-free domains have been known for at least ten years, such theorems for the more important and difficult setting of bounded domains have been notably…

Numerical Analysis · Mathematics 2016-11-01 Thomas Hangelbroek , Francis J. Narcowich , Christian Rieger , Joseph D. Ward

We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…

Optimization and Control · Mathematics 2020-12-23 Alessandro Rudi , Ulysse Marteau-Ferey , Francis Bach

Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding…

Numerical Analysis · Mathematics 2018-05-17 Argyrios Petras , Leevan Ling , Steven J. Ruuth

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

Statistics Theory · Mathematics 2026-05-18 Guillaume Lecué , Zhifan Li , Zong Shang
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