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We establish a general, non-asymptotic error analysis framework for understanding the effects of incremental approximations made by practical approaches for Bayesian sequential learning (BSL) on their long-term inference performance. Our…

Statistics Theory · Mathematics 2025-07-29 Liliang Wang , Alex A. Gorodetsky

Scatterometry is a fast, indirect and nondestructive optical method for the quality control in the production of lithography masks. Geometry parameters of line gratings are obtained from diffracted light intensities by solving an inverse…

Data Analysis, Statistics and Probability · Physics 2019-11-01 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

A technique is described in this paper to avoid order reduction when integrating reaction-diffusion initial boundary value problems with explicit exponential Rosenbrock methods. The technique is valid for any Rosenbrock method, without…

Numerical Analysis · Mathematics 2023-07-25 Begoña Cano , María Jesús Moreta

At the heart of machine learning lies the question of generalizability of learned rules over previously unseen data. While over-parameterized models based on neural networks are now ubiquitous in machine learning applications, our…

Machine Learning · Computer Science 2020-05-04 Melikasadat Emami , Mojtaba Sahraee-Ardakan , Parthe Pandit , Sundeep Rangan , Alyson K. Fletcher

Layer potentials represent solutions to partial differential equations in an integral equation formulation. When numerically evaluating layer potentials at evaluation points close to the domain boundary, specialized quadrature techniques…

Numerical Analysis · Mathematics 2024-12-30 David Krantz , Anna-Karin Tornberg

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

We consider the initial-boundary value problems on $\mathbb{R}^{+}\times \mathbb{R}^{+}$ for one-dimension systems of quasilinear wave equations with null conditions. We show that for homogeneous Dirichlet boundary values and sufficiently…

Analysis of PDEs · Mathematics 2024-08-13 Dongbing Zha

The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure.

Risk Management · Quantitative Finance 2014-02-25 Imre Kondor

A fundamental class of matrix optimization problems that arise in many areas of science and engineering is that of quadratic optimization with orthogonality constraints. Such problems can be solved using line-search methods on the Stiefel…

Optimization and Control · Mathematics 2015-10-06 Huikang Liu , Weijie Wu , Anthony Man-Cho So

In the theory of second-order, nonlinear elliptic and parabolic equations, obtaining local or global gradient bounds is often a key step for proving the existence of solutions but it may be even more useful in many applications, for example…

Analysis of PDEs · Mathematics 2021-08-30 G Barles

We develop a rigorous theoretical framework for principal manifold estimation that recovers a latent low-dimensional manifold from a point cloud observed in a high-dimensional ambient space. Our framework accommodates manifolds with…

Statistics Theory · Mathematics 2026-04-07 Kun Meng , Christopher Perez

We consider a simple initial-boundary-value problem for the shallow water equations in one space dimension. We discretize the problem in space by the standard Galerkin finite element method on a quasiuniform mesh and in time by the…

Numerical Analysis · Mathematics 2018-10-26 D. c. Antonopoulos , V. a. Dougalis , G. Kounadis

Initial-boundary value problems in a half-strip with different types of boundary conditions for two-dimensional Zakharov-Kuznetsov equation are considered. Results on global well-posedness in classes of regular solutions in the cases of…

Analysis of PDEs · Mathematics 2019-01-16 Andrei Faminskii

The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…

The Standard Model of elementary particle physics is one of the most successful models of contemporary theoretical physics being in full agreement with experiments. However, its mathematical structure deserves further investigations both…

Differential Geometry · Mathematics 2025-02-20 Volker Branding , Marko Sobak

The first part of this article develops a variational formulation for relativistic mechanics. The results are established through standard tools of variational analysis and differential geometry. The novelty here is that the main motion…

General Mathematics · Mathematics 2020-03-30 Fabio Botelho

We develop a toolbox for the error analysis of linear recurrences with constant or polynomial coefficients, based on generating series, Cauchy's method of majorants, and simple results from analytic combinatorics. We illustrate the power of…

Numerical Analysis · Mathematics 2023-03-02 Marc Mezzarobba

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…

Numerical Analysis · Mathematics 2008-07-10 Joerg Kampen

Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Invariant coordinate selection is an unsupervised multivariate data transformation useful in many contexts such as outlier detection or clustering. It is based on the simultaneous diagonalization of two affine equivariant and positive…

Methodology · Statistics 2025-03-12 Aurore Archimbaud