Related papers: On the error term of a lattice counting problem
The parametric lattice-point counting problem is as follows: Given an integer matrix $A \in Z^{m \times n}$, compute an explicit formula parameterized by $b \in R^m$ that determines the number of integer points in the polyhedron $\{x \in…
We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…
We study fine-grained error bounds for differentially private algorithms for counting under continual observation. Our main insight is that the matrix mechanism when using lower-triangular matrices can be used in the continual observation…
Lagarias and Odlyzko (J.~ACM~1985) proposed a polynomial time algorithm for solving ``\emph{almost all}'' instances of the Subset Sum problem with $n$ integers of size $\Omega(\Gamma_{\text{LO}})$, where $\log_2(\Gamma_{\text{LO}}) > n^2…
In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard stochastic gradient descent method, its accelerated variant,…
Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…
A posteriori error estimators are studied for discontinuous Galerkin methods for solving a frictional contact problem, which is a representative elliptic variational inequality of the second kind. The estimators are derived by relating the…
An improved finite difference method with compact correction term is proposed to solve the Poisson equations. The compact correction term is developed by a coupled high-order compact and low-order classical finite difference formulations.…
In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…
This work is concerned with the proof of \emph{a posteriori} error estimates for fully-discrete Galerkin approximations of the Allen-Cahn equation in two and three spatial dimensions. The numerical method comprises of the backward Euler…
In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…
The purpose of [1] was as follows. ?We consider special sets of continuants which occur in applications. For these sets we solve the problem of finding maximal and minimal continuants. There are several methods for finding extremum such as…
We discuss the use of likelihood asymptotics for inference on risk measures in univariate extreme value problems, focusing on estimation of high quantiles and similar summaries of risk for uncertainty quantification. We study whether…
The aim of this short paper is to show that some assumptions in [10] can be relaxed and even dropped when looking for weak solutions instead of strong ones. This improvement is a consequence of two results concerning gradient terms: an…
This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-in-$P$ version of the weaker Cram\'{e}r condition in Angst…
L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…
In this paper, we prove new upper bounds for sums of reciprocals of fractional parts over general aligned boxes, thus extending a previous result of the author concerning bounds for sums of reciprocals over symmetric boxes. These new upper…
Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They…
In this paper, we use methods of exponential sums to derive a formula for estimating effective upper bounds of $|\zeta'(1/2+it)|$. Different effective upper bounds can be obtained by choosing different parameters.
This paper deals with probabilistic upper bounds for the error in functional estimation defined on some interpolation and extrapolation designs, when the function to estimate is supposed to be analytic. The error pertaining to the estimate…