Related papers: Error bounds for last-column-block-augmented trunc…
The error performance of the ensemble of typical LDPC codes transmitted over the binary erasure channel (BEC) is analyzed. In the past, lower bounds on the error exponents were derived. In this paper a probabilistic upper bound on this…
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…
Performance evaluation of particular channel coding has been a significant topic in coding theory, often involving the use of bounding techniques. This paper focuses on the new family of capacity-achieving codes, Spinal codes, to provide a…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
This work is an attempt to develop an approximate scheme for estimating the volume-based truncation errors in the finite volume analysis of laminar flows. The volume-based truncation error is the net flow error across the faces of a control…
The maximum likelihood estimation of the left-truncated log-logistic distribution with a given truncation point is analyzed in detail from both mathematical and numerical perspectives. These maximum likelihood equations often do not possess…
This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is useful for implementing the M/G/1 paradigm, which is the framework for computing the stationary…
In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…
To better understand the wireless network design with a large number of hops, we investigate a line network formed by general discrete memoryless channels (DMCs), which may not be identical. Our focus lies on Generalized Batched Network…
Effects of truncation in self-similar continuous unitary transformations (S-CUT) are estimated rigorously. We find a formal description via an inhomogeneous flow equation. In this way, we are able to quantify truncation errors within the…
Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…
In this paper, we consider a block coordinate descent (BCD) algorithm for training deep neural networks and provide a new global convergence guarantee under strictly monotonically increasing activation functions. While existing works…
Inner and outer bounds are derived on the optimal performance of fixed length block codes on discrete memoryless channels with feedback and errors-and-erasures decoding. First an inner bound is derived using a two phase encoding scheme with…
In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary…
Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…
We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…
This article describes a method for computing limits of a class of non-stationary Markov chains motivated by healthcare sojourn-time cycles. A mathematical validation of the computation method is also given. Applications are described that…
We introduce a simple yet significant improvement to the time-evolving block decimation (TEBD) tensor network algorithm for simulating the time dynamics of strongly correlated one-dimensional (1D) mixed quantum states. The efficiency of 1D…
An important class of physical systems that are of interest in practice are input-output open quantum systems that can be described by quantum stochastic differential equations and defined on an infinite-dimensional underlying Hilbert…
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers. Our main findings are that the essential…