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This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

In this paper, we endow the space of continuous translation invariant valuation on convex sets generated by mixed volumes coupled with a suitable Radon measure on tuples of convex bodies with two appropriate norms. This enables us to…

Differential Geometry · Mathematics 2019-03-26 Nguyen-Bac Dang , Jian Xiao

This note is an expanded and updated version of our entry with the same title for the 2006 Encyclopedia of Mathematical Physics. We give a brief overview of graded Poisson algebras, their main properties and their main applications, in the…

Symplectic Geometry · Mathematics 2025-03-14 Alberto S. Cattaneo , Domenico Fiorenza , Riccardo Longoni

We study translation invariant, real-valued valuations on the class of convex polytopes in Euclidean space and discuss which continuity properties are sufficient for an extension of such valuations to all convex bodies. For this purpose, we…

Metric Geometry · Mathematics 2014-09-03 Wolfram Hinderer , Daniel Hug , Wolfgang Weil

Although symmetry methods and analysis are a necessary ingredient in every physicist's toolkit, rather less use has been made of combinatorial methods. One exception is in the realm of Statistical Physics, where the calculation of the…

Quantum Physics · Physics 2007-05-23 Allan I. Solomon , Pawel Blasiak , Gerard Duchamp , Andrzej Horzela , Karol A. Penson

We present new convolution based smooth approximations to the absolute value function and apply them to construct gradient based algorithms such as the nonlinear conjugate gradient scheme to obtain sparse, regularized solutions of linear…

Numerical Analysis · Mathematics 2015-07-02 Sergey Voronin , Gorkem Ozkaya , Davis Yoshida

Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group…

Statistics Theory · Mathematics 2013-01-07 Jian Huang , Patrick Breheny , Shuangge Ma

We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

Machine Learning · Statistics 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…

Classical Analysis and ODEs · Mathematics 2025-10-20 Walter Van Assche , Ann Sinap

We obtain new general results on the structure of the space of translation invariant continuous valuations on convex sets (a version of the hard Lefschetz theorem). Using these and our previous results we obtain explicit characterization of…

Metric Geometry · Mathematics 2007-05-23 Semyon Alesker

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

Probability · Mathematics 2011-04-13 Matthias Schulte , Christoph Thaele

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

Based on Colombeau's theory of algebras of generalized functions we introduce the concepts of generalized functions taking values in differentiable manifolds as well as of generalized vector bundle homomorphisms. We study their basic…

Functional Analysis · Mathematics 2007-05-23 Michael Kunzinger

We develop a novel stochastic valuation and premium calculation principle based on probability measure distortions that are induced by quantile processes in continuous time. Necessary and sufficient conditions are derived under which the…

Risk Management · Quantitative Finance 2022-01-07 Holly Brannelly , Andrea Macrina , Gareth W. Peters

Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li , Hongtu Zhu

We give a characterization of smooth, rotation and dually epi-translation invariant valuations and use this result to obtain a new proof of the Hadwiger theorem on convex functions. We also give a description of the construction of the…

Metric Geometry · Mathematics 2024-10-16 Jonas Knoerr

We classify all continuous valuations on the space of finite convex functions with values in the same space which are dually epi-translation-invariant and equi- resp. contravariant with respect to volume-preserving linear maps. We thereby…

Metric Geometry · Mathematics 2024-07-12 Georg C. Hofstätter , Jonas Knoerr

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Evaluation of basic integrals over Gaussian functions, traditionally utilized for electronic structure computations on molecules and solids, is discussed in a pedagogical form.

Quantum Physics · Physics 2020-07-24 Justin T. Fermann , Edward F. Valeev

Properties of 2-adic valuation sequences for general quadratic polynomials with integer coefficients are determined directly from the coefficients. These properties include boundedness or unboundedness, periodicity, and valuations at…

Number Theory · Mathematics 2021-09-01 Will Boultinghouse , Jane Long , Olena Kozhushkina , Justin Trulen