Related papers: Rigorous approximation of diffusion coefficients f…
We analyse deterministic diffusion in a simple, one-dimensional setting consisting of a family of four parameter dependent, chaotic maps defined over the real line. When iterated under these maps, a probability density function spreads out…
Uniform Manifold Approximation and Projection (UMAP) is a widely used manifold learning technique for dimensionality reduction. This paper studies UMAP, supervised UMAP, and several competing dimensionality reduction methods, including…
In this work, we deal with an iteration method for approximating a fixed point of a contraction mapping using the Mann's algorithm under functional random errors. We first show its almost complete convergence to the fixed point by mean of…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
This paper proposes and analyzes a novel clustering algorithm that combines graph-based diffusion geometry with techniques based on density and mode estimation. The proposed method is suitable for data generated from mixtures of…
Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…
The search for refining 3D LiDAR data has attracted growing interest motivated by recent techniques such as supervised learning or generative model-based methods. Existing approaches have shown the possibilities for using diffusion models…
We analyze the properties of Pade and conformal map approximants for functions with branch points, in the situation where the expansion coefficients are only known with finite precision or are subject to noise. We prove that there is a…
We present a general setting in which the formula describing the linear response of the physical measure of a perturbed system can be obtained. In this general setting we obtain an algorithm to rigorously compute the linear response. We…
For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…
This paper addresses uncertainty propagation on unimodular matrix Lie groups that have a surjective exponential map. We derive the exact formula for the propagation of mean and covariance in a continuous-time setting from the governing…
We discuss a diffusion based implementation of the self-organizing map on the unit hypersphere. We show that this approach can be efficiently implemented using just linear algebra methods, we give a python numpy implementation, and we…
By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…
Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…
Convection of liquid metals drives large natural processes and is important in technical processes. Model experiments are conducted for research purposes where simulations are expensive and the clarification of open questions requires novel…
We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.
The unitary coupled cluster (UCC) approximation is one of the more promising wave-function ans\"atze for electronic structure calculations on quantum computers via the variational quantum eigensolver algorithm. However, for large systems…
We approximate the uniform measure on an equilateral triangle by a measure supported on $n$ points. We find the optimal sets of points ($n$-means) and corresponding approximation (quantization) error for $n\leq4$, give numerical…
We establish uniform L $\infty$ bounds for approximate solutions of the drift-diffusion system for electrons and holes in semiconductor devices, computed with the Schar-fetter-Gummel finite-volume scheme. The proof is based on a Moser…