Related papers: Optimal Monte Carlo integration on closed manifold…

We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies,…

A novel linear integration rule called $\textit{control neighbors}$ is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the Monte Carlo procedure on metric spaces. The main result is…

We investigate the approximation of generalized Laguerre- or Laplace-weighted integrals over $\mathbb{R}^d_+$ or $\mathbb{R}^d$ of functions from generalized Laguerre- or Laplace-weighted Sobolev spaces of mixed smoothness, respectively. We…

A unified approach to embedding theorems for Sobolev type spaces of vector-valued functions, defined via their symmetric gradient, is proposed. The Sobolev spaces in question are built upon general rearrangement-invariant norms. Optimal…

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…

We investigate the validity of the optimal higher-order Sobolev inequality $H_k^2(M^n)\hookrightarrow L^{\frac{2n}{n-2k}}(M^n)$ on a closed Riemannian manifold when the remainder term is the $L^2-$norm. Unlike the case $k=1$, the optimal…

We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces $S^r_{p,q}B(\mathbb{T}^d)$ with dominating mixed smoothness $1/p<r<2$. We show that order 2 digital nets achieve the…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Optimal higher-order Sobolev type embeddings are shown to follow via isoperimetric inequalities. This establishes a higher-order analogue of a well-known link between first-order Sobolev embeddings and isoperimetric inequalities. Sobolev…

This paper proves that the approximation of pointwise derivatives of order $s$ of functions in Sobolev space $W_2^m(\R^d)$ by linear combinations of function values cannot have a convergence rate better than $m-s-d/2$, no matter how many…

We prove a sharp logarithmic Sobolev inequality which holds for compact submanifolds without boundary in Riemannian manifold with nonnegative sectional curvature of arbitrary dimension and codimension, while the ambient manifold needs to…

This paper investigates the numerical approximation of integrals for functions in fractional Gaussian Sobolev spaces $W^s_{p}(\mathbb{R}^d,\gamma)$ with dominating mixed smoothness defined via kernel related to the fractional…

The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We…

We investigate quasi-Monte Carlo (QMC) integration of bivariate periodic functions with dominating mixed smoothness of order one. While there exist several QMC constructions which asymptotically yield the optimal rate of convergence of…

We study the integration problem over the $s$-dimensional unit cube on four types of Banach spaces of integrands. First we consider Haar wavelet spaces, consisting of functions whose Haar wavelet coefficients exhibit a certain decay…

Optimality of several quasi-Monte Carlo methods and suboptimality of the sparse-grid quadrature based on the univariate Gauss--Hermite rule is proved in the Sobolev spaces of mixed dominating smoothness of order $\alpha$, where the…

Let $ m, n $ be integers such that $ \frac{n}{2} > m \geq 1 $ and let $ (M, g) $ be a closed $ n-$dimensional Riemannian manifold. We prove there exists some $ B \in \mathbb{R} $ depending only on $ (M, g) $, $ m $, and $ n $ such that for…

Based on uniform CR Sobolev inequality and Moser iteration, this paper investigates the convergence of closed pseudo-Hermitian manifolds. In terms of the subelliptic inequality, the set of closed normalized pseudo-Einstein manifolds with…

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

The geodesic Markov chain Monte Carlo method and its variants enable computation of integrals with respect to a posterior supported on a manifold. However, for regular integrals, the convergence rate of the ergodic average will be…