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We develop foundational tools for classifying the extreme valid functions for the k-dimensional infinite group problem. In particular, (1) we present the general regular solution to Cauchy's additive functional equation on bounded convex…
For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational…
We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…
We define a number of natural (from geometric and combinatorial points of view) deformation spaces of valuations on finite graphs, and study functions over these deformation spaces. These functions include both direct metric invariants…
Building on the author's recent work with Jan Maas and Jan van Neerven, this paper establishes the equivalence of two norms (one using a maximal function, the other a square function) used to define a Hardy space on $\R^{n}$ with the…
The Hausdorff-Young inequality for Euclidean space, in its sharp form due to Beckner, gives an upper bound for the Fourier transform in terms of Lebesgue space norms, with an optimal constant. The extremizers have been identified by Lieb to…
Using Bayesian methods for extreme value analysis offers an alternative to frequentist ones, with several advantages such as easily dealing with parametric uncertainty or studying irregular models. However, computations can be challenging…
This paper investigates the numerical approximation of integrals for functions in fractional Gaussian Sobolev spaces $W^s_{p}(\mathbb{R}^d,\gamma)$ with dominating mixed smoothness defined via kernel related to the fractional…
This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…
This article studies the problem of approximating functions belonging to a Hilbert space $H_d$ with an isotropic or anisotropic Gaussian reproducing kernel, $$ K_d(\bx,\bt) = \exp\left(-\sum_{\ell=1}^d\gamma_\ell^2(x_\ell-t_\ell)^2\right) \…
Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…
We study Laplace eigenvalues $\lambda_k$ on K\"ahler manifolds as functionals on the space of K\"ahler metrics with cohomologous K\"ahler forms. We introduce a natural notion of a $\lambda_k$-extremal K\"ahler metric and obtain necessary…
Many models require integrals of high-dimensional functions: for instance, to obtain marginal likelihoods. Such integrals may be intractable, or too expensive to compute numerically. Instead, we can use the Laplace approximation (LA). The…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…
We consider two problems of estimation in high-dimensional Gaussian models. The first problem is that of estimating a linear functional of the means of $n$ independent $p$-dimensional Gaussian vectors, under the assumption that most of…
We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…
Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…
Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correlation functions, which, in contrast to the usual Gaussian approach, incorporates fundamental mathematical constraints on correlation…