Related papers: A note on error estimation for hypothesis testing …
A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…
The purpose of this paper is the numerical analysis of a first order fractional-step time-scheme, using decomposition of theviscosity, and "inf-sup" stable finite element space-approximations for the Primitive Equations of the Ocean. The…
We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…
Line spectral estimation is a classical signal processing problem that aims to estimate the line spectra from their signal which is contaminated by deterministic or random noise. Despite a large body of research on this subject, the…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
The surface code is a promising candidate for fault-tolerant quantum computation, achieving a high threshold error rate with nearest-neighbor gates in two spatial dimensions. Here, through a series of numerical simulations, we investigate…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a formal multidimensional Brownian SDE with singular drift. As a…
We study the problem of parametric estimation for continuously observed stochastic differential equation driven by fractional Brownian motion. Under some assumptions on drift and diffusion coefficients, we construct maximum likelihood…
We derive the strong consistency of the least squares estimator for the drift coefficient of a fractional stochastic differential system. The drift coeffcient is one-sided dissipative Lipschitz and the driving noise is additive and…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
Statistical significance testing is widely accepted as a means to assess how well a difference in effectiveness reflects an actual difference between systems, as opposed to random noise because of the selection of topics. According to…
This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…
This work deals with an inverse boundary value problem arising from the equation of heat conduction. We reconstruct small perturbations of the (isotropic) heat conductivity distribution from partial (on accessible part of the boundary)…
This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper…
For the stochastic linear transport equation with $L^p$-initial data ($1<p<2$) on the full space $\mathbb{R}^d$, we provide quantitative estimates, in negative Sobolev norms, between its solutions and that of the deterministic heat…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
This paper deals with the consistency and a rate of convergence for a Nadaraya-Watson estimator of the drift function of a stochastic differential equation driven by an additive fractional noise. The results of this paper are obtained via…
This paper studies the problem of discriminating two multivariate Gaussian distributions in a distributed manner. Specifically, it characterizes in a special case the optimal typeII error exponent as a function of the available…