Related papers: Regularity of Non-Stationary Multivariate Subdivis…
We compare frameworks of nonstationary nonperiodic wavelets and periodic wavelets. We construct one system from another using periodization. There are infinitely many nonstationary systems corresponding to the same periodic wavelet. Under…
In this paper we define the notion of slow divergence integral along sliding segments in regularized planar piecewise smooth systems. The boundary of such segments may contain diverse tangency points. We show that the slow divergence…
This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time, while…
The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…
For any symmetry group $H$ and any appropriate matrix dilation we give an explicit method for the construction of $H$-symmetric refinable interpolatory refinable masks which satisfy sum rule of arbitrary order $n$. For each such mask we…
We prove a regularity lemma with respect to arbitrary Keisler measures mu on V, nu on W where the bipartite graph (V,W,R) is definable in a saturated structure M and the formula R(x,y) is stable. The proof is rather quick and uses local…
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…
Developing a system of parallel non-linear iterations, we establish the consistency of $\mathfrak{b}<\mathfrak{s}<\mathfrak{d}<\mathfrak{c}$ where $\mathfrak{b}, \mathfrak{d}, \mathfrak{c}$ are arbitrary subject to the known ZFC…
While there is an increasing amount of literature about Bayesian time series analysis, only a few Bayesian nonparametric approaches to multivariate time series exist. Most methods rely on Whittle's Likelihood, involving the second order…
This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…
Convergence to stationary solutions in fully nonlinear parabolic systems with general nonlinear boundary conditions is shown in situations where the set of stationary solutions creates a $C^2$-manifold of finite dimension which is normally…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, including complexity, regularity, and algorithms. Specifically, we…
This paper considers the non-convex problem of finding the nearest Metzler matrix to a given possibly unstable matrix. Linear systems whose state vector evolves according to a Metzler matrix have many desirable properties in analysis and…
This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion…
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model time-series showing trend-like behavior, such as river run-off…
We are concerned with the problem of determining the nonlinear term in a semilinear elliptic equation by boundary measurements. Precisely, we improve [5, Theorem 1.3], where a logarithmic type stability estimate was proved. We show actually…
In this paper, we prove several stability theorems for multiplicities of naturally defined representations of symmetric groups. The first such theorem states that if we consider the diagonal action of the symmetric group $S_{m+r}$ on $k$…
The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…