Related papers: Optimal Monte Carlo integration on closed manifold…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…
Recent studies into the properties of quantum statistical ensembles in high-dimensional Hilbert spaces have encountered difficulties associated with the Monte-Carlo sampling of quantum superpositions constrained by the energy expectation…
We study the complexity of approximating integrals of smooth functions at absolute precision $\varepsilon > 0$ with confidence level $1 - \delta \in (0,1)$. The optimal error rate for multivariate functions from classical isotropic Sobolev…
We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…
We consider the task of recovering a Sobolev function on a connected compact Riemannian manifold $M$ when given a sample on a finite point set. We prove that the quality of the sample is given by the $L_\gamma(M)$-average of the geodesic…
We develop a constructive piecewise polynomial approximation theory in weighted Sobolev spaces with Muckenhoupt weights for any polynomial degree. The main ingredients to derive optimal error estimates for an averaged Taylor polynomial are…
We improve the Sobolev-type embeddings due to Gagliardo and Nirenberg in the setting of rearrangement invariant (r.i.) spaces. In particular we concentrate on seeking the optimal domains and the optimal ranges for these embeddings between…
We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…
We study Sobolev spaces of radial functions on spherically symmetric Riemannian manifolds. Using geodesic polar coordinates, we give a sharp one-dimensional reduction: a radial function belongs to the Sobolev space on the manifold if and…
This work deals with embeddings, of any integer order, for generalized Lorentz-Zygmund-Sobolev spaces on Euclidean domains satisfying minimal regularity assumptions. Explicit rearrangement-invariant, H\"older, Morrey and Campanato optimal…
This paper deals with fractional Sobolev spaces on a compact Riemannian manifold. We prove a Sobolev inequality in the critical range with an optimal constant for these fractional Sobolev spaces. We use this result to study the existence of…
In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…
Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…
We obtain an improved Sobolev inequality in H^s spaces involving Morrey norms. This refinement yields a direct proof of the existence of optimizers and the compactness up to symmetry of optimizing sequences for the usual Sobolev embedding.…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…
We discuss the notion of optimal polynomial approximants in multivariable reproducing kernel Hilbert spaces. In particular, we analyze difficulties that arise in the multivariable case which are not present in one variable, for example, a…
A comprehensive approach to Sobolev-type embeddings, involving arbitrary rearrangement- invariant norms on the entire Euclidean space R^n, is offered. In particular, the optimal target space in any such embedding is exhibited. Crucial in…
We investigate the relationship between the compactness of embeddings of Sobolev spaces built upon rearrangement-invariant spaces into rearrangement-invariant spaces endowed with $d$-Ahlfors measures under certain restriction on the speed…
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…